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.