Advanced Linear Models for Data Science 2: Statistical Linear Models
link 来源:www.coursera.org
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assignment 等级:高级
chat_bubble_outline 语言:英语
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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.

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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.
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教师

Brian Caffo, PhD
Professor, Biostatistics
Bloomberg School of Public Health

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内容设计师

Johns Hopkins University
The mission of The Johns Hopkins University is to educate its students and cultivate their capacity for life-long learning, to foster independent and original research, and to bring the benefits of discovery to the world.
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平台

Coursera

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。

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