Date |
Subject |
8-23 |
Likelihood: Philosophical foundations |
R |
8-25 |
Norms, convergence, and continuity |
R |
8-30 |
Vector calculus |
|
9-01 |
O notation, Taylor series |
|
9-06 |
No class: Labor Day |
|
9-08 |
Multivariate normal |
R |
9-13 |
Types of convergence |
R |
9-15 |
(cont’d) |
|
9-20 |
Characteristic functions |
|
9-22 |
Lindeberg-Feller Central Limit Theorem |
R |
9-27 |
Transformations |
R |
9-29 |
Exponential families |
R |
10-04 |
Score and information |
R |
10-06 |
EXAM 1 |
|
10-11 |
(cont’d) |
|
10-13 |
Likelihood: consistency |
R |
10-18 |
Likelihood: asymptotic normality |
R |
10-20 |
Likelihood: efficiency |
|
10-25 |
Score, Wald, LRT |
|
10-27 |
(cont’d) |
|
11-01 |
Extended example: Poisson regression |
R |
11-03 |
Profile likelihood |
R |
11-08 |
Conditional likelihood |
|
11-10 |
EXAM 2 |
|
11-15 |
Conditional likelihood (cont’d) |
|
11-17 |
Marginal likelihood |
R |
11-22 |
No class: Thanksgiving break |
|
11-24 |
No class: Thanksgiving break |
|
11-29 |
(cont’d) |
|
12-01 |
Pseudo likelihood |
R |
12-06 |
Penalized likelihood |
R |
12-08 |
Quasi likelihood |
R |