STAT 714 Linear Statistical Models (Fall 2025)

Dr. Karl Gregory

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


syllabus


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


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


Exams Solutions
Exam I, Tu. Oct 14
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


book with thumbs up


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