Date |
Subject |
Code |
8-25 |
Likelihood: Philosophical foundations |
R |
8-27 |
Norms, inequalities, and proofs |
|
9-01 |
No class: Labor Day |
|
9-03 |
Convergence, continuity, and measure |
R |
9-08 |
Matrix algebra, vector calculus, and Taylor series |
R |
9-10 |
Multivariate normal |
R |
9-15 |
Stochastic convergence |
R |
9-17 |
(cont’d) |
|
9-22 |
Characteristic functions |
|
9-24 |
Lindeberg-Feller Central Limit Theorem |
R |
9-29 |
Transformations |
R |
10-01 |
Exponential families |
R |
10-06 |
Score and information |
R |
10-08 |
EXAM 1 |
|
10-13 |
(cont’d) |
|
10-15 |
Likelihood: consistency |
|
10-20 |
(cont’d) |
|
10-22 |
Likelihood: asymptotic normality |
|
10-27 |
Likelihood: efficiency |
|
10-29 |
Score, Wald, LRT |
|
11-03 |
(cont’d) |
|
11-05 |
Extended example: Poisson regression |
|
11-10 |
Profile likelihood |
|
11-12 |
Conditional likelihood |
|
11-17 |
Marginal likelihood |
|
11-19 |
EXAM 2 |
|
11-24 |
No class: Thanksgiving break |
|
11-26 |
No class: Thanksgiving break |
|
12-01 |
Penalized likelihood |
|
12-03 |
(cont’d) |
|
12-08 |
Quasi likelihood |
|
12-10 |
Pseudo likelihood |
|