TMA4267 Linear Statistical Models
TMA4267 Linear Statistical Models
(Spring 2022)
Messages:
07.04.22: Assignment 4 is posted.
06.02.22: Deadlines for deliverig assignments:
Assignment 1: 21.02.22. It has to be sent (by email) to Kwaku Peprah Adjei (kwaku.p.adjei@ntnu.no),
CC to the lecturer.
Assignment 2: 21.03.22. It has to be sent (by email) to Philip Stanley Mostert (philip.s.mostert@ntnu.no),
CC to the lecturer.
Assignment 3: 07.05.22. It has to be sent (by email) to the lecturer.
Assignment 4: 25.04.22. It has to be sent (by email) to Kwaku Peprah Adjei (kwaku.p.adjei@ntnu.no),
CC to the lecturer.
02.02.22: Information about the exam is below, see Exam.
26.01.22: We have to establish a reference group. Request for volunteers to send a message
to the lecturer.
23.01.22: Teaching material for each lecture is below, see Progress.
17.01.22: Starting from week 4, the exercises will be physical.
14.01.22: Lectures are posted on this page, see Progress below.
11.01.22: First lecture is 13.01.2022 (by Zoom).
03.01.22: Exercises start in week 3.
20.12.21: The Zoom lectures will be recorded and posted on the web page of the course.
17.12.21: All, who intend to take the course, please send email to the lecturer.
The education will be digital (using Zoom) at least until January the 24th
(but mostly likely during the entire semester).
In order to send you invitations I need to know your email addresses.
01.12.21: Welcome to the home page of TMA4267 Linear Statistical Models.
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Teaching material
From the book
Applied multivariate statistical analysis, 4th edition (2015) by Härdle and Simar (HS)
From the book
Regression; models, methods and applications (2013) by Fahrmeir, Kneib, Lang and Marx (FKLM)
Note: Design of experiments by Tyssedal (T)
Note: Multiple hypothesis testing by Halle, Bakke and Langaas (HBL)
Statistical software: R
Here are some links concerning R
https://www.r-project.org/about.html
https://www.r-project.org
https://rstudio.com
https://link.springer.com/book/10.1007/978-0-387-79054-1
Lecturer
Nikolai Ushakov
http://www.math.ntnu.no/~ushakov
Teaching assistants
Kwaku Peprah Adjei (kwaku.p.adjei@ntnu.no)
Philip Stanley Mostert (philip.s.mostert@ntnu.no)
Reference group
Daniel Øvstedal Fakhri (danfakhri@gmail.com)
Bjørnar Ørjansen Kaarevik (bjornoka@stud.ntnu.no)
Sander Evensen (sanderev@stud.ntnu.no)
Markus A. Stokkenes (markusas@stud.ntnu.no)
Lectures:
Thursday 16:15-18:00 EL2 or digitally by Zoom
Friday 12:15-14:00 EL2 or digitally by Zoom
Exercises:
Wednesday 16:15-18:00 EL2 or digitally by Zoom
Week 3: Recommended exercise 1.
Solutions.
Week 4: Recommended exercise 2.
Solutions.
Week 5: Recommended exercise 3.
Solutions.
Week 6: Recommended exercise 4.
Solutions.
Week 7: Compulsory assignment 1.
Week 8: Recommended exercise 5.
Solutions.
Week 9: Recommended exercise 6.
Solutions.
Week 11: Compulsory assignment 2.
Week 12: Recommended exercise 7.
Solutions.
Week 13: Recommended exercise 8.
Solutions.
Week 14: Recommended exercise 9-10.
Solutions.
Compulsory assignment 3.
Compulsory assignment 4.
