Note: This is the 2024–2025 eCalendar. Current program and course information is now found in the McGill Course Catalogue at https://coursecatalogue.mcgill.ca/.
Overview
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 2024
Instructors: Dagdoug, Mehdi (Fall)
