Week
Topics
Reading
Assignment
Aug 26-30

Introduction to linear models;
Matrix operations: addition, multiplication, direct sum,
kronecker product, hadamard product

Ch. 2; Ch. 7;
Sec. 8.1-8.4

 
Sep 2-6

Matrix operations (cont); linear models in R

Mon: Labor Day - No Class

Wed: Download R and RStudio prior to class
and bring laptops to class.

(cont)
Fri Sep 6: HW1 Due
Sep 9-13
Matrix operations (cont): rank, trace, inverses
Sec. 8.5.1-2,
8.6-8.7
 
Sep 16-20
Matrix operations (cont): generalized inverses
Sec. 8.5.3
Mon Sep 16: HW2 Due

Sep 23-27

Matrix operations (cont): norm, determinant, vec;
eigenvalues, eigenvectors and diagonal form

No class Friday

Sec. 8.9-8.10,
8.11.1;
Sec. 9.1-9.2

Mon Sep 23: Quiz 1

Sep 30 - Oct 4
Optimizing quadratic forms, positive definite;
matrix factorizations
Sec. 9.3-9.5;
Sec. 10.1-10.4
Mon Sep 30: HW3 Due
Fri Oct 2: HW4 Due
Oct 7-11

(cont)

No class Friday - attend the
MT ASA Chapter Meeting!

(cont)

Wed Oct 7: Quiz 2

Oct 14-18
Vector spaces and projection operators
Sec. 11.1-11.10


Oct 21-25
Matrix derivatives;
optimization and Lagrange multipliers
Sec. 12.1-12.2, 12.7;
Sec. 13.1-13.2

Mon Oct 21: HW5 Due

Fri Oct 25: Quiz 3

Oct 28 - Nov 1
Distributions of random vectors and quadratic forms
Sec. 14.1-14.6
Fri Nov 1: HW6 Due
Nov 4-8
(cont)
(cont)
Wed Nov 6: Quiz 4 
Nov 11-15

Estimation in linear models

Mon: Veteran's Day - No Class

Sec. 15.1-15.3, 15.6
Fri Nov 15: HW7 Due
Nov 18-22
Inference in linear models
Sec. 16.1.1, 16.2-16.4

Wed Nov 20: Quiz 5

 

Nov 25-29

(cont)

Wed-Fri: Thanksgiving - No Classes

(cont)
 
Dec 2-6
(cont)
(cont)
Wed Dec 4: HW8 Due
Finals Week
Final Exam: 6:00-7:50pm Thur Dec 12 in 
Wilson 1-133