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Statistical Modelling and Data Analysis

Overview

  • Credit value: 15 credits at Level 6
  • Module coordinator: To be confirmed
  • Assessment: Coursework (20%) and an exam (80%)

Module description

This module will be beneficial to you if you are interested in developing your understanding of multivariate data analysis and regression modelling.

Indicative module syllabus


Part A: Multivariate Analysis

  • Covariance and Correlation Matrices
  • Principal Components Analysis
  • Procedures based on The Multivariate normal distribution
  • Discriminant Analysis


Part B: Generalized Linear Modelling

  • Use of log-linear models for the analysis of contingency tables in two or more dimensions
  • Modelling Binary Response Data
  • Numerical procedures for parameter estimation

Learning objectives

By the end of this module, you will be able:
  • to provide a basic introduction to the concepts and techniques of multivariate data analysis
  • to extend knowledge in the area of regression modelling from multiple linear regression to generalized linear modelling
  • to provide a working knowledge of how basic multivariate analysis, and some types of generalised linear modelling, can be implemented in a high level statistical package such as S-PLUS and applied to realistic data sets.

Recommended reading

  • N. H. Bingham and John M. Fry, Regression: Linear Models in Statistics, Springer, 2010.
  • Wojtek J.Krzanowski, An Introduction to Statistical Modelling, Arnold, 1998.
  • Wojtek J. Krzanowski, Principles of Multivariate Analysis: A User's Perspective (Revised Edition), Oxford University Press, 2000.