ILRST 7170 - Theory of Linear Models

(crosslisted) ORIE 7170, STSCI 7170

Fall. 3 credits. Letter grades only.

Prerequisite: BTRY 4090, 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.