Class times: 10:05 - 11:20 am Tuesdays and Thursdays in LeConte College 206
Office hours: 3:00 - 4:00 pm Tuesdays and Wednesdays in LeConte College 216C
| Slides | Annotated | Topics | Section of Monahan |
|---|---|---|---|
| Introduction | Introduction | Course intro | |
| Review 1 | Review 1 | Vectors and matrices, matrix inverse | |
| Review 2 | Review 2 | The equation Ax = b | |
| Review 3 | Review 3 | Column space, null space, and rank of a matrix | |
| Review 4 | Review 4 | Orthogonal subspaces, bases, and projections, orthogonal decomposition, Gram-Schmidt | |
| Review 5 | Review 5 | Eigenvalues and eigenvectors, the determinant, diagonalization | |
| Review 6 | Review 6 | Symmetric matrices, spectral decomposition, quadratic forms, singular value decomposition | |
| Lec 1 | Lec 1 | Projection and idempotent matrices, generalized inverse, least-squares geometry | Chapter 2 |
| Lec 2 | Lec 2 | Estimability, reparameterization, conditions for unique solution, restricted model | Chapter 3 |
| Lec 3 | Lec 3 | Gauss-Markov model, BLUE, Aitken model, generalized least-squares | Chapter 4 |
| Lec 4 | Lec 4 | Distributions of quadratic forms, Cochran's theorem, ANOVA | Chapters 5 and 7 |
| Lec 5 | Lec 5 (partial) | Inference, general linear hypothesis, LRT, simultaneous confidence intervals | Chapter 6 |
Homework |
Topics | Due |
Solutions |
|---|---|---|---|
| Homework 1 | Matrix inverse, solving Ax = b, design matrices, linear independence, orthogonality | Th. Aug 28 | Solutions |
| Homework 2 | Dimension of a subspace, bases, rank, orthogonal complements, orthogonal projections | Tu. Sep 16 | Solutions |
| Homework 3 | Eigenvalues, eigenvectors, trace, determinant, quadratic forms, symmetric matrices | Th. Sep 25 | Solutions |
| Homework 4 | Projections, generalized inverses, least-squares, model reparameterization | Tu. Oct 14 | Solutions |
| Homework 5 | Gauss-Markov model, estimation, projections, miscellaneous results | Tu. Oct 28 | Solutions |
| Homework 6 | Multivariate Normal, distributions of quadratic forms, Cochran's theorem, ANOVA | Tu. Nov 11 |
| Exams | Solutions |
|---|---|
| Exam I | Exam I sol |
| Exam II, Th. Nov 13 | |
| Final Exam, Th. Dec 11, 9:00 am |
| Exams from Fall 2023 | Solutions |
|---|---|
| Exam I | Exam I sol |
| Exam II | Exam II sol |
| Final | Final |