Linear Statistical Models

Description

Linear models are central to the theory and practice of modern statistics. They are used to model a response as a linear combination of explanatory variables and are the most widely used statistical models in practice. Starting with examples from a range of application areas this subject develops an elegant unified theory that includes the estimation of model parameters, quadratic forms, hypothesis testing using analysis of variance, model selection, diagnostics on model assumptions, and prediction. Both full rank models and models that are not of full rank are considered. The theory is illustrated using common models and experimental designs. Teaching Period: 2 March 2026 to 31 May 2026 Assessment Information: Description Timing Percentage Two or three written assignments due at regular intervals amounting to a total of up to 50 pages 50 pages During the teaching period 20% A written examination 3 hours During the examination period 80%