STAT 443/851 Theory of Linear Models
Description
This course is a rigorous examination of the general linear models using vector space theory, in particular the approach of regarding least square as projection. The topics includes: vector space; projection; matrix algebra; generalized inverses; quadratic forms; theory for point estimation; theory for hypothesis test; theory for non-full-rank models.
Prerequisite(s): MATH 164 (formerly MATH 264) or MATH 266, STAT 342, and STAT 344 or 345.
ImportantImportant note:
This is not a course on applied linear models. It is nearly a mathematical course.