Announcements: Please note that a problem previously appearing on Problem Set 3 has now been replaced by two smaller problems; this affects the numbering of the remainder of the problems (updated below, in the document, and on the syllabus).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.
| # | Topic | Slides |
|---|---|---|
| 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 |
| 6 | Hypothesis testing | Link |
| 7 | Analysis of variance (ANOVA) | Link |
| 8 | Model misspecification | Link |
| 9 | Confidence regions and prediction | Link |
| 10 | Diagnostics | Link |
| 11 | Regularization | Link |
| 12 | Exponential families | 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.
| # | Due date | Assigned | MS-Optional |
|---|---|---|---|
| 1 | 09/01 | 1-6 | 6 |
| 2 | 09/07 | 7-15 | 14 |
| 3 | 09/14 | 16-19 | — |
| 4 | 09/21 | 20-21 | — |
| 5 | 09/28 | 22-25 | — |
| 6 | 10/05 | 26, 27, 29, 30 | 27 |
| 7 | 10/12 | 31-33 | 32 |
| 8 | 10/26 | 34-38 | 35 |
| 9 | 11/02 | 39-42 | — |
| 10 | 11/16 | 43-46 | 43 |
| 11 | 11/30 | 47-49 | — |
| 12 | 12/07 | 50-52 | — |
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.
| Description | Exam | Key |
|---|---|---|
| Midterm (2023) | Link | Link |
| Final (2023) | Link | Link |