Date | Description | Resources | References |
---|---|---|---|
2015-09-02 | Course Introduction |
[Syllabus] [Lecture 01] |
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2015-09-04 | Simple linear models: MLEs and Gauss-Markov |
[Lecture 02] [script02.R] [Galton Pea Data] |
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2015-09-09 | Simple linear models: hypothesis tests |
[Lecture 03] [script03.R] [Galton Heights Data] |
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2015-09-14 | Multivariate linear models: Normal Equations |
[Lecture 04] [script04.R] |
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2015-09-16 | Geometric Properties of OLS |
[Lecture 05] |
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2015-09-16 | Problem Set #1 Due |
[Problem Set #1] [Solution to problem #3] [indicators.csv] [glakes.csv] [playbill.csv] |
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2015-09-21 | Finite-Sample Properties of OLS |
[Lecture 06] |
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2015-09-23 | Hypothesis Testing under Normality |
[Lecture 07] [script07.R] |
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2015-09-28 | Measuring Airline On-time Performance |
[Lecture 08] [2007.csv.bz2] [airline2007_clean.Rds] [airports.csv] [carriers.csv] [plane-data.csv] [clean_asa_data.R] [script08a.R] [script08b.R] |
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2015-09-30 | Prediction and Leverage with ASA Flight Data |
[Lecture 09] [script09.R] |
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2015-09-30 | Problem Set #2 Due |
[Problem Set #2] [Selected solutions] [Latour.txt] |
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2015-10-05 | Factor Contrasts and Hierarchical Linear Models |
[Lecture 10] [script10.R] |
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2015-10-07 | Weighted Least Squares and Review |
[Lecture 11] [script11.R] |
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2015-10-07 | Problem Set #3 Due |
[Problem Set #3] [R Solution Code] [airline2007_pset03.Rds] [clean_script.R] |
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2015-10-12 | Midterm #1 |
[Midterm Questions] [Answers and Grading] |
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2015-10-14 | Logistic Regression |
[Lecture 12] [script12.R] |
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2015-10-26 | Guest Lecture: Jay Emerson |
|
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2015-10-28 | Solving Least Squares |
[Lecture 13] [script13.R] |
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2015-10-28 | Problem Set #4 Due |
[Problem Set #4] [R Solution Code] [airline2007_pset04.Rds] |
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2015-11-02 | Singular Value Decomposition |
[Lecture 14] [script14.R] |
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2015-11-04 | Ridge Regression and PCR |
[Lecture 15] [script15.R] |
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2015-11-09 | Solving GLMs via IRWLS |
[Lecture 16] [script16.R] |
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2015-11-11 | Intro to Lasso Regression |
[Lecture 17] [script17.R] |
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2015-11-11 | Problem Set #5 Due |
[Problem Set #5] [R Solution Code] [columbiaImages.zip] [photoMetaData.csv] |
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2015-11-16 | Applications to Image Classification |
[Lecture 18] [script18.R] |
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2015-11-18 | Tuning Ridge and Lasso Regression |
[Lecture 19] [script19.R] |
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2015-11-18 | Problem Set #6 Due |
[Problem Set #6] [questions] |
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2015-11-30 | Theory of the Lasso I |
[Lecture 20] [script20.R] |
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2015-12-02 | Theory of the Lasso II |
[Lecture 21] [script21.R] |
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2015-12-07 | Midterm #2 |
[Midterm Questions] [lset.Rds] Set of lemmas [metaData.Rds] Metadata: responses and training flag [mmLemma.Rds] Data Matrix [metaDataAll.Rds] Metadata, with solutions to test set [lemma_gender.mp4] visualization of the lasso solution [lemma_age.mp4] visualization of the lasso solution |
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2015-12-07 | The Generalized Lasso |
[Lecture 22] [trendfilter_linear.mp4] [trendfilter_quadratic.mp4] |
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2015-12-09 | ADMM and Course Review |
[Lecture 23] |
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2015-12-16 | Problem Set #7 Due |
[Problem Set #7] [pset07_X.Rds] [pset07_y.Rds] |