Calendar
Note: future dates on this schedule are approximate and subject to change.
Binary data and logistic regression
- January 9
- Welcome to STA 711, Intro to logistic regression
- Slides
Dunn and Smyth 4.2, 9.1, 9.2, 9.5
- Probability review
- Review
- Homework 1 released
- HW 1
- January 11
- Fitting and interpreting logistic regression models
- Slides
- January 13
- Likelihoods, maximum likelihood estimation
- Slides
Casella and Berger 6.3, 7.2.2
Dunn and Smyth 4.4 - 4.6
Maximum likelihood estimation
Fisher information
- January 23
- Newton’s method for logistic regression
- Slides
- Convex function resources
- Convex function basics
- Matrix calculus resources
- Matrix cookbook, Wikipedia article
Dunn and Smyth 4.8
- January 25
- Fisher information
- Slides
- January 27
- Fisher scoring
- Slides
- Homework 3 released
- HW 3
Dunn and Smyth 6.6, 6.7
Logistic regression diagnostics
- January 30
- Logistic regression assumptions and diagnostics
- Slides
Dunn and Smyth 8.3, 8.6, 8.7, 9.11
- February 1
- Quantile residuals, leverage, and Cook’s distance
- Slides, Class activity
Dunn and Smyth 8.3, 8.4, 8.8
- February 3
- Multicollinearity and variance inflation factors
- Slides, Class activity
- Homework 4 released
- HW 4
Probability inequalities and asymptotics
Asymptotic normality of the MLE
- February 13
- Convergence of random variables
- Slides
Casella and Berger 5.5
- February 15
- Asymptotic normality of the MLE
- Slides
- February 17
- Asymptotic normality of the MLE, Wald tests
- Slides, Class activity
- HW 5 released
- HW 5
Hypothesis testing
- February 20
- Wald tests
- Slides, Class activity
Casella and Berger 10.3.2
- February 22
- Wald tests
- Slides, Class activity
Casella and Berger 10.3.2
- February 24
- Contrasts, hypothesis testing framework
- Slides
- HW 6 released
- HW 6
t tests
- February 27
- Hypothesis testing framework
- Slides
Casella and Berger 8.1, 8.3.1, 8.3.4
- March 1
- t tests
- Slides, Class activity
- March 3
- t tests
- Slides
Spring Break
- March 6
- No class
- March 8
- No class
- March 10
- No class
Likelihood ratio tests
Likelihood ratio tests
- March 20
- Likelihood ratio tests
- Slides
Casella and Berger 10.3.1
Dunn and Smyth 4.10
- March 22
- Wald vs. LRT
- Slides, Class activity
- March 24
- Multiple testing issues
- Slides, Class activity
- HW 8 released
- HW 8
Confidence intervals
Comparing estimators
Comparing estimators
Sufficient statistics
Wrap-up
- April 24
- Exponential families
- Slides
- April 26
- No class