Informações sobre o curso: 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.
Para quem é direcionado este curso: This class is for students who already have had a class in regression modeling and are familiar with the area who would like to see a more advanced treatment of the topic.
Desenvolvido por: Johns Hopkins University
Ministrado por: Brian Caffo, PhD, Professor, Biostatistics
Bloomberg School of Public Health
| Nível | Avançado |
| Compromisso | 6 weeks of study, 1-2 hours/week |
| Idioma | Inglês |
| Como ser aprovado | Seja aprovado em todas as tarefas para concluir o curso. |
| Classificação do usuário |
Programa
SEMANA 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.
7 videos, 3 leituras
- Reading: Welcome to the class
- Reading: Course textbook
- Reading: Introduction to expected values
- Vídeo: Multivariate expected values, the basics
- Vídeo: Expected values, matrix operations
- Vídeo: Multivariate variances and covariances
- Vídeo: Multivariate covariance and variance matrix operations
- Vídeo: Expected values of quadratic forms
- Vídeo: Expected value properties of least squares estimates
Nota atribuída: Expected Values
SEMANA 2
The multivariate normal distribution
In this module, we build up the multivariate and singular normal distribution by starting with iid normals.
4 videos, 2 leituras
- Reading: Introduction to the multivariate normal
- Vídeo: The singular normal distribution
- Vídeo: Normal likelihoods
- Vídeo: Normal conditional distributions
- Reading: A note on the last quiz question.
Nota atribuída: the multivariate normal
SEMANA 3
Distributional results
In this module, we build the basic distributional results that we see in multivariable regression.
8 videos, 1 leituras
- Reading: Distributional results
- Vídeo: Confidence intervals for regression coefficients
- Vídeo: F distribution
- Vídeo: Coding example
- Vídeo: Prediction intervals
- Vídeo: Coding example
- Vídeo: Confidence ellipsoids
- Vídeo: Coding example
Nota atribuída: Distributional results
SEMANA 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.
4 videos, 2 leituras
- Reading: Residuals
- Vídeo: Code demonstration
- Vídeo: Leave one out residuals
- Vídeo: Press residuals
- Reading: Thanks for taking the course
Nota atribuída: Residuals
Perguntas frequentes
Como funciona
Trabajo del curso
Cada curso es como un libro de texto interactivo, con videos pregrabados, cuestionarios y proyectos.
Ayuda de tus compañeros
Conéctate con miles de estudiantes y debate ideas y materiales del curso, y obtén ayuda para dominar los conceptos.
Certificados
Obtén reconocimiento oficial por tu trabajo y comparte tu éxito con amigos, compañeros y empleadores.
Desenvolvedores
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.
Classificações e avaliações
Good course on applied linear statistical modeling.
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Very good... Thanks