BTRY 7170 - [Theory of Linear Models]

Fall. 3 credits. S-U or letter grade option.

Prerequisites: BTRY 4090, BTRY 6020, or equivalents. Next offered 2012–2013.

Staff.

Properties of the multivariate normal distribution. Distribution theory for quadratic forms. Properties of least squares and maximum likelihood estimates. Methods for fixed-effect models of less than full rank. Analysis of balanced and unbalanced mixed-effects models. Restricted maximum likelihood estimation. Some use of software packages and illustrative examples.