STAT 613: Blocker 411

Instructor: Suhasini Subba Rao (office: Blocker 432).

Here is the Handout.

2011 Midterm. Here is the midterm and the midterm solutions.

2012 Midterm. Here is the midterm and the midterm solutions.

2016 Midterm. Here is the midterm and the midterm solutions.

Past 2010 Final final exam

Past 2011 Final. Here is the final and the final solutions.

Past 2012 Final. Here is the final and the final solutions.

Past 2016 Final. Here is the final and the final solutions.

FINAL: Monday 8th May, 2017 at 10:30 - 12:30. The usual room.

Please do the course evaluations.

All class notes

Though my office hours are after class, you are most welcome to see me whenever I am in my office.

The likelihood.

Homework: Exercise 1.1-1.4. Due 30th Jan.

Homework: Exercise 1.5, 1.6, 1.9, 1.10 and 1.12. Due 6th Feb (please check new version of notes HWs have changed a little).

Below is a list of topics from Davidson:

  • Section 7.1.1 (Mean Squared Error)
  • Section 7.1.3 (Minimum variance unbiased estimators and the Rao-Blackwell Theorem)
  • Section 4.3 (The information matrix)
  • Section 4.2.2 (Sufficiency)
  • Sections 5.2.1 and 5.2.2 (Exponential family)

    • Maximum likelihood estimation.

    Orders.

    Below is a list of topics from Davison:

  • Section 4.4 (Maximum likelihood estimation)
  • Section 5.2.1 (The notion of steepness is introduced here)
  • Section 5.2.3 (Inference for the exponential family)
  • Section 4.1.1 (Dependent data)
  • Section 4.5.1 (Confidence sets)
  • Section 4.5.3 (chi-square statistics)

    • Homework: 2.2-2.5 (Due Monday 13th Feb).

    Homework: 2.5 and 2.6 (Due Monday 20th Feb).

    Profile Likelihood See the paper by Walker for an example of profiling in application to frequency estimation.

    Homework: Exercises 2.8, 2.9, 2.10. Due Monday 6th March.

    Below is a list of topics from Davison:

  • Section 4.5.3 (Profile Likelihood)
  • Page 138

    • Nonstandard inference.

    Below is a list of topics from Davison:

  • Section 4.6 (Nonstandard Models)

    • A number of students asked about how the log-likelihood ratio test works in the case of testing in mixture models. This is related to the material covered in Chapter and some references are Paper 1 and Paper 2.

    Homework: Exercises 3.1 and 4.1. Due Wednesday 22nd March.

    Midterm: Wednesday 29th March.

    Misspecification and Model Selection

    Below is a list of topics from Davison:

  • Wrong Model (page 151)
  • Section 4.7 (Model Selection)

    • Survival Analysis.

    Below is a list of topics from Davison:

  • Section 5.4 (Survival Data)
    • Homework: Exercises: 6.1-6.4 (Due Monday 17th April)

    The EM-algorithm.

    Below is a list of topics from Davison:

  • Section 5.5.2
    • Homework: Exercises: 7.1-7.3 (Due Monday 24th April)

    Non-likelihood methods.

    Below is a list of topics from Davison:

  • Section 7.2

    • Generalized Linear Models.

    Below is a list of topics from Davison:

  • Section 10.2 (Inference)
  • Section 10.3 (GLM)

    • Count Data.

    Below is a list of topics from Davison:

  • Section 10.4 (Proportion Data)
  • Section 10.5 (Count Data)
  • Section 10.6 (Overdispersion)