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September 2026 qualifier: applications close Sun 27 Sep · Week 1 starts Fri 2 Oct
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IIT Madras LSM Lectures: Linear Statistical Models

BSMA301247 lectures12 weeks

Weeks

  1. Week 14 lecturesBasic calculations and introduction to r · Introduction to data and basic visualization techniques · Data visualization using ggplot2 · Data Visualization using ggplot()-geoms
  2. Week 24 lecturesSampling distributions · More on sampling distribution · Introduction to modeling · Technique to find the best fit of linear model
  3. Week 33 lecturesFundamentals of linear models and estimation problem · Theory of linear models · Problem of parameter estimation
  4. Week 44 lecturesDifferent classifications of linear models · Normal equations and existence of least square estimates · Theorem on least square estimates · Fundamentals of matrices
  5. Week 54 lecturesEstimating the coefficients of linear model · Interval estimate and hypothesis testing for coefficients of linear model · Assess the linear model by using rse and r square · Computation of least square estimates in r
  6. Week 64 lecturesIntroduction to blue and gauss-markov theorem · Proof of gauss-markov theorem · Variance of blue and linear zero estimators · Assumption of normality
  7. Week 74 lecturesSignificance of gauss-markov theorem · 3d plot of multiple regression in r · Linear regression with real data in r · Simulation for sample distribution of least square estimators
  8. Week 85 lecturesIntroduction to hypothesis testing · Basic idea to test simple linear regression · Testing of linear hypothesis · Proof of second fundamental theorem of least squares · Introduction to anova table
  9. Week 94 lecturesTesting for one way classification model · Testing of model in general case · Least square estimates of two way classification model · Testing of two way classification model
  10. Week 104 lecturesT-testing for SLM in R · T-testing for multiple linear regression in R · One way anova in R · Anova by using basic code in r
  11. Week 113 lecturesIntro to random effect models · One way random effect model · Two way random effect model & mixed effect model
  12. Week 124 lecturesFixed effect model in r · Random effect model in r · Difference between fixed and random effect model · More Examples on Random Effect model and Fixed Effect Model

LSM previous year papers