MATH2697: Statistical Modelling II

• None

• Data Science and Statistical Computing (MATH2687) OR Statistical Inference (MATH2711)

• None

• To provide a working knowledge of the theory, computation and practice of the linear model.

• Linear models: Least squares estimation, properties, inference (hypothesis tests and CIs), prediction.
• Analysis of variance, full and partial F-tests.
• Model selection.
• Diagnostics.
• Transformation methods.

Subject-specific Knowledge:

• By the end of the module students will:
• be able to formulate a given problem in terms of the linear model and use the acquired skills to solve it;
• have developed a set of skills to assess the suitability of a given linear model, and to compare it with competing models;
• have a systematic and coherent understanding of the theory and mathematics underlying the statistical methods studied;
• be able to relate the conceptual framework to practical implementations of the methods;
• have acquired a coherent body of knowledge on regression methodology, based on which extensions of the linear model such as generalized models or nonparametric regression can be learnt and understood.

Subject-specific Skills:

• Students will have basic mathematical skills in the following areas: modelling, computation.

Key Skills:

• Students will have basic skills in the following: synthesis of data, critical and analytical thinking, computer skills.

• Lectures demonstrate what is required to be learned and the application of the theory to practical examples.
• Problem classes show how to solve example problems in an ideal way, revealing also the thought processes behind such solutions.
• Computer practicals consolidate the studied material, explore theoretical ideas in practice, enhance practical understanding, and develop practical data analysis skills.
• Tutorials provide active problem-solving engagement and immediate feedback to the learning process.
• Assignments for self-study develop problem-solving skills and enable students to test and develop their knowledge and understanding.
• Formative assessments provide feedback to guide students in the correct development of their knowledge and skills in preparation for the summative assessment.
• The end-of-year examination assesses the knowledge acquired and the ability to solve predictable and unpredictable problems.

Regular written or electronic assignments to be assessed and returned. Other assignments are set for self-study and complete solutions are made available to students.

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