Lectures

Stat 151A: Linear Models

Lectures marked with a \(*\) are still in progress.

These lecture notes are meant to supplement the reading indicated in the course schedule.

Introduction

• Course philosophy
• Sample means
• Linear algebra review

Unit 1: Multlinear regression

• Simple linear regression
• Multilinear regression
• Paths to least squares
• Transforming the regressors
  • One-hot encodings
  • Interacting continuous regressors
  • Supplement: Linear transformations
• Transforming the response variable

Unit 2: Inference for linear regression

• Confidence intervals (review)
• Modeling of OLS
• OLS under normality
  • Supplement: The multivariate normal
  • Supplement: The distribution of the residual variance estimator
• OLS under non-normality
  • Supplement: Asymptotics under misspecification
• Variable selection and F-tests