A rigorous examination of the general linear model using vector space theory. Includes: generalized inverses; orthogonal projections; quadratic forms; Gauss-Markov theorem and its generalizations; BLUE estimators; Non-full rank models; estimability considerations. Weekly hours: 3 Lecture hours and 1 Practicum/Lab hoursPrerequisite(s): MATH 164 (formerly MATH 264) or MATH 266, STAT 342, and STAT 344 or 345.
A rigorous examination of the general linear model using vector space theory. Includes: generalized inverses; orthogonal projections; quadratic forms; Gauss-Markov theorem and its generalizations; BLUE estimators; Non-full rank models; estimability considerations. Weekly hours: 3 Lecture hours and 1 Practicum/Lab hoursPrerequisite(s): MATH 164 (formerly MATH 264) or MATH 266, STAT 342, and STAT 344 or 345.