Prerequisites: 16:960:593 and a course in vector spaces and matrices.
Least-squares methods of testing and estimation in multiple regression;
geometric interpretation of least-squares; Gauss-Markov
theory. Confidence, prediction and tolerance intervals in regression.
Orthogonal polynomials; harmonic regression. Weighted
least-squares. Analysis of variance; simultaneous inference procedures
(multiple comparisons).
Course Syllabus:
Homework Assignments: