The University of New Mexico

Theory of Linear Models

STAT 546 (3)

Theory of the Linear Models discussed in 440/540 and 445/545. Linear spaces, matrices, projections, multivariate normal distribution and theory of quadratic forms. Non-full rank models and estimability. Gauss-Markov theorem. Distribution theory for normality assumptions. Hypothesis testing and confidence regions.

Prerequisite: 553, 545, linear algebra.

{Alternate Falls}


Prerequisites / Corequisites

Statistical Inference with Applications - STAT 553 / 453


Analysis of Variance and Experimental Design - STAT 545 / 445


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