Assignment 6 due Thursday, Dec 9. Notes on estimating equations with a working variance function and the sandwich variance estimator, presented in class on Dec 2. Monday and Wednesday, 2-4 pm in 412 Thomas. Additional topics not in Agresti will be added as time permits, such as latent class models and random-effects models for longitudinal and clustered data. Data examples will be used when they help to illustrate theoretical principles.
Many people learn how to drive a car without knowing how the car works.
This course should give you a basic understanding of how the car works, so that you can diagnose problems and perform basic repairs. Stat 544 is intended for graduate students in statistics. Measure-theoretic probability will not be used. Students may occasionally be required to write their own code, e.g. to implement a simple Newton-Raphson algorithm, to perform a simulation, or to plot the contours of a loglikelihood function. A reasonable amount of collaboration on homework assignments is allowed, but each student must turn in written answers that reflect his or her own understanding of the material.