STAT 5503: Statistical Methods III
Credits: 3. Contact Hours: Lecture 3.
Prereq: STAT 5502 and (STAT 5543 or STAT 5147)
Nonlinear regression; generalized least squares; asymptotic inference. Generalized linear models; exponential dispersion families; maximum likelihood and inference. Designing Monte Carlo studies; bootstrap; cross-validation. Fundamentals of Bayesian analysis; data models, priors and posteriors; posterior prediction; credible intervals; Bayes Factors; types of priors; simulation of posteriors; introduction to hierarchical models and Markov Chain Monte Carlo methods.
(Typically Offered: Fall)