Webpage of the Course 551305 T2 2023/24
Welcome to the Course Statistical Models 551305 for the BSc in Mathematics at the University of Hull, academic year 2023/24. This module focusses on both the technical and practical aspects of a range of linear statistical models. We will investigate how and why these models work, what the assumptions behind them are, and how to interpret the results. We will also implement such models using the programming language R.
If you have any questions please feel free to email me
. We will address Homework and Coursework in class. In addition, please do not hesitate to attend office hours
.
All the course information will be posted on this page, as well as on Canvas. The links to the reference material are:
We have two Lectures
and one Tutorial
per week:
This course will be assessed as follows:
Type of Assessment | Percentage of final grade |
---|---|
Coursework Portfolio | 70% |
Homework | 30% |
Rules for Coursework:
Coursework available on Canvas from Week 3
We will discuss coursework exercises in class
Coursework must be submitted on Canvas by 14:00 on Thursday 2nd May 2024
Rules for Homework:
There will be 10 Homework papers, posted weekly on Canvas
Each Homework paper is worth 14 points
How to submit assignments:
Submit PDFs only on Canvas
You have two options:
Important: I will not mark
There are 11 lectures in this module. Links to the slides and lecture titles are below
Week of | Slides | Title |
---|---|---|
29 Jan | Lecture 1 | An introduction to Statistics |
5 Feb | Lecture 2 | Multivariate distributions |
12 Feb | Lecture 3 | Random samples |
19 Feb | Lecture 4 | Hypothesis tests in R – Part 1 |
26 Feb | Lecture 5 | Hypothesis tests in R – Part 2 |
4 Mar | Lecture 6 | Two-sample hypothesis tests |
11 Mar | Lecture 7 | The chi-squared test |
18 Mar | Lecture 8 | The maths of regression |
8 Apr | Lecture 9 | General linear regression |
15 Apr | Lecture 10 | Practical regression |
22 Apr | Lecture 11 | Violation of regression assumptions and ANOVA |
29 Apr | Revision Week | Coursework submission deadline |
Extra | Appendix | More on R |
Lecture | Material |
---|---|
Lecture 4 | One-Sample t-test |
Lecture 5 | Variance ratio test |
Lecture 6 |
Two-Sample t-test | F-test F-test First Principles |
Lecture 7 |
Goodness-of-fit Goodness-of-fit First Principles Monte Carlo pi Monte Carlo p-value Goodness-of-fit Contingency Independence Test |
Lecture 8 |
Least-squares Solution 1 Least-squares Solution 2 |
Lecture 9 |
Multiple regression R2 multiple regression |
Lecture 10 |
Simple regression Longley regression Longley selection Galileo Divorces |
Lecture 11 |
Residual graphs Autocorrelation graphic tests Multicollinearity Stepwise Regression: Longley Stepwise Regression: Divorces Anova models |
Appendix | 2008 Crisis |
Homework papers must be submitted on Canvas by 14:00 on Mondays
Homework # | Due date | Topics |
---|---|---|
1 | 5 Feb | Moment generating function. Poisson distribution. |
2 | 12 Feb | Poisson models for soccer |
3 | 19 Feb | Computing the pdf of Student’s t distribution |
4 | 26 Feb | t-test in R and by hand |
5 | 4 Mar | Cancelled. Replaced by Homework 8 now worth 28 points |
6 | 11 Mar | Chi-squared distribution and variance ratio test |
7 | 18 Mar | Properties of chi-squared and F-distribution |
8 | 8 Apr | Homework 8 is worth 28 points. Two-sample t-test and F-test. Chi-squared tests |
9 | 15 Apr | Simple and general linear regression |
10 | 22 Apr | t-test and F-test for regression |
Slides: Available here
Main References: The slides are self-contained and based on the books
Secondary References: In addition we recommend the following