LINEAR MODELS
SPRING
2005
Instructor: 
GuanHua Huang, Ph.D. 

Office: 423 

Phone: 035131334 

Email: ghuang@stat.nctu.edu.tw 
Class meetings: 
Wednesday 9:00 am 12:00 pm at 406 Joint Education Hall 
Office hours: 
By appointment 
Class website: 
http://www.stat.nctu.edu.tw/subhtml/source/teachers/ghuang/course/linearmodels05/ 
Credit: 
Three (3) credits 
The objects of his course are
Ÿ
To present a rigorous introduction
to general linear model.
Ÿ
To emphasize general linear
models associated with design of experiments.
Topics include review of linear algebra and matrices,
random
vectors, multivariate normal distribution, generalized least squares,
hypothesis
testing, oneway ANOVA, nested models, higher order designs.
Handouts corresponding to each lecture will be
available on the class website before each class. There is no required textbook for this course. The Following book is recommended for
further reading:
Franklin
A. Graybill (2000). Theory and Application of the Linear Model.
Duxbury
Press.
Students are expected to have
background on undergraduate probability, mathematical statistics, and linear
regression.
The course grade will be based on four homework assignments (40%), one midterm exam (25%), and one final exam (35%).
COURSE OUTLINE
Module 
Topic 

1 
Introduction 
Chapter
1, 2 
2 
Review
of linear algebra and matrices 
Chapter 1, 2 
3 
Random
vectors 
Chapter 2 
4 
The
multivariate normal distribution and distributions of quadratic forms 
Chapter 3, 4 
5 
Least
squares estimation 
Chapter 5 
6 
Properties
of least squares estimates 
Chapter 5 
7 
Design
matrices of less than full rank 
Chapter 5 
8 
Orthogonal
structure in the design matrix 
Chapter
6.16.2 
9 
Generalized
least squares 
Chapter
13.113.3 
10 
Estimable
functions 
Chapter
13.113.3 
11 
Hypothesis
testing 
Chapter
6.36.11 
12 
Simultaneous
confidence intervals 
Chapter
8.18.5, 9.19.5 
13 
Effects
of departures from assumptions 
No reading 
14 
Residuals
and influence 
No reading 
15 
Introduction
to design and analysis of experiments 
Chapter
13.113.2 
16 
Oneway
analysis of variance 
Chapter
13, 15.115.2 
17 
Nested
and higher order designs 
Chapter
13, 15.115.2 
18 
Some
more miscellaneous ANOVA topics 
Chapter
14, 15 