Week 3: OLS in Matrix Form and Probability Theory
Schedule of the Week
Date |
Time |
Item |
Place |
Material |
|---|---|---|---|---|
| Mon, Feb 28 | 16:00–17:30 | Office hours (Oliver) | Zoom | |
| Tue, Mar 01 | 13:30–14:30 | Office hours (Thomas) | Zoom | |
| 15:30–17:00 | Office hours (Viktoriia) | Zoom | ||
| 23:59 | Homework 1 due | Github | ||
| Wed, Mar 02 | 8:30–10:00 | Lecture | A5,6 B244 | |
| 10:00 | Homework 2 is assigned | Github | ||
| Thu, Mar 03 | 10:15–11:45 | Lab (Oliver) | A5,6 B317 | |
| 15:30–17:00 | Lab (Viktoriia) | Zoom |
Study Notes
We will wrap-up our discussion of the linear model in matrix form and do some applications with probability distributions to get more familiarity with them. The core reading will be chapter 1 and 3 from King (1989). Furthermore, a nice overview about probability theory and particular probability distributions (which was also covered last semester) is provided by Moore and Segal (2013).
Note for further reading I also provide John Fox’s appendix in its entirety. If you want to read more about linear algebra take a look at his treatment in Appendix B. It includes nice examples and graphs that provide some more intuition. Also check out sections D.1–D.5 if you prefer additional reading on probability distributions.