Fall 2018 - STAT 850 G100

Linear Models and Applications (4)

Class Number: 3053

Delivery Method: In Person

Overview

  • Course Times + Location:

    We, Fr 11:30 AM – 1:20 PM
    AQ 5020, Burnaby

  • Prerequisites:

    STAT 350 or equivalent.

Description

CALENDAR DESCRIPTION:

A modern approach to normal theory for general linear models including models with random effects and "messy" data. Topics include experimental units, blocking, theory of quadratic forms, linear contrasts, analysis of covariance, heterogeneous variances, factorial treatment structures, means comparisons, missing data, multi-unit designs, pseudoreplication, repeated measures mixed model formulation and estimation and inference.

COURSE DETAILS:

Final Exam will be held on Dec 7th, 1:00-4:00, in SSB 7172

Course Outline:


1. Introduction; scope of linear models.
2. General theory; least squares and Gauss-Markov theorem; normal linear models; quadratic forms.
3. Anova models; design issues; block designs; fractional factorial designs. 
4. Model selection; diagnostics; algorithms; selection criteria. 
5. Multicollinearity; ridge regression; robust estimation; the bootstrap.  
6. Mixed linear models; generalized linear models; nonparametric regression.

Grading

  • Assignments 10%
  • Midterm 1 25%
  • Midterm 2 25%
  • Presentation 20%
  • Written Report 20%

NOTES:

Above grading is subject to change.

Graduate Studies Notes:

Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.

Registrar Notes:

SFU’s Academic Integrity web site http://students.sfu.ca/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating.  Check out the site for more information and videos that help explain the issues in plain English.

Each student is responsible for his or her conduct as it affects the University community.  Academic dishonesty, in whatever form, is ultimately destructive of the values of the University. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the University. http://www.sfu.ca/policies/gazette/student/s10-01.html

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS