TMA4267 Linear Statistical Models

  • 6. Jan: The first guidance in the computer lab is 27. Jan.
  • 13. Jan: First lecture is today. Plan for the first week, is to remind ourself of simple linear regression and to introduce R.
  • 16. Jan: This first week we have discussed chapter 6 and given an introduction to R. Next week we will continue with Chapter 3 and start on Chapter 4.
  • 27. Jan: This week we will finish Chapter 4. We will also go through the following topics: ``Estimation of mean vector and the covariance matrix, and some properties of these estimators`` and ``Taylor-series approximation of mean and variance of functions of random variables``. These topics is somewhat `implicitely` discussed in the book, but is covered in any standard book in multivariate (statistics) analysis.
  • 27.Jan: We are now aware of the Phys/Math journey to Japan 25/3-16/4. We will change the shedule accordingly; more later…
  • 6.Feb: We have this week started on Chapter 7, and discussed 7.1, 7.2, 7.3, (7.4: read yourself), 7.6 (not finished). We will have to backtrack to chapter 5 and 2 to get the results we need to proove Thm.7.6.b; more of that next week
  • 6.Feb: Next week we will start on the first exam.exercise; More information next week (tuesday).
  • 9.Feb: The first computer assignment is available. Deadline February 27. You should have done the weekly exercises (up to week 6) before you start on the computer assignment!
  • 10.Feb: This week we have discussed section 7.6.3 and sections 5.5 and 5.6 and 2.13. The friday lecture will be replaced by a extra supervision for the first exam-exercise!!!
  • 13.Feb: The factor model part and expression (7) in the exam-exercise is updated, and some notation is changed.
  • 23.Feb: Sections we have discussed in Chapter 7: 7.1, 7.2, 7.3, (read yourself) 7.4, 7.5, 7.6, 7.7.
  • 23.Feb: We started on friday 20th on Chapter 8, and discussed then 8.1, but we're not done with it yet. Plan ahead is to use week 9 to discuss Chapter 8. Tentative plan is 8.1, and then parts of 8.2, 8.5 and 8.6.
  • 03.Mar: Results from the first computer assignment.
  • 03.Mar: The second computer assignment is available. Deadline Friday April 24. You should have done the weekly exercises (up to week 11) before starting on the computer assignment!
  • 11.Mar:
    • Some info about week 12: 16-20/3. Due to a scientific meeting in Warwick, UK(http://www2.warwick.ac.uk/fac/sci/maths/research/events/2008_2009/symposium/wks3/) there will be no lectures and no exercise supervision. Questions concerning exam-exercise no 2 can to some degree be answered via email.
    • Tuesday 24/3: No lectures, but exercise supervision, 12-16, in Nullrommet.
    • Friday 27/3 - Friday 17/4: No activity (well, you can read on your own, work with exam-exercise no 2, or even visit Japan…)
    • First lecture in April: 21/4.
  • Mar 13: Reading guide for chapter 12: 12.1, 12.3.3 (and ch.2.8 for generalized inverse), 12.2.2 (definition of estimable function only), 12.7 (all),
  • Mar 25: The reference group is Tonje Lien and Kristoffer Hellton. Here is a summary from out meeting (in random order). 1. Bigger writing on the blackboard, 2. More examples with real datasets to illustrate theory, 3.Two hours with tutorial instead of one, 4. Less skipping of tedious parts of proofs, 4. Take the subject of principal components into the lectures next year
  • Apr 22: This week we have on tuesday discussed ch.12 once again trying to see the structure of the theory. On friday this week, we will do a couple of examples to show how the computations are done. Most likly, we will also start to look at one relevant previous exam in Multivariate Analysis (which is the closed subject to this one).
  • Apr 22: On tuesday 28th april, we will continue with the exam-questions we did not finished on friday, and two things more. We need to decide about the language for the exam (my suggestion is only English exam since we do not have Norwegian expressions for what we're doing; more of that on tuesday), and on the second lecture of tuesday (from 13.15-14.00), we will get a visit from Jo Eidsvik, which will inform us of subjects in statistics for the 4th og 5th year and what ``you'll be and ``what you can do if you chose to specialise in statistics. Those who are not interested, need not to be there of'course.
  • Apr 30: Results from the second computer assignment.
  • May 3: As decided upon on the lecture 28th April, there will be ONLY English exam text. You may of'course answer in Norwegian or English as you like. Further, no aids (no formulua book) are allowed during the exam; only you and a pen…
  • May 26: Time for questions before the exam; HR thursday 12-14, KR: friday 12-14. Both will be in their offices.
2009-05-26, Håvard Rue