From 460c6f17ff909de5ab3e6691615d2ae711c6b4d5 Mon Sep 17 00:00:00 2001 From: Patrick Rubin-Delanchy Date: Fri, 31 Jul 2026 19:04:36 +0100 Subject: [PATCH] Add the Linear Model --- content/projects.md | 19 +++++++++++++++++++ 1 file changed, 19 insertions(+) diff --git a/content/projects.md b/content/projects.md index a22f3c6..085f61d 100644 --- a/content/projects.md +++ b/content/projects.md @@ -102,6 +102,25 @@ Debarghya Mukherjee **Roadmap.** [1.13 Core Probabilistic Toolbox](roadmap.html#sec-1-13) +## 5. The Linear Model {#linear-model .project} + +#### Description. + +This project formalises the theory of the linear model, including the t-test. First public release at [lean-statistics/linear-model-lean](https://github.com/lean-statistics/linear-model-lean), building on the Lindeberg CLT at [patrickrd/CLT-lindeberg](https://github.com/patrickrd/CLT-lindeberg). + +#### Milestones. + +- OLS optimality +- CLT for OLS under deterministic design +- HC0–HC3 sandwich-variance consistency +- Asymptotic validity of the (Welch) t-test +- All of the above in the assumption-lean/model-robust framework +- In progress: growing dimension, ANOVA and F-tests, cluster-robust variance, random design + +#### Maintainer. + +Patrick Rubin-Delanchy and Andrew Jones + ## Propose a Project {#propose-a-project .project} If you would like to propose a new project, please contact Rajarshi Mukherjee at [ram521@mail.harvard.edu](mailto:ram521@mail.harvard.edu).