STT 867: Linear Model Methodology

Semester: 2025 Fall.
Textbook: Linear Model Methodology, by Andre I. Khuri.
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STT 867 is the prelim qualifier course on Linear Models for PhD students in statistics. Topics covered include:

• Least squares, Gauss-Markov Theorem and extensions.
• Simultaneous confidence intervals.
• Less-than-full-rank linear models.
• Distributional properties of quadratic forms.
• Model selection and prediction.
• Shrinkage methods.