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STAT 443: Linear Statistical Models

Description
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.
Credit units
3
Term description
2(3L-1P)
College
Arts and Science
Department
Mathematics and Statistics
Prerequisite(s):
MATH 266, STAT 342, and STAT 344 or 345.