MA3012 · BS elective · 4 credits

Linear Statistical Models

The theory of linear regression — assumptions, diagnostics, inference and extensions.

Instructor Prof. Siva Athreya (International Centre for Theoretical Sciences - TIFR Term As offered Prereq MA1004

§ 1Calendar

  • Quiz 1—
  • Quiz 2—
  • End-term examination—

§ 2Previous Year Questions

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§ 3Resources

MA3012 · BS elective · 4 credits

Syllabus

The official course syllabus, transcribed from the IITM BS Data Science & Applications course booklet.

§ 1Course Description

To introduce linear statistical models and their applications in estimation and testing. The course will illustrate concepts with specific examples, data sets and numerical exercises using statistical package R.

Lectures-Tutorials-Practicals-Credits: 4-0-0-4

§ 2Faculty

§ 3Week-by-week

Week 1: Basic statistics; Introduction to R; Data visualization using ggplot2 and geoms.

Week 2: Introduction to linear models; Residual analysis; Working with datasets in R.

Week 3: Fundamentals of linear models; Parameter estimation problem; Theory of linear regression.

Week 4: Classification of linear models; Least squares estimation; Normal equations; Matrix fundamentals.

Week 5: Estimation of regression coefficients; Hypothesis testing and confidence intervals; Model evaluation (RSE, R²); Implementation in R.

Week 6: Gauss-Markov theorem; BLUE (best linear unbiased estimator); Variance analysis; Normality assumptions.

Week 7: Applications of Gauss-Markov theorem; Multiple regression visualization; Real data analysis and simulations in R.

Week 8: Hypothesis testing in regression; Testing linear hypotheses; ANOVA concepts; Least squares theory extensions.

Week 9: One-way and two-way classification models; ANOVA testing; Model evaluation in general cases.

Week 10: Statistical testing in R; t-tests for simple and multiple regression; One-way ANOVA implementation.

Week 11: Random effects models; One-way and two-way random effects; Mixed effects models; ANOVA using R.

Week 12: Fixed vs random effects models; Implementation in R; Model comparison and interpretation.