Course Calendar Linear Models

STA721 (Formerly STA 244): Linear Models

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Course Calendar (subject to Daily Change, Please Refresh)

Readings and Assignments:

Plane Answers to Complex Questions: The Theory of Linear Models - Christensen (C)
A First Course in Bayesian Statistical Methods - Hoff (H)

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Date	Topic	References	Handouts	Assignments
8/30	Introduction to Linear Models Random Vectors, Matrices	C: Chapter 1, Appendix A & B
9/1	Multivariate Normal Distribution Theory	C: Chapter 1, Appendix A & B		HW 1 (due 9/8)
9/6	Conditional Normal Distributions	C: Chapter 1 Appendix B and C
9/8	Chi-Square and non-central Chi-Square Quadratic Forms	C: Appendix B		HW 2 (due 9/20)
9/13	Spectral Theorem Distributions of Quadratic Forms Orthogonal Projections	C:Appendix B
9/15	More Distributional Results	Casella & Berger 166, Chapter 5, C: Appendix C C: Chapter 2
9/20	Models Maximum Likelihood Estimates	C: Chapter 2		HW 3
9/22	Identifiability & Estimation	C: Chapter 2
9/27	Gauss-Markov	C: Chapter 2
9/29	Weighted Regression	C: Chapter 10		HW 4 (due Oct 13)
10/4	Bayesian Regression	Hoff Chapter 9; C 2
10/6	Marginal & Predictive Distributions
10/13	Default Priors
10/18	Shrinkage Methods	C. Chapter 14
10/20	Bayesian Shrinkage		ridge.R	HW 5 (due 10/25) swim.dat
10/25	Lasso Shrinkage
10/27	Bayesian Lasso	Carvalho, Polson Scott, Hans, Park & Casella	diabetes.R
11/1	Bayesian Shrinkage
11/3	Likelihood Ratio Tests F-tests & Analysis of Variance Bayes Factors versus P-values	C: Chapter 3 - 5 C: Chapter 6-7	Meadowfoam data Output R-code	HW 6 Park & Casella (2008)
11/8	Bayesian Model Choice/Averaging	Statistical Science (2004) Model Uncertainty JASA (2008) Mixtures of g-priors
11/10	Midterm	Exams from 2003, 2004 2010, 2011		sim code HW 7
11/15	Bayesian Model Choice/Averaging	MCMC BAS package & Documentation	Longley Example longley.R
11/17	Improper Priors and Model Selection: Intrinsic Bayes Factors	Casella & Moreno JASA March 2006		HW 8
11/22	Outlier Analysis	Christensen Ch 13	Diagnostics R-code data
11/29	Bayesian Outlier Analysis	Chaloner & Brant Hoeting et al	bayes-outliers.R stackloss output stackloss.R
12/1	Robust Analyses	West		HW 9
	Take Home (2011 Spring)	confounder.dat

Updated December 5, 2011