Linear Statistical Models

This is the webpage for the Linear Models course (B. Stat. (hons) III, 2019).

Class notes

I shall be updating the class notes during the course.

Introduction
Different types of linear models
Intuitive understanding of $r(X)$
Estimation under model assumptions
Testing under model assumptions
ANOVA
Multiple comparisions
Diagnostics
Generalised least squares
Mixed linear models [page 1 | page 2| page 3]

Course assessment

Midesem 50 makrs, Sem 50 marks. There are two projects (considered parts of the midsem and sem exams). Each carry 10 marks (plus some bonus). See the details here.

The class notes constitute the main reference material. The main textbook is Linear models with R by Julian J. Faraway. It is written in a non-mathematical way with due emphasis on the statistical applications.

A more mathematical exposition (not recommended for this course) is available in the following two books:

Linear Models_ An Integrated Approach by Sreenivasa Rao Jammalamadaka, Debasis Sengupta
Plane answers to Complex Questions by Ronald Christensen

A rather fat book (about 1400 pages) that presents everything in great details is

Applied Linear Statistical Models by Kutner, Nachtsheim, Neter and Li.

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Table of contents

Linear Statistical Models

Class notes

Course assessment

Reference

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