STSCI 7170 - Theory of Linear Models

(crosslisted) ILRST 7170, ORIE 7170

Fall. 3 credits. Student option grading.

Prerequisite: BTRY 4090 or MATH 4720, BTRY 6020, or equivalents.

J. Booth.

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.