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Course Handouts
- Syllabus: PDF
- Course Survey: PDF
- Mean and variance estimation: PDF
- Singular Value Decomposition: PDF
- Ridge regression: PDF
- Selection of regularization parameters: PDF, Matlab code regparameter.m,
gravity.dat,
integral.dat;
- An example of principal component analysis: PDF
- Linear discriminant analysis of Fisher's iris data: PDF1, PDF2
Computational examples
- Template from R introduction session: RecitationOnR.R,
test.R,; example data
forbes.dat
- R reference chart (from rpad.org) :
PDF
- Empirical distribution of least
squares estimates: PDF
- Linear regression example: PDF
- Introduction to multiple linear regression: PDF
- Understanding multiple linear regression:
PDF
- Comparison of nested models:
PDF
- Stepwise regression:
PDF
- Selection criteria code for problem set #3:
R,
Matlab
- TSVD code for problem set #5:
R,
Matlab
- Matlab code for ridge regression and GCV:
ridge.m,
gcv.m,
gcvfctn.m
- Bootstrap: Introductory examples
PDF
- Bootstrap: Correlation coefficients
PDF
Datasets
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