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


(1782 views)


(756 views)

(563 views)
02

 Introduction to Regression Analysis

Sep 22


(1044 views)


(616 views)

(600 views)
Sep 29

(683 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(820 views)


(706 views)

(667 views)
Oct 06

(627 views)

(537 views)

(506 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(517 views)


(455 views)

(454 views)
Oct 20

(461 views)

(410 views)

(408 views)
05

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

Oct 27


(417 views)


(359 views)

(339 views)
Nov 03

(355 views)

(288 views)

(256 views)
06

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

Nov 10


(410 views)


(328 views)

(348 views)

(332 views)
Nov 17

(343 views)
07

 Diagnostics

Nov 17


(387 views)

Nov 24

(364 views)

(318 views)

(294 views)
Dec 01

(286 views)

(254 views)

(248 views)
08

 Mean Structure and Transformation

Dec 08


(308 views)


(284 views)

(273 views)
Dec 15

(284 views)

(249 views)

(252 views)
Dec 22

(252 views)
09

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

Dec 22


(267 views)


(228 views)
Dec 29

(238 views)

(234 views)

(237 views)
Jan 05

(252 views)
10

 Robust Regression and Incomplete Data

Jan 05


(266 views)


(225 views)

01

  Introduction to R


(498 views)

02

  Initial Data Analysis


(338 views)

03

  Parameter Estimation


(308 views)


(213 views)

04

  Hypotheses Testing


(234 views)

05.01

  Confidence Interval and Region


(167 views)

05.02

  Orthogonality


(151 views)

05.03

  Identifiability


(109 views)

05.04

  Interpretation of Parameter Estimates


(115 views)

06.01

  Generalized Least Squares


(169 views)

06.02

  Weighted Least Squares


(171 views)

06.03

  Testing for Lack of Fit


(163 views)

07.01

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


(186 views)

07.02

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


(178 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