This file will contain a summary of the parts of the syllabus that
have been covered so far, and the plan for the next lectures.
Next lectures
Friday 25. November
- Chapter 8, pages 385-398.
Friday 2. December
- Summary - What have we learned?
Previous lectures
Tuesday 23. August: Pages 11-13.
Friday 26. August: Pages 13-27.
Tuesday 30. August: Pages 28-31.
Friday 2. September: Pages 31-37, but the most theoretical part of pages 34-37 were skipped.
Friday 9. September:
* Pages 37-43, but only some main ideas, all theory will be skipped.
* Pages 45-48, with emphasis on practical use of the nonparametric delta method.
* Pages 70-76, for pages 75-76 the emphasis is again om practical use of the delta method.
Friday 16. September:
Pages 77-78, 79-81 (only main ideas), pages 103-107.
In addition: The variance of a bias adjusted estimator.
Friday 16. September: Pages 107-113.
Friday 30. September:
Chapter 4.1, 4.4 (only 161-165 including Example 4.15 and 171-173 including example 4.20).
Friday 7. October and Friday 14,. October:
No lectures!
Friday 21. October:
Finish chapter 4.4. Chapter 4.5. The first part of Chapter 5.2 on CI's (chapter 5.1 was skipped).
Friday 28. October:
Chapter 5.2 (but not material on pages 196-198 on Likelihood ratio methods, and not the combination of transformation and studentization)
Chapter 5.3: The introduction, 5.3.1 and
the following parts of 5.3.2: Page 203 and Eq. 5.21, Eq. 5.22, Eq. 5.27, Eq. 5.28 and text around these equations.
Friday 4. November:
Chapter 6.1 and 6.2, but not Chapter 6.2.2, which was replaced by short discussion on random vs. fixed explanatory variables.
Friday 11. November:
Last part of Chapter 6.2, Introduction of 6.3, 6.3.1.
Friday 18. November:
Note that the lectures did not follow the book closely, see the copies of the lecture notes.
- Chapter 6.4: page 290, first half of page 291, cross-validation pages 292-294.
- Chapter 5.6 (but only until page 226 Example 5.13).