关键信息
关于内容
Welcome to the Advanced Linear Models for Data Science Class 2: Statistical Linear Models. This class is an introduction to least squares from a linear algebraic and mathematical perspective. Before beginning the class make sure that you have the following: - A basic understanding of linear algebra and multivariate calculus. - A basic understanding of statistics and regression models. - At least a little familiarity with proof based mathematics. - Basic knowledge of the R programming language. After taking this course, students will have a firm foundation in a linear algebraic treatment of regression modeling. This will greatly augment applied data scientists' general understanding of regression models.
课程大纲
- 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.
教师
Brian Caffo, PhD
Professor, Biostatistics
Bloomberg School of Public Health
内容设计师
平台
Coursera是一家数字公司，提供由位于加利福尼亚州山景城的计算机教师Andrew Ng和达芙妮科勒斯坦福大学创建的大型开放式在线课程。
Coursera与顶尖大学和组织合作，在线提供一些课程，并提供许多科目的课程，包括：物理，工程，人文，医学，生物学，社会科学，数学，商业，计算机科学，数字营销，数据科学 和其他科目。
