Announcements: Please note that a problem previously appearing on Problem Set 3 has now been replaced by two smaller problems; this affects the numbering of the remainder of the problems (updated below, in the document, and on the syllabus).
Syllabus: The Fall 2023 syllabus can be found here.
Lecture notes: The lecture notes for this course are posted here. They are not to be copied without permission of the instructor.
|1||Review of linear algebra||Link|
|2||Random vectors and matrices||Link|
|3||Ordinary least squares (full-rank)||Link|
|4||Ordinary least squares (rank-deficient)||Link|
|5||Weighted least squares||Link|
|7||Analysis of variance (ANOVA)||Link|
|9||Confidence regions and prediction||Link|
|13||Generalized linear models||Link|
|14||Sandwich and bootstrap methods||Link|
|15||Overdispersion and quasi-likelihood||Link|
|16||Hypothesis testing for GLMs||Link|
|17||Diagnostics for GLMs||Link|
|18||Further notes on binary outcomes||Link|
|19||Receiver operating characteristic regression||Link|
|20||Categorical and ordinal outcomes||Link|
|21||Cumulative probability models||Link|
Problem sets: This year’s collection of problems can be found here. Problems will be due in batches (see schedule below). Certain problems are marked as optional for students on the MS-terminal track (although MS students should at least read the questions and follow along if we spend time discussing solutions in class); MS students can elect to complete these problems and turn them in with their homework assignments for a modest amount of extra credit.
|6||10/05||26, 27, 29, 30||27|
Theorems and lemmas: A document of theorems and lemmas can be found here.
Data: Data sets and documentation can be found here (you will need the password).
Lecture recordings: This year’s lecture recordings can be found here (you will need the password).
Exams: This year’s exams will be posted here, along with their keys.