Date |
Subject |
8-24 |
Likelihood: Philosophical foundations |
R |
8-26 |
Analysis review |
|
8-31 |
Analysis review |
R |
9-02 |
Multivariate normal |
R |
9-07 |
No class: Labor Day |
|
9-09 |
Exponential families |
R |
9-14 |
Types of convergence |
R |
9-16 |
Types of convergence (continued) |
|
9-21 |
Characteristic functions |
|
9-23 |
Lindeberg-Feller Central Limit Theorem |
R |
9-28 |
Transformations |
R |
9-30 |
Score and information |
R |
10-05 |
Likelihood: consistency |
R |
10-07 |
EXAM 1 |
|
10-12 |
Likelihood: asymptotic normality |
R |
10-14 |
(cont’d) |
|
10-19 |
(cont’d) |
|
10-21 |
Likelihood: efficiency |
|
10-26 |
Score, Wald, LRT |
|
10-28 |
Score, Wald, LRT |
|
11-02 |
Extended example: Poisson regression |
R |
11-04 |
Profile likelihood |
R |
11-09 |
Conditional likelihood |
|
11-11 |
EXAM 2 |
|
11-16 |
Conditional likelihood (cont’d) |
|
11-18 |
Marginal likelihood |
|
11-23 |
No class: Thanksgiving break |
|
11-25 |
No class: Thanksgiving break |
|
11-30 |
Pseudo likelihood |
R |
12-02 |
Penalized likelihood |
R |
12-07 |
(cont’d) |
|
12-09 |
Quasi likelihood |
R |