Module Information
Course Delivery
| Delivery Type | Delivery length / details |
|---|---|
| Lecture | 19 Hours. (19 x 1 hour lectures) |
| Seminars / Tutorials | 3 Hours. (3 x 1 hour example classes) |
Assessment
| Assessment Type | Assessment length / details | Proportion |
|---|---|---|
| Semester Exam | 2 Hours (written examination) | 100% |
| Supplementary Exam | 2 Hours (written examination) | 100% |
Learning Outcomes
On completion of this module, a student should be able to:
1. describe the properties of the multivariate Normal distribution;
2. find and identify the distributions of linear and quadratic forms in Normal variates;
3. formulate a given situation as a (matrix) linear model;
4. analyse data from experiments modelled in this way;
5. construct confidence intervals/regions for linear combinations of parameters and for ratios of two parameters;
6. construct prediction intervals for future observations.
7. consider and analyse a design matrix with respect to leverage.
Brief description
The Linear Statistical Model encompasses all elementary statistical techniques such as one and two mean procedures, straight line fitting, etc, and much more besides. This module sets such models in a matrix formulation and shows the neatness and breadth of application of such modelling, at the same time illustrating some illuminating applications of matrices.
Aims
To introduce the scope and breadth of linear matrix modelling.
Content
2. GENERAL LINEAR MODEL OF FULL RANK: Formulation. Least squares and the normal equations. Properties of their solution. Effect of independent homoscedastic errors. The Gauss-Markov Theorem. Consideration of the design matrix The hat matrix and leverage.
3. INFERENCE IN THE FULL RANK CASE: Confidence statements. Confidence regions. Prediction intervals. Confidence limits for ratios. Residuals and deletion statistics. Leverage.
Reading List
Essential ReadingR H Myers & J S Milton (1991) A FIrst Course in the Theory of Linear Statistical Models PWS-Kent Primo search Supplementary Text
F A Graybill (1976) Theory and application of the linear model Duxbury Primo search
Notes
This module is at CQFW Level 6