Stats 851.3 & Stats 443.3

851.3 Linear Models (443.3 Linear Statistical Models)

Stats 851.3 A rigorous development of the general linear model, using vector space theory. Generalized inverses, orthogonal projections, quadratic forms, Gauss-Markov theorem, estimability.

Stats 443.3 A rigorous examination of the general linear model using vector space theory. Includes: generalized inverses; orthogonal projections; quadratic forms; Gauss-Markov theorem and its generalizations; BLUE estimators; Non-full rank models; estimability considerations.

Suggested Bibliography

Assignment 3 (due Wednesday February 8)

Take Home Test 2, Data