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Published June 15, 2021 4:00 PM

will take place on Friday the 18th of June in room 819 in Niels Henrik Abels hus, Blindern.

11:00 - candidate 15707

11:45 - candidate 15702

12:30 - candidate 15801

Published May 26, 2021 10:16 AM

Last lecture! Starting at 12:15: https://uio.zoom.us/j/67956259097

Published May 19, 2021 11:28 AM

Starting at 12:15: https://uio.zoom.us/j/61138367951

Published May 12, 2021 11:51 AM

Starting at 12:15: https://uio.zoom.us/j/66682661253

Published May 5, 2021 11:05 AM

Starting at 12:15: https://uio.zoom.us/j/66374645614

Published Apr. 29, 2021 5:03 PM

On Tue Apr 27, we were first treated to an excellent separate lecture by Lars Olsen, on the Cunen-Hjort Econometrics 2020 paper, CDs for FIC scores. Then Nils went through (most of) Exam 2013 Exercise 3, and Celine did Nils Collection #22. 

For Wed May 5: 

* Do the rest of Exam 2013 Exercise 3, with calculations for \tau_0 and \omega for the focus parameter \mu = \mu(\theta,\gamma) = F^{-1}(p_0,\theta,\gamma). 

* Do Exam 2009, Exercises 1 and 2. 

* C4 (in the Additional exercises note).

* We'll otherwise start rounding off Ch 7. 

More information and details in the Hjelpetr?d. 

Published Apr. 27, 2021 8:37 AM
Published Apr. 22, 2021 10:04 PM
  • Remember that the lecture is on Tuesday!
  • Nils exercise 21;
  • Exercise 3 from the exam project 2013.
  • I promised you an exercise about the corrected confidence intervals from Ch. 7. I have not finished it yet! But I will hopefully post it tomorrow and then we can go through it in two weeks time.
Published Apr. 21, 2021 9:09 AM

starting at 12:15: https://uio.zoom.us/j/69586021645 

Published Apr. 20, 2021 6:37 PM

The exam project will be posted on Friday the 4th of June and needs to be handed in before Tuesday the 15th of June at 13:00. Then, you will be invited to a short oral examination (approximately 30 minutes). These examinations will take place on either Thursday the 17th or Friday the 18th of June. Please notify us if you have any preferences for the scheduling of the oral examination.

Published Apr. 20, 2021 6:34 PM

Lecture 15 will be moved from Wednesday the 28th to Tuesday the 27th of April. We will start at 12:15 as usual. PhD candidate Lars Olsen will give us a 45 minute lecture, as part of the course, on the paper "Confidence Distributions for FIC Scores" (Cunen & Hjort, 2020). The paper covers themes that could be relevant for the exam. After the talk we will go through some exercises. 

Published Apr. 20, 2021 6:06 PM

As agreed upon in the Hjelpetr?d C, here are exercises for Wed April 21:

  • Do the Polish girls, perhaps using my code, but with rootFIC scores for models 1, 2, 3, 4, analysed via four curves, as a function of age x_0 = seq(11.0,18.0,by=1/12) or similar. Play a bit with the code and see what you can learn. Do also the AFIC with x_0 = seq(11.0,13.0,by=1/12), and one or two or three importance functions v(u) of your own choice.
  • Do the Polish girls, perhaps modifying the Nils code, where we go from models 1 (narrow), 2, 3, 4 (wide) to models 1 (narrow), 2, 3, 4, 5 (wide). How does this change things?
  • Speedskating 2000, ..., 2019: first, check what happens if we carefully push out ?dne S?ndr?l for 2000 (since, as we all recall, he fell on the 10k, not because of this, per se).
    • Try one or two more models, perhaps \xi_i = a + b w_i + c w_i^2, \sigma_0 = ...
Published Apr. 14, 2021 11:32 AM

Starting at 12:15: https://uio.zoom.us/j/62999916669

Published Apr. 8, 2021 4:23 PM

1. On Wed Apr 7, Nils rounded off Ch 6, with pointers to Ch 7. Celine will lecture from Ch 7 next week. Celine did several exercises. Both Nils and Celine have uploaded pdfs.

2. On Wed Apr 28, our PhD candidate Lars Olsen will give us a 45 minute lecture, as part of the course, on the Cunen Hjort 2020 paper "Confidence Distributions for FIC Scores" (https://www.mn.uio.no/math/english/research/projects/focustat/publications_2/cunen_hjort_econometrics_final.pdf).

3. Exercises for Wed Apr 14: rest of Exam 2015, Ex 1; Nils Collection 19, Polish girls; Exam 2019, Ex 2.

4. Exam project dates: from t_0 = Friday June 4 to t_1 = Tuesday June 15.

Published Apr. 7, 2021 9:53 AM

Starting at 12:15: https://uio.zoom.us/j/64637292057

Published Mar. 26, 2021 9:58 AM
  • On Wed Mar 24, Nils lectured from Ch 6 (more on the FIC and AFIC). See slides (Nils, Lecture 11).
  • Céline went through the C3, Ex 2 from Exam project 2015 and Ex 2 abcd from Exam project 2011.

