NTHU STAT 5410 - Linear Models

清華大學 統計所 線性模式

Sep 2022 ~ Jan 2023

Notes
   Jan 15  作業總成績, 期末考成績, 學期總成績, 及成績統計。
   Jan 15  期末考解答。
   Jan 03  期末考考古題及其解答。
   Jan 03  期末考資訊及注意事項。
   Nov 23  自下周(11/28)起，黃晨溦助教的office hour時間，將更改至每周三下午1:20~2:10，地點則維持不變(綜合三館840室)。更改後所有助教的office hour時間和地點，請見Syllabus。
   Nov 23  期中考解答及成績統計。
   Nov 07  期中考考古題及解答。
   Nov 07  期中考資訊及注意事項。
 

Lecture Notes

Lecture Notes with Hand-Written Notices

Video
01

 Introduction - What is Statistics?

Sep 15


(1382 views)


(585 views)

(443 views)
02

 Introduction to Regression Analysis

Sep 22


(806 views)


(486 views)

(481 views)
Sep 29

(541 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(674 views)


(580 views)

(573 views)
Oct 06

(558 views)

(479 views)

(457 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(438 views)


(391 views)

(400 views)
Oct 20

(396 views)

(361 views)

(362 views)
05

 Confidence Interval and Region, Sampling Model, Experimental and Observational Data, Orthogonality, Identifiability, Interpreting Parameter Estimates, What Can Go Wrong?

Oct 27


(348 views)


(315 views)

(293 views)
Nov 03

(309 views)

(248 views)

(216 views)
06

 Generalized Least Squares, Weighted Least Squares, Test for Lack of Fit

Nov 10


(347 views)


(283 views)

(306 views)

(302 views)
Nov 17

(292 views)
07

 Diagnostics

Nov 17


(338 views)

Nov 24

(303 views)

(284 views)

(256 views)
Dec 01

(252 views)

(225 views)

(220 views)
08

 Mean Structure and Transformation

Dec 08


(263 views)


(237 views)

(237 views)
Dec 15

(234 views)

(211 views)

(220 views)
Dec 22

(220 views)
09

 Variable Selection, Errors in Predictors, Collinearity, Principal Component, Ridge Regression, Analysis Strategy

Dec 22


(227 views)


(197 views)
Dec 29

(212 views)

(202 views)

(207 views)
Jan 05

(216 views)
10

 Robust Regression and Incomplete Data

Jan 05


(226 views)


(196 views)

01

  Introduction to R


(392 views)

02

  Initial Data Analysis


(282 views)

03

  Parameter Estimation


(275 views)


(193 views)

04

  Hypotheses Testing


(205 views)

05.01

  Confidence Interval and Region


(150 views)

05.02

  Orthogonality


(132 views)

05.03

  Identifiability


(95 views)

05.04

  Interpretation of Parameter Estimates


(97 views)

06.01

  Generalized Least Squares


(147 views)

06.02

  Weighted Least Squares


(144 views)

06.03

  Testing for Lack of Fit


(141 views)

07.01

  Diagnostic 1 (residual, leverage, studentized residual, outlier, jacknife residual, influential observation, Cook's statistic)


(166 views)

07.02

  Diagnostic 2 (residual plots, non-constant variance, added variable plot, partial residual plot, Q-Q plot, half-normal plot, correlated errors) 


(153 views)

08.01

  Mean Structure for Quantitative Predictors

(no video)

08.02

  Mean Structure for Qualitative Predictors

(no video)

08.03

  Box-Cox Transformation

(no video)

09.01

  Model (Variable) Selection

(no video)

09.02

  Error in Predictors

(no video)

09.03

  Collinearity, Principal Component, Ridge Regression

(no video)

09.04

  Analysis Strategy --- A Real Example: Chicago Insurance Redlining

(no video)

10.01

  Robust Regression

(no video)

10.02

  Incomplete Data

(no video)

 

Assignment Due Day Solution
Homework 1 Oct 06 sol (revised 2)
Homework 2 Oct 20 sol
Homework 3 Nov 03 sol
Homework 4 Nov 17 sol
Homework 5 Dec 01 sol
Homework 6 Dec 15 sol
Homework 7 Jan 05 sol