Lectures STK4070-s09

This file will contain a summary of the parts of the syllabus that
have been covered so far, and the plan for the next week.

During the first couple of weeks multipple linear
regression will be revied, and some important points
emphasized. Then models also containing
random effects will be discussed. The last part of the
course will be om longitudinal models, covering the
syllabus in Fitzmaurice et. al.

Previous weeks

Tueday 01-13: Overview of simple and multiple linear regression.
The material is summarized here:handout-1.

Tueday 01-20: More on multiple linear regression, in particular
F-tests.

Formulas for inversion of matrices:handout-2.

Tuesday 01-27: Continues with basics on multiple regression,
goodness-of-fit, diagnostics and leverage.

Start of variance for fixed effects. The material is summarized here:handout-3.

Tuesday 02-03: Fixed and random effects, components of
variance. The material is summarized here:handout-4.

Tuesday 02-10: More on models with random effects.
Predicting random effects.

Tuesday 02-17: Matrix formulation
for models with random effects.
Longitudinal studies: Basic problems, notation
and distributional assumptions, chapter 1-3 (except 3.6)
in FLW.

Tuesday 02-24: Generalized least squares and maximum likelihood estimation, chapter 4 in FLW.

Tuesday 03-3: Inference in longitudinal studies, REML.
Rest of chapter 4 in FLW, except missing data. Chapter 5 on response profiles, sections 5.1-3.

Tuesday 03-10: Rest of chapter 5 on response profiles,
except sections 5.6-7 and details on SAS programs.
Missing data section 4-3.

Tuesday 03-17: Chapter 6 on parametric modelling of the mean,
chapter 7 on modelling the covariance: sections 7.1-4.

Tuesday 03-24: Rest of chapter 7 on modelling the covariance, except material on fitting models using SAS.
Chapter 8 on linear mixed effects models, sections 8.1-8.3.

Tuesday 03-31: Chapter 8 on linear mixed
effects models, sections 8.4-8.8.

Tuesday 04-14: Chapter 8, section 8.8 on
case studies. Chapter 9, sections 9.1-3,on residual analysis
and diagnostics.

Tuesday 04-21: Rest of chapter 9 on residual analysis
and diagnostics and a short review of
Chapter 10 on generalized linear models.

Tuesday 04-28 (which was the last lectures of STK4070-s09):
Chapter 12 on
generalized linear mixed effects models.

Published Dec. 11, 2008 4:43 PM - Last modified Apr. 28, 2009 4:00 PM