Linear Models and Inference

Catalog description

Introduction to linear models and linear inference from the coordinate-free viewpoint. Topics: identifiability and estimability, key properties of and results for finite-dimensional vector spaces, linear transformations, self-adjoint transformations, spectral theorem, properties and geometry of orthogonal projectors, Cochran's theorem, estimation and inference for normal models, distributional properties of quadratic forms, minimum variance linear unbiased estimation, Gauss-Markov theorem and estimation, calculus of differentials, analysis of variance and covariance. Prerequisite: Biostatistics 906. Instructor consent required.