Learning outcomes

The course familiarises students with the theory and critical application of linear models.

Contents

The course covers among other things distributions of quadratic forms, definition of a linear model, parameter estimation, hypothesis testing and multivariate linear models.

Teaching language

Finnish

Evaluation

Numeric 1-5.

Recommended year of study

1. year autumn
1. year spring
2. year autumn
2. year spring

Study materials

1. Bapat, R. V., Linear algebra and linear models, 2nd ed. Springer 2000.
2. Christensen, R., Advanced linear modeling, 2nd ed. Springer 2001.
3. Christensen, R., Plane answers to complex questions: the theory of linear models, 3rd ed. Springer 2002.
4. Gross, J., Linear regression. Springer 2003.
5. Isotalo, J., Puntanen, S., Styan, G. P. H., Formulas useful for linear regression analysis and related matrix theory, 4th ed. A384/MTL, University of Tampere 2008.
6. Izenman, A. J., Modern multivariate statistical techniques: regression, classification, and manifold learning. Springer 2008.
7. Khuri, A. I., Linear model methodology. Chapman & Hall 2009.
8. Puntanen, S., Regressioanalyysi I-II. B48-49/MTF, University of Tampere 1999.
9. Puntanen, S., Styan, G. P. H., Isotalo, J., Matrix tricks for linear statistical models: our personal top twenty. Springer, to be published in autumn 2010.
10. Rao, C. R., Linear statistical inference and its applications. Wiley 1973.
11. Rao, C. R., Toutenburg, H., Shalabh, Heumann, C., Linear models and generalizations: least squares and alternatives. Springer 2007.
12. Rencher, A. C., Schaalje, G. B., Linear models in statistics, 2nd ed. Wiley 2008.
13. Searle, S. R., Linear models. Wiley 1971.
14. Seber, G. A. F., A matrix handbook for statisticians. Wiley 2007.
15. Seber, G. A. F., Lee, A. J., Linear regression analysis. Wiley 2003.
16. Sengupta, S. R., Jammalamadaka, D., Linear models: an integrated approach. World Scientific 2003.
17. Stapleton, J. H., Linear statistical models, 2nd ed. Wiley 2009.

Belongs to following study modules