Statistical Modelling and Inference - 2021 entry
| MODULE TITLE | Statistical Modelling and Inference | CREDIT VALUE | 30 |
|---|---|---|---|
| MODULE CODE | MTH2006 | MODULE CONVENER | Prof David B. Stephenson (Coordinator) |
| DURATION: TERM | 1 | 2 | 3 |
|---|---|---|---|
| DURATION: WEEKS | 11 | 11 | 0 |
| Number of Students Taking Module (anticipated) | 128 |
|---|
Statistical modelling lies at the heart of modern data analysis, helping us to describe and predict the real world. Statistical inference is the way that we use data and other information to learn about and apply statistical models. In this module, you will learn the theory underpinning modern statistical methods such as fitting normal linear models, evaluating how well they fit the data and taking inferences from it. You will apply the theory using statistical software such as R to analyse and draw conclusions from a range of real-world data sets. Topics covered in the module range from estimators, confidence intervals, design of experiments and hypothesis testing to statistical modelling, regression, inference and comparison of models. Skills developed in the module are taken further in modules such as MTH3012 Advanced Statistical Modelling.
Prerequisite module: MTH1004 or equivalent.
This module aims to develop understanding and competence in statistical modelling by introducing you to the Normal linear model from a modern perspective. It will provide you with the ability to formulate and apply these models in a range of practical settings, to carry out associated inference appreciating how this relates to the general likelihood inferential framework, and to perform appropriate model selection and model checking procedures. Use will be made of a suitable statistical computer language for practical work.
On successful completion of this module, you should be able to:
Module Specific Skills and Knowledge:
1 demonstrate knowledge and understanding of inferential procedures, including point estimation, interval estimation and hypothesis testing;
2 apply these inferential procedures to draw correct inferences from data;
3 derive properties of basic inferential procedures;
4 formulate simple and multiple regression models and analyse their properties, including polynomial regression and models which involve categorical explanatory variables (i.e. factors) and understand how the latter relate to classical analysis of variance techniques;
5 demonstrate an awareness of the range of practical situations where it is, and is not, appropriate to employ Normal linear models;
6 demonstrate understanding of the theory and practice of estimation and inference for the Normal linear model and be able to apply this to fit models and carry out model selection and checking procedures in a range of practical situations;
7 carry out data analysis using multiple regression and related models in conjunction with a suitable computer language.
Discipline Specific Skills and Knowledge:
8 demonstrate understanding and appreciation of the mathematical modelling of stochastic phenomena and its usefulness;
9 demonstrate sufficient knowledge of fundamental ideas central to modern model-based statistics which are necessary to be able to progress to, and succeed in, further studies in statistical inference, statistical modelling of data and of stochastic modelling more generally.
Personal and Key Transferable/ Employment Skills and Knowledge:
10 demonstrate general data analysis skills and communicate associated reasoning and interpretations effectively in writing;
11 use relevant computer software competently;
12 demonstrate appropriate use of learning resources;
13 demonstrate self management and time management skills.
- -The likelihood function
- -Maximum likelihood estimates
- -Numerical optimization in R
- -Properties of estimators
- -Properties of maximum likelihood estimators
- -Likelihood ratio test
- -Model specification
- -Parameter estimation and inference
- -Model evaluation and selection
- -ANOVA models
- -Further topics: Gauss-Markov theorem, collinearity, variance stabilisation
- -Out-of-sample predictive performance
- -Experimental designs
- -Interactions
- -Quantitative explanatory variables
- -Simultaneous inference
- -Robust or resistant statistical methods
- -Sample size
- -Manipulating levels
- -Missing data
- -Kernel density estimation
- -Nonparametric tests
- -Permuation and randomisation tests
| Scheduled Learning & Teaching Activities | 70 | Guided Independent Study | 230 | Placement / Study Abroad | 0 |
|---|
| Category | Hours of study time | Description |
| Scheduled learning and teaching activities | 48 | Lectures including examples classes and guest real-world application lectures |
| Scheduled learning and teaching activities | 11 | Practicals in a computer lab |
| Scheduled learning and teaching activities | 11 | Tutorials |
| Guided independent study | 230 | Private study |
| Form of Assessment | Size of Assessment (e.g. duration/length) | ILOs Assessed | Feedback Method |
|---|---|---|---|
| Example sheets | 5 x 10 hours | 1-10 | Oral feedback in weekly tutorial classes |
| Coursework | 30 | Written Exams | 70 | Practical Exams | 0 |
|---|
| Form of Assessment | % of Credit | Size of Assessment (e.g. duration/length) | ILOs Assessed | Feedback Method |
|---|---|---|---|---|
| Written exam – closed book | 70 | 2 hours | 1-10 | Via SRS |
| Coursework 1 | 15 | 3000 words or equivalent | 1-3 | Written feedback on script and oral feedback in office hour |
| Coursework 2 | 15 | 3000 words or equivalent | 4-8 | Written feedback on script and oral feedback in office hour |
| Original Form of Assessment | Form of Re-assessment | ILOs Re-assessed | Time Scale for Re-reassessment |
|---|---|---|---|
| All above | Written exam (100%) | All | August Ref/Def period |
If a module is normally assessed entirely by coursework, all referred/deferred assessments will normally be by assignment.
If a module is normally assessed by examination or examination plus coursework, referred and deferred assessment will normally be by examination. For referrals, only the examination will count, a mark of 40% being awarded if the examination is passed. For deferrals, candidates will be awarded the higher of the deferred examination mark or the deferred examination mark combined with the original coursework mark.
information that you are expected to consult. Further guidance will be provided by the Module Convener
ELE – http://vle.exeter.ac.uk
Reading list for this module:
| Type | Author | Title | Edition | Publisher | Year | ISBN |
|---|---|---|---|---|---|---|
| Set | Krzanowski W.J. | An Introduction to Statistical Modelling | Arnold | 1998 | 000-0-340-69185-9 | |
| Set | Draper N.R. & Smith H. | Applied Regression Analysis | 3rd edition | John Wiley & Sons | 1998 | 9780471170822 |
| Set | Faraway, J.J. | Linear Models with R | Chapman and Hall/CRC (Texts in Statistical Science) | 2004 | 978-1584884255 | |
| Extended | Rice, J A | Mathematical Statistics and Data Analysis | 3rd | Brooks Cole | 2007 | 978-0495118688 |
| CREDIT VALUE | 30 | ECTS VALUE | 15 |
|---|---|---|---|
| PRE-REQUISITE MODULES | MTH1004 |
|---|---|
| CO-REQUISITE MODULES |
| NQF LEVEL (FHEQ) | 5 | AVAILABLE AS DISTANCE LEARNING | No |
|---|---|---|---|
| ORIGIN DATE | Tuesday 10th July 2018 | LAST REVISION DATE | Monday 10th May 2021 |
| KEY WORDS SEARCH | Normal linear model; regression; statistical inference. |
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Please note that all modules are subject to change, please get in touch if you have any questions about this module.


