Degree Level Course

Linear Statistical Models

To introduce linear statistical models and their applications in estimation and testing. The course will illustrate concepts with specific examples, data sets and numerical exercises using statistical package R.

Taught by Siva Athreya

Code BSMA3012

Credits 4 Credits

Type Elective

Prerequisites None

12-Week Roadmap

Course Structure & Syllabus

For details of standard term assessment timelines and exam structures, visit our Academics page.

WEEK 1

Review of Estimation, Hypothesis Testing

WEEK 2

Review of working with R-package

WEEK 3

Least square estimation, estimable linear functions

WEEK 4

Normal equations

Reading List

Prescribed Books & References

Plane Answers to Complex Questions The Theory of Linear Models, Springer by R. Christensen.
Linear Statistical Inference by C. R. Rao.

Faculty & Experts

About the Instructors

Siva Athreya

Professor , International Centre for Theoretical Sciences - TIFR and Indian Statistical Institute, Bangalore Centre

Siva Athreya received his Bachelor of Science (Honours) Mathematics from St. Stephen’s College, New Delhi, India in 1991. After obtaining a Master of Statistics from Indian Statistical Institute, Kolkata, India in 1993 he obtained his PhD in Mathematics from the University of Washington, Seattle, U.S.A. in 1998. His research interests include: Stochastic Analysis (Stochastic Partial Differential Equations and Stochastic Differential Equations); Random walks among mobile traps; Random Graphs; Tree-valued Processes; Computational Epidemiology. He currently serves as Editor-in-Chief: Electronic Communications in Probability.

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