STSCI 5030 - Linear Models with Matrices

Fall. 4 credits. Student option grading.

Prerequisite: two-semester sequence on statistical methods (e.g. BTRY 3010-BTRY 3020), a course on probability and distribution theory (e.g. BTRY 3080 or MATH 4710), multivariable calculus, and linear/matrix algebra, or permission of instructor. Co-meets with BTRY 4030/STSCI 4030.

Staff.

The focus of this course is the theory and application of the general linear model expressed in its matrix form. Topics will include: least squares estimation, multiple linear regression, coding for categorical predictors, residual diagnostics, anova decomposition, polynomial regression, model selection techniques, random effects and mixed models, maximum likelihood estimation and distributional theory assuming normal errors. Homework assignments will involve computation using the R statistical package.