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 R
10-20 (cont’d)
10-22 Likelihood: asymptotic normality R
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