Contents/materials are subject to change/revision at the instructor’s discretion.
RC = Book by Ronald Christensen; Bates = Book by Douglas M. Bates
JM = Notes by John Marden (available on Compass)
- Vector spaces, projection, and geometric view of LS
[Note_VecSpace] [Note_Projection]
Reading: chap 1, 2.1 (JM); appendix A, B (RC)
Estimation [Note_Estimation]
Reading: chap 2 (JM) ; chap 2.1-2.2 (RC)
Variance/Covariances of LS estimates and the BLUE
[Note_BLUE]
Reading: chap 3 (JM); chap 2.3-2.4 (RC)
Dist of LS estimates [Note_Dist]
Reading: chap 4 (JM); chap 1.1-1.3, 2.6-2.8 (RC)
Nested models, break sum-of-squares, and F-tests
Reading: chap 5 (JM); chap 3.1-3.5 (RC)
Model Diagnostics
Reading: chap 13 - One-way ANOVA [Note_OneWayANOVA]
Reading: chap 6 (JM); chap 4 (RC)
Multiple comparison [Note_Tukey]
Reading: chap 8 (JM); chap 5 (RC)
Two-way ANOVA
[Rcode]: Two-way ANOVA
Reading: chap 7 (JM); chap 7.1-7.5 (RC)
Three- (and higher-) way ANOVA
Reading: chap 11 (JM); chap 7.6 (RC) - Variable selection
[Rcode]: Variable Selection with Sparse Gaussian Graphical Models
Reading: chap 6 from “Introduction to Statistical Learning with R” - Local smoothers
[Note_splines] [Note_gam_combined]
[Rcode]: Smoothing splines
[Rcode]: Local smoother and GAM
Reading: chap 7 from “Introduction to Statistical Learning with R” - One-way random effects
[Note_Random_oneway]
[Rcode]: One-Way Random-Effects Model
Reading: chap 9 (JM), chap 6.3.1-6.3.4, 12.2 (RC)
Random and mixed effects models
[Rcode]: A Simple Longitudinal Data
[Rcode]: A Two-Way Mixed Model
Reading: chap 1-4 (Bates)
“Fitting Linear Mixed-Effects Models Using lme4 package” (Bates et al., 2015)
Resources
- Lecture slides from Stat424 2015 Spring (by Prof. Trevor Park; available on Compass)
- Lecture notes from Stat424 2014 Spring (by Prof. Bo Li; available on Compass)
- Tutorial instruction on analyzing data with random effects, based on Littell, et al. (2002) SAS for Linear Models, Chap 4.
- Quantitative techniques from the Engineering Statistics Handbook (NIST)