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

3. year autumn

Study materials

1. Bapat, R. V., Linear Algbra and Linear Models, 2nd ed. Springer 2000.
2. Stapleton, J. H., Linear Statistical Models. Wiley 1995.
3. Isotalo, J., Puntanen, S., Styan, G. P. H., Matrix Tricks for Linear Statistical Models: Our Personal Top Sixteen. A363/MTF, Tampereen yliopisto 2005.
4. Seber, G. A. F., Lee, A. J., Linear Regression Analysis. Wiley 2003.
5. Isotalo, J., Puntanen, S., Styan, G. P. H., Formulas Useful for Linear Regression Analysis and Related Matrix Theory. A350/MTF, Tampereen yliopisto 2005.
6. Liski, E., Puntanen, S., Lineaaristen mallien teoriaa. Tampere 1986.
7. Puntanen, S., Regressioanalyysi I-II. B48-49/MTF, Tampereen yliopisto 1999.
8. Christensen, R., Plane Answers to Complex Questions: The Theory of Linear Models, 3rd ed. Springer 2002.
9. Rao, C. R., Linear Statistical Inference and its Applications. Wiley 1973.
10. Searle, S. R., Linear Models. Wiley 1971.
11. Gross, J., Linear Regression. Springer 2003.
12. Sengupta, S. R., Jammalamadaka, D., Linear Models: An Integrated Approach. World Scientific 2003.
13. Rao, C. R., Toutenburg, H., Shalabh, Heumann, C., Linear Models and Generalizations: Least Squares and Alternatives. Springer 2007.
14. Christensen, R., Advanced Linear Modeling, 2nd ed. Springer 2001.
15. Seber, G. A. F., A Matrix Handbook for Statisticians. Wiley 2007.
16. Rencher, A. C., Schaalje, G. B., Linear Models in Statistics, 2nd Edition. Wiley 2008.

Belongs to following study modules