STSCI 7170 - Theory of Linear Models

Fall. 3 credits.

Prerequisites: BTRY 4090 , BTRY 6020 , or equivalents.

D. Matteson.

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.