DEPARTMENT OF STATIS TICS
COLLEGE OF ARTS & SCIENCES
330.972.6886 (TELEPHONE)
Course Description
3470:655
Prerequisite:
equivalent.
Linear Models
3 credits
3450:312 Linear Algebra or 3470:651 Probability and Statistics or
Course Description: General linear model in matrix notation, general linear
hypothesis, regression models, experimental design models, analysis of variance and
covariance, variance components.
Course Topics:
Review of Linear Algebra Concepts
Brief Review of Statistical Concepts in the Multivariable Context
PDF’s, CDF’s, Mgf’s, Confidence Intervals, Hypothesis Testing
Multidimensional Normal Distribution
Z ~ N(0,1), Z ~ N(0,I), P-variate Normal
Marginal Distributions, Conditional Distributions
Regression, Correlation
Distribution of Quadratic Forms
Non-Central Chi Square, t, F distributions
Independence of Linear and Quadratic Forms
Expected Values
The General Linear Model
Hypothesis Testing
Confidence Intervals
Assumptions
The Less Than Full Rank Model
Hypothesis Testing, Confidence Intervals
Analysis of Variance, Analysis of Covariance
Fall 2014