Statistical Methods, MT2005

An 18-hour module for the M.Sc. in Applied Statistics in Michaelmas Term.

Schedule for the module (PDF)

Background material

All PDF documents.

Notes and references on simulation including details of the S-PLUS PRNG.

Notes and references on robustness

Exegeses on Linear Models by Dr Bill Venables. This is a thought-provoking (and witty) article on some of the issues covered here and (additive models) in Computer-Intensive Statistics. You may want to defer reading it until the end of the course or even later in year.

Formulae for Linear Models

Wald, score and likelihood ratio tests

Lecture material

All PDF documents.

Simple summaries and plots

Multi-dimensional plots

`t tools' and nonparametric tests

Chi-squared and Fisher exact tests

Robustness

Design of investigations (Sir David Cox).

YY Teo's Lectures: Lecture 1 Lecture 2

Logistic and log-linear models

S-PLUS script for Insurance example of Poisson regression.

Exercises

Exercises on lectures 1-4

Exercises on linear models

Exercises on methods for count data

Practical classes

Advice on writing-up practical sessions.

Week 2 practical handout.

Week 3 (Monday) practical handout and script file.

Week 4 practical handout and script file.

Week 6 practical handout, script file and dataset Atomic.sdd.

Week 7 practical handout and data set islands.dat. initial feedback.

Software

S-PLUS additional libraries that are used in the practicals. These are .zip files which should be unpacked in your S-PLUS library directory, perhaps
c:\Program Files\Insightful\splus62\library.

car:
John Fox An R and S-PLUS Companion to Applied Regression.
car-sp6.zip
Sleuth:
Ramsey & Schafer (2002) The Statistical Sleuth (no help on the datasets is provided)
Sleuth.zip

Last edited on 18 November 2005 by Prof Brian Ripley (ripley@stats.ox.ac.uk)