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


(1581 views)


(678 views)

(509 views)
02

 Introduction to Regression Analysis

Sep 22


(940 views)


(553 views)

(543 views)
Sep 29

(616 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(743 views)


(646 views)

(616 views)
Oct 06

(591 views)

(508 views)

(481 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(467 views)


(420 views)

(423 views)
Oct 20

(423 views)

(382 views)

(382 views)
05

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

Oct 27


(376 views)


(333 views)

(309 views)
Nov 03

(325 views)

(262 views)

(228 views)
06

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

Nov 10


(375 views)


(302 views)

(319 views)

(312 views)
Nov 17

(305 views)
07

 Diagnostics

Nov 17


(353 views)

Nov 24

(322 views)

(297 views)

(270 views)
Dec 01

(263 views)

(235 views)

(231 views)
08

 Mean Structure and Transformation

Dec 08


(286 views)


(266 views)

(257 views)
Dec 15

(262 views)

(229 views)

(234 views)
Dec 22

(237 views)
09

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

Dec 22


(246 views)


(214 views)
Dec 29

(226 views)

(221 views)

(224 views)
Jan 05

(239 views)
10

 Robust Regression and Incomplete Data

Jan 05


(253 views)


(210 views)

01

  Introduction to R


(449 views)

02

  Initial Data Analysis


(310 views)

03

  Parameter Estimation


(292 views)


(203 views)

04

  Hypotheses Testing


(222 views)

05.01

  Confidence Interval and Region


(158 views)

05.02

  Orthogonality


(142 views)

05.03

  Identifiability


(102 views)

05.04

  Interpretation of Parameter Estimates


(107 views)

06.01

  Generalized Least Squares


(158 views)

06.02

  Weighted Least Squares


(158 views)

06.03

  Testing for Lack of Fit


(153 views)

07.01

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


(177 views)

07.02

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


(168 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