Statistics 6246 - Spring 2008
Linear Models
Department of Statistics
University of Central Florida
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Instructor: |
Dr. Xiaogang Su |
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Office |
Room 102, CC II |
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Phone: |
(407) 823-2940 |
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Email: |
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Class |
MW 4:30-5:45pm |
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Office Hour |
MR 3:00-4:00pm |
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Prerequisite |
STA 6329, STA 4164, and STA 4322 |
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Website |
http://pegasus.cc.ucf.edu/~xsu/CLASS/STA6246/ |
Announcement:
Description of the Course: Theoretical development of
full rank linear statistical models, least squares and maximum likelihood
estimation, interval estimation, hypothesis testing, and introduction to less
than full rank models. Details
about the grading policy are available in the course syllabus.
Statistical Computing:
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R can be downloaded free from from the website of CRAN: http://cran.r-project.org/ . Clink here to Download R-2.6.1-win32.exe.
Sample Midterms, Practice Problems and Final Exams
- Sample Midterm Exam 1
- Solutions for Sample Midterm Exam 1
- Computer Project 1 (due on 2/27/2008, Wed.)
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Computer Project 2
(due on 4/23/2008, Wed.)
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Take-Home Final Exam
(due on 4/23/2008, Wed.)
Homework assignments:
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Topics |
Class Notes
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Homework
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Solutions
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1, Matrix Preliminaries |
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2, Subspaces and Projections |
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3, MVN and Quadratic Forms |
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4, Simple Linear Models |
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5, Full-Rank Regression Models |
HW5 Solutions |
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6, Testing Linear Hypotheses |
HW6 Solutions |
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7, Model Selection |
7.1 |
HW7 Solutions |
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8, Model Diagnostics |
8.1 |
HW8 Solutions |
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9, ANOVA - Non-Full Rank Model |
9.1 |
Homework 9 |
HW9 Solutions |
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10, Other Related Topics |
10.1 |
Homework 10 |
HW10 Solutions |
Class Handouts and Reading Articles
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Cook, D. (1977). Detection of Influential Observation in Linear Regression. Technometrics, 19: 15-18.