  • Exercises for next time: 

    • Exam Project 2011 Ex 2 abcdf (again, but now also point f)

    • Exam Project 2015 Ex 2 - extra question: use FIC, for the four models, for estimating \mu = F^{-1}(0.25). Apply similar FIC code to each of the deciles F^{-1}(0.10), ..., F^{-1}(0.90), and comment on what you find. Finally apply AFIC, with these nine deciles, with two different  choices for the importance function,  (i) v(q) = 1, (ii) v(q) = q. 

    • Exam Project 2015 Ex 1.

Published Mar. 24, 2021 8:39 AM

Starting at 12:15: https://uio.zoom.us/j/66041082239

Published Mar. 18, 2021 6:32 PM
  • On Wed Mar 17, Céline lectured from Ch 6 (more on the FIC and how we will use it). See handwritten notes (Céline, Lecture 10).

  • Nils went through the Nils Exercises 7 and 10. See R code and pdf (Nils, Lecture 10).

  • Exercises for next time: 

    • C3 (see the pdf called Additional exercises)

    • Exam Project 2015 Ex 2

    • Exam Project 2011 Ex 2 abcd

Published Mar. 18, 2021 9:50 AM

I've uploaded R scripts com16a (three models for the n = 799 nerve data), com17b (tolerance regions for Expo(b), inside f(y,a,b,c) model), and also Nils Lecture 10, from 17/iii/21.

Published Mar. 16, 2021 10:15 AM

UiO is closed so we will have tomorrow's (17th of March) lecture on Zoom. Here's the link: https://uio.zoom.us/j/68926218799. We will start at 13:05. Because we are watching this interesting talk first.

Published Mar. 15, 2021 2:10 PM

I've uploaded 3 R-scripts for the exercises from Week 8. Sorry for the delay!

Published Mar. 10, 2021 10:14 PM

New design & layout for all UiO webpages, including these, for courses -- hrmph, not particularly elegant, strange decision for the spacing between paragraphs, and you need to look N, E, S, W in order to find exercises, lecture notes from Celine and Nils, etc. 

** 1. Our proposal for Exam dates, to be decided upon next week, are: (i) Exam Project, from Fri June 4 to Mon June 14, followed by oral examination (25 min per candidate), on Thu June 17 or Fri June 18.

** 2. On Wed Mar 10, Celine lectured, from the last parts of Ch 5 and the first sections of Ch 6. We have nearly seen the FIC. We even taught "physically", in Auditorium 4.

** 3. Nils went through the Extra exercise with the Beta(a,b) envelope around the normal, finding an enormous Q, which means very big tolerance regions. 

** 4. Exercises for next week: Nils Collection, Exercises 7 and 10. 

** 5. Celine will upload notes du jour, and Nils ...

Published Mar. 10, 2021 10:14 PM

New design & layout for all UiO webpages, including these, for courses -- hrmph, not particularly elegant, strange decision for the spacing between paragraphs, and you need to look N, E, S, W in order to find exercises, lecture notes from Celine and Nils, etc. 

** 1. Our proposal for Exam dates, to be decided upon next week, are: (i) Exam Project, from Fri June 4 to Mon June 14, followed by oral examination (25 min per candidate), on Thu June 17 or Fri June 18.

** 2. On Wed Mar 10, Celine lectured, from the last parts of Ch 5 and the first sections of Ch 6. We have nearly seen the FIC. We even taught "physically", in Auditorium 4.

** 3. Nils went through the Extra exercise with the Beta(a,b) envelope around the normal, finding an enormous Q, which means very big tolerance regions. 

** 4. Exercises for next week: Nils Collection, Exercises 7 and 10. 

** 5. Celine will upload notes du jour, and Nils ...

Published Mar. 3, 2021 11:18 PM

** 1. On Mar 3, Nils went through most of the 2nd half of Ch 5, and Celine went through three exercises. We've placed "Nils, Lecture 8" and three Celine notes on the website.

** 2. We hope and plan to teach and meet "physically" from Wed Mar 10, in Auditorium 4; check also hjelpetr?d B, hjelpetr?d C.

** 3. Soon we'll give you the Exam Project time window, [t_0, t_1], inside June 2021, along with more exam practicalities.

** 4. Exercises for Wed 10: to be given here, in the course of Thu Mar 4. Look at any rate at Nils Collection Exercises 7 and 10 (the data used in both exercises may be found on the website in the "Data" folder).

Published Mar. 3, 2021 9:27 AM

Starting at 12:15: https://uio.zoom.us/j/63934531767 (next week we plan to have physical teaching at Blindern).