This course is discontinued

# STK4170-f09: lectures

This file will contain a summary of the parts of the syllabus that
have been covered so far, and the plan for the next week.

#### Next week

Thursday 11-26:

Chapter 6 on Linear Regression

• 6.1: Introduction
• 6.2: Least Squares Regression
• 6.3: Multipple Linear Regression

Thursday 11-19:

Chapter 5 on confidence intervals:

• 5.7: Empirical Comparison of Bootstrap Methods

Chapter 6 on Linear Regression

• 6.1: Introduction
• 6.2: Least Squares Regression

#### Previous weeks

Thursday 08-20: Section 2.1-2.3 from chapter 2 on basic bootstrap.

The R-code is here.

Thursday 08-27: There were no lectures.

Thursday 09-03: Section 2.3-2.4 from chapter 2 in Davison and
Hinkley (DH) on basic bootstrap: nonparametric simulation and simple confidence
intervals.

Thursday 09-10: Section 2.5 from chapter 2 in
Davison and Hinkley (DH) on basic
bootstrap: reducing errors.

Thursday 09-17: Section 2.6-2.7 from chapter 2 in
Davison and Hinkley (DH) on basic
bootstrap: statistical issues and
nonparametric approximations for variance and bias.

Thursday 09-24: More of section 2.7 from chapter 2 in
Davison and Hinkley (DH) on nonparametric approximations for variance and bias.

Thursday 10-01: Rest of section 2.7 from chapter 2 in
Davison and Hinkley (DH) on nonparametric approximations for variance and bias and sections 3.1-3.2 on several samples.

Thursday 10-08: Section 3.3 on semiparametric models. Also main idea, but not details, of section 3.4 on smooth estimates of F.
Section 3.9 on bootstrapping the bootstrap.

Thursday 10-15: Rest of 3.9 bootstrapping the bootstrap,
section 3.9.2. Then chapter 4 on test: 4.1: Introduction.

Thursday 10-22:4.4: Nonparametric bootstrap tests, pp.161-165 (including example 4.15).

Thursday 10-29:

• 4.4 Section 4.4.1 on Studentized bootstrap method,
• 4.5: Adjusted P-values, until choice of M.

Thursday 11-05:

Chapter 5 on confidence intervals:

• 5.1: Introduction,
• 5.2: Basic methods, not Likelihood ratio mehods p. 196-197
• 5.3: 5.2.3 Basic Percentile method

Thursday 11-12:

Chapter 5 on confidence intervals:

• 5.3: Percentile methods, until Parametric case ... p.206-211.
• 5.6: Double bootstrap methods, until example 5.13 p. 226
Published Aug. 16, 2009 4:10 PM - Last modified Nov. 24, 2009 10:56 AM