Media Summary: Special cases of the F-test: ANOVA, One-way classification, etc. Gauss-Markov theorem Generalized Least-Squares (GLS) The ensemble view --- abstract meaning of confidence intervals (CI), p-values, hypothesis testing (HT), etc. Concrete construction ...
Stats 100c Linear Models Spring 2026 Lecture 12 - Detailed Analysis & Overview
Special cases of the F-test: ANOVA, One-way classification, etc. Gauss-Markov theorem Generalized Least-Squares (GLS) The ensemble view --- abstract meaning of confidence intervals (CI), p-values, hypothesis testing (HT), etc. Concrete construction ... Parametric confidence intervals and prediction intervals Teaser for conformal prediction. Split conformal prediction in depth Proof that it gives correct (marginal) coverage Difference between marginal and conditional ... Gram matrix, rank(X^T X) = rank(X) beta hat is independent of e Distribution of the quadratic forms from projections.
