Dr. Karen Buro

Department of
Mathematics & Statistics

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Stat 378


Lecture Notes

Introduction and Simple Linear Regression

Multiple Linear Regression - model + LS estimators

Hypotheses Tests in Multiple Linear Regression

Confidence and Prediction Intervals in Multiple Linear Regression

Diagnostics

Dealing with Model Violations -- R-Script for Examples -- The Data

R code for interaction model (prestige - income - type)

R-Script for Examples

Selecting a Model

Nonlinear Regression

Generalized Linear Models

Ridge Regression -- R-Script for example

The lasso


Review Material

On Mean, Variance, and Covariance

On Random Vectors

On Distributions

On Statistical Tests

On Maximum Likelihood Estimation

On Distributions 2

On Linear Algebra