Mathematics & Statistics (Sci) : Multivariate normal and chi-squared distributions; quadratic forms. Multiple linear regression estimators and their properties. General linear hypothesis tests. Prediction and confidence intervals. Asymptotic properties of least squares estimators. Weighted least squares. Variable selection and regularization. Selected advanced topics in regression. Applications to experimental and observational data.
Terms: Fall 2023
Instructors: There are no professors associated with this course for the 2023-2024 academic year.