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Advanced Linear Models for Data Science 2: Statistical Linear Models
Course
en
English
4 h
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- Self-paced
- Free Access
- Fee-based Certificate
- 4 Sequences
- Advanced Level
Course details
Syllabus
- Week 1 - Introduction and expected values
In this module, we cover the basics of the course as well as the prerequisites. We then cover the basics of expected values for multivariate vectors. We conclude with the moment properties of the ordinary least squares estimates. - Week 2 - The multivariate normal distribution
In this module, we build up the multivariate and singular normal distribution by starting with iid normals. - Week 3 - Distributional results
In this module, we build the basic distributional results that we see in multivariable regression. - Week 4 - Residuals
In this module we will revisit residuals and consider their distributional results. We also consider the so-called PRESS residuals and show how they can be calculated without re-fitting the model.
Prerequisite
None.
Instructors
Brian Caffo, PhD
Professor, Biostatistics
Bloomberg School of Public Health
Editor
Johns Hopkins University (JHU) is a private American university located in Baltimore, Maryland. It also has campuses in Washington, D.C. Bologna, Italy, Singapore and Nanjing, China. It owes its name to Johns Hopkins, a wealthy entrepreneur who bequeathed 7 million dollars to the university on his death.
One of the most prestigious universities in the United States (especially for its faculties of medicine and public health, as well as its school of international affairs), the institution defines itself as the country's leading "research university". At the beginning of its history, it was mainly inspired by the University of Heidelberg and the German educational model of Wilhelm von Humboldt. In 2019, 39 Nobel Prize winners have their names associated with the university.
Platform
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