STAT 545 - THEORY OF LINEAR MODELS


Instructor

Syllabus


Homeworks, Due Dates, Solutions

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Assignment Due Date Solutions
Homework #1 Friday, February 8 HW#1 Solutions
Homework #2 Friday, February 15 HW#2 Solutions
Homework #3 Friday, February 22 HW#3 Solutions
Homework #4 Friday, March 1 HW#4 Solutions
Homework #5 Friday, March 8 HW#5 Solutions
Homework #6 Friday, March 15 HW#6 Solutions
Homework #7 Friday, March 29 HW#7 Solutions
Homework #8 Monday, April 15 HW#8 Solutions
Homework #9 Monday, April 29 HW#9 Solutions
Homework #10 Friday, May 10 Posted on 5/10

Data Files, R Functions

Course Handouts

Chapter 1 Linear Models Overview
Examples of Non-Gauss-Markov Linear Models
Chapter 2 Linear and Matrix Algebra Review
2.8 Generalized Inverses
2.8 Generalized Inverse Theorems
2.5,2.9 Inverses and Determinants of Partitioned Matrices
2.6 Quadratic Forms and Positive Definiteness
Chapter 4 The Multivariate Normal Distribution
Chapter 5 Distribution of Quadratic Forms I
Chapter 5 Distribution of Quadratic Forms II
Review Sheet - Test #1
Chapters 6,7 The Linear Regression Model
Test #1
Solutions - Test #1
6.4, 7.5, 7.7 Notes on R-Squared
7.3,7.4 Consequences and Geometry of Least Squares
7.6 The Normal Model
7.6, 7.8 Methods of Estimation
N/A Sums of Squares: R-Notation
8.1-8.5 The General Linear Hypothesis
8.5, 8.6 Confidence Intervals and t-Tests
Review Sheet - Test #2
N/A Regression on Indicator Variables
Chapter 12 Non-Full Rank Models
13.6 Independent and Orthogonal Contrasts

The final exam is scheduled for 3:20-5:20pm on Thursday, May 16.

Homework #10 is available above and is due on Friday, May 10.

My weekly office hours for this course are: Monday (2-3, 4-5), Tuesday (10-12), Wednesday (11-12), and Thursday (12-4). Please do NOT hesitate to come see me with any questions you have about the HW or course content.

Last modified: 6-May-2013
Mail comments to: jgraham@mso.umt.edu