Progress:
Lecture 1 Part 1
Lecture 1 Part 2
HS 4.1, 4.2
Lecture 2 Part 1
Lecture 2 Part 2
HS 4.2 using HS 2.1-2.3
Lecture 3 Part 1
Lecture 3 Part 2
HS 4.2, 4.3, HS 3.3, HS 11.1-11.3
Lecture 4 Part 1
Lecture 4 Part 2
HS 4.2, 4.4, 5.1
Lecture 5 Part 1
Lecture 5 Part 2
HS 4.4, 5.1
Lecture 6 Part 1
Lecture 6 Part 2
HS 4.4, 5.1
Lecture 7 Part 1
Lecture 7 Part 2
HS 3.3, 4.5
Lecture 8 Part 1
Lecture 8 Part 2
HS 4.5, FKLM Appendix B, 3.1
Lecture 9 Part 1
Lecture 9 Part 2
FKLM 3.1, 3.2
Lecture 10 Part 1
Lecture 10 Part 2
FKLM 3.2
Lecture 11 Part 1
Lecture 11 Part 2
FKLM 3.2, 3.3
Lecture 12 Part 1
Lecture 12 Part 2
FKLM 3.3, 3.4, 3.5
Lecture 13 Part 1
Lecture 13 Part 2
FKLM 3.2, 3.3, 3.5
Lecture 14 Part 1
Lecture 14 Part 2
FKLM 3.2, 3.3, 3.5
Lecture 15 Part 1
Lecture 15 Part 2
Lecture 16 Part 1
Lecture 16 Part 2
FKLM 3.1.2, 3.2.3, 3.4
Lecture 17 Part 1
Lecture 17 Part 2
HBL
Lecture 18 Part 1
Lecture 18 Part 2
HBL
Lecture 19 Part 1
Lecture 19 Part 2
HS 8.1.1
Lecture 20 Part 1
Lecture 20 Part 2
HS 8.1.1, T
Lecture 21 Part 1
Lecture 21 Part 2
T
Lecture 22 Part 1
Lecture 22 Part 2
T
Lecture 23 Part 1
Lecture 23 Part 2
Lecture 24 Part 1
Lecture 24 Part 2
Lecture 25 Part 1
Lecture 25 Part 2
Pensum - Syllabus
HS: 2.1-2.5 (pp. 53-68), 3.3 (pp. 89-93), 4.1-4.5 (pp. 118-143), 5.1 (pp.183-188), 8.1.1 (pp. 255-259), 11.1 (pp. 320-324).
FKLM: 3.1 (pp. 73-86), 3.2 (pp. 104-125), 3.3 (pp. 125-139), 3.4 (pp. 139-150), 3.5 (pp. 169, 171-174), B2 (Theorem B.2(8)),
B3 (Theorem B.8).
HBL: 3 (pp. 3-4), 5 (pp. 4-6).
T: pp. 1-7, 9-13, 15-16, 20-21, 24-25.
Exam
The exam consists of the following parts.
1. Obligatory assignment (Assignment 1, see the web page of the course).
Maximum 10 points.
2. Obligatory assignment (Assignment 2, see the web page of the course).
Maximum 20 points.
3. The experimental design project (Assignment 3, see the web page of the course).
Maximum 50 points
4. An additional assignment (Assignment 4. It will be posted a little later).
Maximum 20 points.
Assignments 1, 2, 4 have to be done individually.
The experimental design project can be done alone or in groups of two or
three.
Solution for Assignment 1 has to be sent (by email) to Kwaku Peprah Adjei (kwaku.p.adjei@ntnu.no),
CC to the lecturer.
Solution for Assignment 2 has to be sent (by email) to Philip Stanley Mostert (philip.s.mostert@ntnu.no),
CC to the lecturer.
Solution for Assignment 3 has to be sent (by email) to the lecturer.
Solution for Assignment 4 has to be sent (by email) to Kwaku Peprah Adjei (kwaku.p.adjei@ntnu.no),
CC to the lecturer.
The final grade:
A: 91-100 points
B: 81-90 points
C: 71-80 points
D: 61-70 points
E: 51-60 points
F: 0-50 points
Table of previous exams: