4.7
25 ratings
2 reviews

#### 100% online

Start instantly and learn at your own schedule.

#### Approx. 10 hours to complete

Suggested: 6 weeks of study, 1-2 hours/week...

#### English

Subtitles: English

#### 100% online

Start instantly and learn at your own schedule.

#### Approx. 10 hours to complete

Suggested: 6 weeks of study, 1-2 hours/week...

#### English

Subtitles: English

### Syllabus - What you will learn from this course

Week
1
2 hours to complete

## Introduction and expected values

In this module, we cover the basics of the course as well as the prerequisites. We then cover the basics of expected values for multivariate vectors. We conclude with the moment properties of the ordinary least squares estimates. ...
7 videos (Total 38 min), 3 readings, 1 quiz
7 videos
Multivariate expected values, the basics4m
Expected values, matrix operations2m
Multivariate variances and covariances5m
Multivariate covariance and variance matrix operations5m
Expected value properties of least squares estimates13m
Welcome to the class10m
Course textbook10m
Introduction to expected values10m
1 practice exercise
Expected Values30m
Week
2
1 hour to complete

## The multivariate normal distribution

In this module, we build up the multivariate and singular normal distribution by starting with iid normals....
4 videos (Total 31 min), 2 readings, 1 quiz
4 videos
The singular normal distribution7m
Normal likelihoods5m
Normal conditional distributions8m
Introduction to the multivariate normal10m
A note on the last quiz question.10m
1 practice exercise
the multivariate normal20m
Week
3
1 hour to complete

## Distributional results

In this module, we build the basic distributional results that we see in multivariable regression....
8 videos (Total 60 min), 1 reading, 1 quiz
8 videos
Confidence intervals for regression coefficients6m
F distribution4m
Coding example7m
Prediction intervals11m
Coding example5m
Confidence ellipsoids7m
Coding example6m
Distributional results10m
1 practice exercise
Distributional results20m
Week
4
1 hour to complete

## Residuals

In this module we will revisit residuals and consider their distributional results. We also consider the so-called PRESS residuals and show how they can be calculated without re-fitting the model....
4 videos (Total 32 min), 2 readings, 1 quiz
4 videos
Code demonstration3m
Leave one out residuals8m
Press residuals14m
Residuals10m
Thanks for taking the course10m
1 practice exercise
Residuals14m
4.7
2 Reviews

### Top Reviews

By MLJan 31st 2017

Good course on applied linear statistical modeling.

## Instructor

### Brian Caffo, PhD

Professor, Biostatistics
Bloomberg School of Public Health