Schedule

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Week Date Lesson Reading Slides Labs Homework

WEEK 1

Tues, Aug 26

Lecture 1: Introduction to Linear Models




Thur, Aug 28

Lecture 2: MLEs & Projections


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Fri, Aug 29





WEEK 2

Tues, Sept 3

Lecture 3: Rank Deficient Models




Thur, Sept 5

Lecture 4: Best Linear Unbiased Estimation and Gauss-Markov Theorem


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Fri, Sept 6






WEEK 3

Tues, Sept 10

Lecture 5: BLUES for Prediction and MVUE




Thur, Sept 12

Lecture 6: Generalized Linear Squares


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Fri, Sept 13






WEEK 4

Tues, Sept 17

Lecture 7: Sampling Distributions & Distribution Theory




Thur, Sept 19

Lecture 8: Bayesian Estimation


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Fri, Sept 20






WEEK 5

Tues, Sept 24

Lecture 9: Bayes and Frequentist Risk




Thur, Sept 26

Lecture 10: James-Stein


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Fri, Sept 28






WEEK 6

Tues, Oct 1

Lecture 11: Shrinkage Estimators and Hierarchical Bayes




Thu, Oct 3

Lecture 12: Shrinkage/Selection and Oracle Properties


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Fri, Oct 4






WEEK 7

Tues, Oct 8

Lecture 13: Testing Hypotheses




Thu, Oct 10

Lecture 14: Testing Submodels


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Fri, Oct 11

Review in Lab (see Canvas)





WEEK 8

Tue, Oct 15

NO CLASS FALL BREAK






Thur, Oct 17

NO CLASS - Use time for review






Fri, Oct 18

Midterm 1





WEEK 9

Tue, Oct 22

Lecture 15: Confidence Regions and Intervals




Thur, Oct 24

Lecture 16: Intro to Bayesian Hypothesis Testing


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Fri, Oct 25






WEEK 10

Tues, Oct 29

Lecture 17: Bayesian Model Averaging




Thur, Oct 31

Lecture 18: BMA and Bayesian Variable Selection




Fri, Nov 1






Week 11

Tues, Nov 5

Lecture 19: Model Uncertainty


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Thurs, Nov 7

Lecture 20: Bayes Outliers: BMA and Robust Regression




Fri, Nov 8






Week 12

Tues, Nov 12

Lecture 21: Residuals and Diagnostics




Thurs, Nov 14

Lecture 22: Transfomations and Normality Assumptions


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Fri, Nov 15






Week 12

Tues, Nov 19

Lecture 23: Random Effects & Review




Thurs, Nov 21

Midterm2






Fri, Nov 22





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Week 13

Tues, Nov 26

Lecture 24: Mixed Effects






Thur, Nov 30

NO CLASS THANKSGIVING





Week 14


Graduate Reading Period





Finals Period

Sunt, Dec 15 9am-12pm (in classroom)