Linear Models
The theory of the linear model in matrix form: least squares, the Gauss–Markov theorem, distribution theory and tests.
STAT-311 Year 3 3 credits 12 lessons planned ▶ Video lessons coming soon
Offered by HSM University · Statistics
Course content
- 1The linear model in matrix formComing
- 2Least squares and projectionsComing
- 3The Gauss–Markov theoremComing
- 4The multivariate normal distributionComing
- 5Quadratic forms and Cochran's theoremComing
- 6Inference for coefficientsComing
- 7The general linear hypothesis and F testsComing
- 8Analysis of variance as a linear modelComing
- 9Less-than-full-rank modelsComing
- 10Weighted and generalized least squaresComing
- 11Ridge regression and shrinkageComing
- 12Capstone: a complete linear model analysisComing
Requirements
Recommended background. You can start any course at any time.
Description
The theory of the linear model in matrix form: least squares, the Gauss–Markov theorem, distribution theory and tests.
Part of the Science stream, typically taken in year 3.