Date |
Subject |
8-21 |
Likelihood: Philosophical foundations |
R |
8-23 |
Norms, convergence, and continuity |
R |
8-28 |
Vector calculus |
R |
8-30 |
O notation, Taylor series, matrix algebra |
R |
9-04 |
No class: Labor Day |
|
9-06 |
Multivariate normal |
R |
9-11 |
Stochastic convergence |
R |
9-13 |
(cont’d) |
|
9-18 |
Characteristic functions |
|
9-20 |
Lindeberg-Feller Central Limit Theorem |
R |
9-25 |
Transformations |
R |
9-27 |
Exponential families |
R |
10-02 |
Score and information |
R |
10-04 |
EXAM 1 |
|
10-09 |
(cont’d) |
|
10-11 |
Likelihood: consistency |
R |
10-16 |
(cont’d) |
|
10-18 |
Likelihood: asymptotic normality |
R |
10-23 |
Likelihood: efficiency |
|
10-25 |
Score, Wald, LRT |
|
10-30 |
(cont’d) |
|
11-01 |
Extended example: Poisson regression |
R |
11-06 |
Profile likelihood |
R |
11-08 |
Conditional likelihood |
|
11-13 |
Marginal likelihood |
R |
11-15 |
EXAM 2 |
|
11-20 |
No class: Thanksgiving break |
|
11-22 |
No class: Thanksgiving break |
|
11-27 |
Pseudo likelihood |
R |
11-29 |
(cont’d) |
|
12-04 |
Penalized likelihood |
R |
12-06 |
Quasi likelihood |
R |