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


(1961 views)


(824 views)

(613 views)
02

 Introduction to Regression Analysis

Sep 22


(1113 views)


(660 views)

(631 views)
Sep 29

(735 views)
03

 Parameter Estimation and Goodness-of-Fit

Sep 29


(880 views)


(763 views)

(718 views)
Oct 06

(668 views)

(560 views)

(521 views)
04

 Normality Assumption and Hypotheses Testing

Oct 13


(536 views)


(467 views)

(469 views)
Oct 20

(473 views)

(419 views)

(413 views)
05

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

Oct 27


(426 views)


(364 views)

(346 views)
Nov 03

(360 views)

(294 views)

(262 views)
06

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

Nov 10


(428 views)


(337 views)

(356 views)

(344 views)
Nov 17

(351 views)
07

 Diagnostics

Nov 17


(398 views)

Nov 24

(373 views)

(322 views)

(300 views)
Dec 01

(294 views)

(260 views)

(252 views)
08

 Mean Structure and Transformation

Dec 08


(322 views)


(297 views)

(280 views)
Dec 15

(293 views)

(258 views)

(258 views)
Dec 22

(262 views)
09

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

Dec 22


(287 views)


(243 views)
Dec 29

(248 views)

(242 views)

(248 views)
Jan 05

(269 views)
10

 Robust Regression and Incomplete Data

Jan 05


(281 views)


(235 views)

01

  Introduction to R


(530 views)

02

  Initial Data Analysis


(346 views)

03

  Parameter Estimation


(315 views)


(216 views)

04

  Hypotheses Testing


(243 views)

05.01

  Confidence Interval and Region


(173 views)

05.02

  Orthogonality


(154 views)

05.03

  Identifiability


(113 views)

05.04

  Interpretation of Parameter Estimates


(120 views)

06.01

  Generalized Least Squares


(176 views)

06.02

  Weighted Least Squares


(174 views)

06.03

  Testing for Lack of Fit


(166 views)

07.01

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


(189 views)

07.02

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


(185 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