Statistics 611 Lecture Notes

Fall 2012


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Statistics 611 Home Page
  1. Premlinary Linear Algebra   with answers
  2. Orthogonal Complements   with answers
  3. Miscellaneous Results, Solving Equations, and Generalized Inverses   with answers
  4. Idempotency and Projection Matrices  with answers
  5. Introduction to the General Linear Model   with answers
  6. Least Squares Estimation of the Expectation of the Response Vector   with answers
  7. The Orthogonal Projection Matrix onto C(X) and the Normal Equations   with answers
  8. Equivalent Models and Reparameterization   with answers
  9. Gram-Schmidt Orthonormalization   with answers
  10. Estimable Functions and Their Least Squares Estimators   with answers
  11. Estimable Functions and Their Least Squares Estimators in Reparameterized Models   with answers
  12. Constraints on Solutions to the Normal Equations   with answers
  13. Constraints on the Parameter Vector   with answers
  14. The Gauss-Markov Model   with answers
  15. The Trace of a Matrix   with answers
  16. Variance Estimation   with answers
  17. Underfitting and Overfitting   with answers
  18. The Aitken Model   with answers
  19. When is the OLSE the BLUE?   with answers
  20. Best Linear Unbiased Estimation in Constrained Models
  21. Determinants   with answers
  22. Eigenvalues, Eigenvectors, and Matrix Decompositions   with answers
  23. The Multivariate Normal Distribution   with answers
  24. The Chi Square Distribution   with answers
  25. The F and t Distributions   with answers
  26. Distributions of Quadratic Forms   with answers
  27. Cochran's Theorem and Analysis of Variance
  28. General Linear Test of a General Linear Hypothesis   with answers
  29. Likelihood Ratio Test of a General Linear Hypothesis   with answers
  30. Reparameterization in Testing   with answers
  31. Confidence Intervals and Confidence Regions for Estimable Functions
  32. The Bonferroni Confidence Rectangle
  33. The Cauchy-Schwarz Inequality and Generalizations   with answers
  34. Scheffe's Method   with answers
  35. Tukey's Method   with answers
  36. Multiple Testing   with answers
  37. Linear Mixed-Effects Models
  38. ML and REML Variance Component Estimation   with answers
  39. ANOVA Variance Component Estimation   with answers
  40. Best Linear Unbiased Prediction (BLUP)


Last Modified Tuesday, 04-Dec-2012 15:59:07 CST