Linear models and statistical geometry

Interpret regression as projection, then analyze uncertainty, design, diagnostics, and extensions for dependent data.

10 published lessons1 module269 min of guided study
  1. 01
    Linear models and statistical geometrycore · 10 lessons

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Linear models and statistical geometry

Interpret regression as projection, then analyze uncertainty, design, diagnostics, and extensions for dependent data.

  1. 01

    Least squares as orthogonal projection

    Derive fitted values from a projection and separate deterministic geometry from statistical assumptions.

    24 min
  2. 02

    Estimability and rank-deficient designs

    Identify the parameter combinations a design can actually distinguish, including overparameterized group models.

    25 min
  3. 03

    The Gauss–Markov theorem and efficiency

    Prove the covariance comparison behind BLUE and identify exactly which competing estimators it covers.

    27 min
  4. 04

    Gaussian regression and exact inference

    Use independent orthogonal Gaussian components to derive exact coefficient t statistics and distinguish mean from future-response uncertainty.

    27 min
  5. 05

    Contrasts, ANOVA, and nested models

    Compare nested mean spaces using extra sums of squares and interpret group contrasts without treating significance as an effect size.

    27 min
  6. 06

    Leverage, influence, and residual diagnostics

    Distinguish unusual predictor geometry, unusual responses, and sensitivity to deleting an observation.

    27 min
  7. 07

    Generalized least squares

    Whiten a known error covariance and understand what changes when weights must be estimated from the same data.

    27 min
  8. 08

    Ridge regression and bias–variance tradeoffs

    Analyze shrinkage in singular-vector coordinates and assess bias, variance, scaling, and validation separately.

    28 min
  9. 09

    Generalized linear models and link functions

    Connect response distributions, linear predictors, and mean links without confusing a transformed mean with a transformed observation.

    29 min
  10. 10

    Experimental design and optimal information

    Choose informative predictor settings for a stated model, while preserving randomization, replication, and checks against misspecification.

    28 min
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