| Lecture slides |
Annotated |
Topics |
Corresponding section(s) of Monahan |
| Lec_00.pdf |
Lec_00_annotated.pdf |
Course intro |
|
| Rev_01.pdf |
Rev_01_annotated.pdf |
Vectors and matrices, matrix inverse |
|
| Rev_02.pdf |
Rev_02_annotated.pdf |
The equation Ax = b |
|
| Rev_03.pdf |
Rev_03_annotated.pdf |
Column space, null space, and rank of a matrix |
|
| Rev_04.pdf |
Rev_04_annotated.pdf |
Orthogonal subspaces, bases, and projections, orthogonal decomposition, Gram-Schmidt |
|
| Rev_05.pdf |
Rev_05_annotated.pdf |
Eigenvalues and eigenvectors, the determinant, diagonalization |
|
| Rev_06.pdf |
Rev_06_annotated.pdf |
Symmetric matrices, spectral decomposition, quadratic forms, singular value decomposition |
|
| End introductory material |
|
|
|
| Lec_01.pdf |
Lec_01_annotated.pdf |
Projection and idempotent matrices, generalized inverse, least-squares geometry |
Chapter 2 |
| Lec_02.pdf |
Lec_02_annotated.pdf |
Estimability, reparameterization, conditions for unique solution, restricted model |
Chapter 3 |
| End exam I material |
|
|
|
| Lec_03.pdf |
Lec_03_annotated.pdf |
Gauss-Markov model, BLUE, Aitken model, generalized least-squares |
Chapter 4 |
| Lec_04.pdf |
Lec_04_annotated.pdf |
Distributions of quadratic forms, Cochran's theorem, ANOVA |
Chapter 5,7 |
| Lec_05.pdf |
Lec_05_annotated.pdf |
Inference, general linear hypothesis, LRT, simultaneous confidence intervals |
Chapter 6 |
| End exam II material |
|
|
|
| Lec_06.pdf |
Lec_06_annotated.pdf |
Variance component estimation in random and mixed effects models, REML |
Chapter 8 |
| Homework |
Topics |
Due in class on |
Solutions |
| hw_01.pdf |
Matrix inverse, solving Ax = b, constructing design matrices, linear independence, orthogonality |
Thursday, Aug 31st |
hw_01_sol.pdf |
| hw_02.pdf |
Dimension of a subspace, bases, rank, orthogonal complements, orthogonal projections |
Thursday, Sep 14th |
hw_02_sol.pdf |
| hw_03.pdf |
Eigenvalues, eigenvectors, trace, determinant, quadratic forms, symmetric matrices |
Tuesday, Sep 26th |
hw_03_sol.pdf |
| hw_04.pdf |
Projections, generalized inverses, least-squares, model reparameterization |
Tuesday, Oct 10th |
hw_04_sol.pdf |
| hw_05.pdf |
Gauss-Markov model, estimation, projections, miscellaneous results |
Thursday, Oct 26th |
hw_05_sol.pdf |
| hw_06.pdf |
Multivariate Normal, distributions of quadratic forms, Cochran's theorem, ANOVA |
Thursday, Nov 9th |
hw_06_sol.pdf |
| hw_07.pdf |
Likelihood ratio test (F-test), t-test, power, sample size calculations in factorial experiments |
Tuesday, Nov 28th |
hw_07_sol.pdf |
| hw_08.pdf |
Simultaneous confidence intervals, variance component estimation, mixed models |
Friday, Dec 8th, by 11:59 pm on Blackboard |
hw_08_sol.pdf |