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  期末考考題和解答。
   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  期中考考題、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


(1684 views)


(721 views)

(540 views)
02

 Introduction to Regression Analysis

Sep 22


(998 views)


(584 views)

(573 views)
Sep 29

(648 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(783 views)


(667 views)

(632 views)
Oct 06

(602 views)

(516 views)

(490 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(490 views)


(439 views)

(444 views)
Oct 20

(450 views)

(401 views)

(401 views)
05

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

Oct 27


(403 views)


(349 views)

(324 views)
Nov 03

(346 views)

(281 views)

(244 views)
06

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

Nov 10


(401 views)


(318 views)

(336 views)

(322 views)
Nov 17

(331 views)
07

 Diagnostics

Nov 17


(373 views)

Nov 24

(340 views)

(310 views)

(289 views)
Dec 01

(278 views)

(248 views)

(243 views)
08

 Mean Structure and Transformation

Dec 08


(302 views)


(279 views)

(267 views)
Dec 15

(274 views)

(241 views)

(245 views)
Dec 22

(246 views)
09

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

Dec 22


(257 views)


(222 views)
Dec 29

(233 views)

(230 views)

(233 views)
Jan 05

(247 views)
10

 Robust Regression and Incomplete Data

Jan 05


(260 views)


(220 views)

01

  Introduction to R


(482 views)

02

  Initial Data Analysis


(329 views)

03

  Parameter Estimation


(300 views)


(211 views)

04

  Hypotheses Testing


(229 views)

05.01

  Confidence Interval and Region


(163 views)

05.02

  Orthogonality


(146 views)

05.03

  Identifiability


(105 views)

05.04

  Interpretation of Parameter Estimates


(110 views)

06.01

  Generalized Least Squares


(165 views)

06.02

  Weighted Least Squares


(163 views)

06.03

  Testing for Lack of Fit


(156 views)

07.01

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


(182 views)

07.02

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


(172 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