À propos de ce cours : Welcome to the Advanced Linear Models for Data Science Class 1: Least Squares. This class is an introduction to least squares from a linear algebraic and mathematical perspective. Before beginning the class make sure that you have the following: - A basic understanding of linear algebra and multivariate calculus. - A basic understanding of statistics and regression models. - At least a little familiarity with proof based mathematics. - Basic knowledge of the R programming language. After taking this course, students will have a firm foundation in a linear algebraic treatment of regression modeling. This will greatly augment applied data scientists' general understanding of regression models.
Les destinataires de ce cours : This class is for students who already have had a class in regression modeling and are familiar with the area who would like to see a more advanced treatment of the topic.
Créé par : Johns Hopkins University
Enseigné par : Brian Caffo, PhD, Professor, Biostatistics
Bloomberg School of Public Health
| Niveau | Avancées |
| Engagement | 6 weeks of study, 1-2 hours/week |
| Langue | English |
| Comment réussir | Réussissez tous les devoirs notés pour terminer le cours. |
| Notes des utilisateurs |
Programme de cours
SEMAINE 1
Background
We cover some basic matrix algebra results that we will need throughout the class. This includes some basic vector derivatives. In addition, we cover some some basic uses of matrices to create summary statistics from data. This includes calculating and subtracting means from observations (centering) as well as calculating the variance.
7 vidéos, 4 lectures
- Reading: Welcome to the class
- Reading: Course textbook
- Reading: Grading
- Reading: In this module
- Vidéo: Matrix derivatives
- Vidéo: Coding example
- Vidéo: Centering by matrix multiplication
- Vidéo: Coding example
- Vidéo: Variance via matrix multiplication
- Vidéo: Coding example
Noté: Background Quiz
SEMAINE 2
One and two parameter regression
In this module, we cover the basics of regression through the origin and linear regression. Regression through the origin is an interesting case, as one can build up all of multivariate regression with it.
6 vidéos, 2 lectures
- Reading: Before you begin
- Vidéo: Centering first
- Vidéo: Coding example
- Reading: Before you begin
- Vidéo: Connection with linear regression
- Vidéo: Coding example
- Vidéo: Fitted values and residuals
Noté: One Parameter Regression Quiz
SEMAINE 3
Linear regression
In this lecture, we focus on linear regression, the most standard technique for investigating unconfounded linear relationships.
8 vidéos, 2 lectures
- Reading: Before you begin
- Vidéo: Coding example
- Vidéo: Prediction
- Vidéo: Coding example
- Vidéo: Residuals
- Vidéo: Coding example
- Reading: Generalizations
- Vidéo: Generalizations
- Vidéo: Generalizations example
Noté: Linear Regression Quiz
SEMAINE 4
General least squares
We now move on to general least squares where an arbitrary full rank design matrix is fit to a vector outcome.
6 vidéos, 1 lecture
- Reading: Before you begin
- Vidéo: Coding example
- Vidéo: Second derivation of least squares
- Vidéo: Projections
- Vidéo: Third derivation of least squares
- Vidéo: Coding example
Noté: General Least Squares Quiz
SEMAINE 5
Least squares examples
Here we give some canonical examples of linear models to relate them to techniques that you may already be using.
4 vidéos
- Vidéo: Group effects
- Vidéo: Change of parameterization
- Vidéo: ANCOVA
Noté: Least Squares Examples Quiz
SEMAINE 6
Bases and residuals
Here we give a very useful kind of linear model, that is decomposing a signal into a basis expansion.
6 vidéos
- Vidéo: Bases 2, Fourier
- Vidéo: Bases 3, SVDs
- Vidéo: Bases, coding example
- Vidéo: Introduction to residuals
- Vidéo: Partitioning variability
Noté: Bases Quiz
Noté: Residuals Quiz
FAQ
Comment cela fonctionne
Trabajo del curso
Cada curso es como un libro de texto interactivo, con videos pregrabados, cuestionarios y proyectos.
Ayuda de tus compañeros
Conéctate con miles de estudiantes y debate ideas y materiales del curso, y obtén ayuda para dominar los conceptos.
Certificados
Obtén reconocimiento oficial por tu trabajo y comparte tu éxito con amigos, compañeros y empleadores.
Créateurs
Johns Hopkins University
The mission of The Johns Hopkins University is to educate its students and cultivate their capacity for life-long learning, to foster independent and original research, and to bring the benefits of discovery to the world.
Notation et examens
Very thorough and rigorous. A great review for me.
Great, detailed walk-through of least squares. Linear Algebra is a must for this course. To follow the last part requires knowledge of matrix (eigen?)decomposition, which derailed me somewhat.
Great Course
Coursera propose un accès universel à la meilleure formation au monde,
en partenariat avec des universités et des organisations du plus haut niveau, pour proposer des cours en ligne.
© 2018 Coursera Inc. Tous droits réservés.
CL
Very good