ST3452: Applied Linear Statistical Methods
Hilary Term 2016
Lecturer: Rozenn Dahyot
Timetable
 Tuesday 13pm (Room 1.07 Lloyd Building)
 Thursday 45pm (Room 1.07 Lloyd Building)
Forewords
ST3452 is a 5 ECTS module which corresponds to about 100+ hours of study time (including the 30+ hours of lectures organised on campus). For your independent personal work in ST3452, you are asked to learn to use the software R. Other sources of information are available to help you (e.g. online ressources such as webpages, videos, MOOCs, and books in TCD libraries). Be creative and independent to build up your skills!
R Software
Playing with data is an important part of Statistics modules. Help is given on this webpage for using R.
Lecturenotes
It is advised to come to class and take notes: only short notes will be given online.
Exam/Assessment
 Exam (100%)
References
There are a lot of books on Generalised Linear Models in the Library that are relevant to the course. Below the first book is given as an example reference. It is available in the library.
 An Introduction to Generalized Linear Models, A. J. Dobson & A. G. Barnett, 3rd edition
 Biostatistical Design and Analysis Using R  A Practical Guide, M. Logan, 2010 (Chp 17)
 Generalized Linear Models for Insurance Data, P. de Jong and G. Z. Heller, 2008
 In All Likelihood: Statistical Modelling and Inference Using Likelihood, Y. Pawitan, 2001
 Generalized Linear Models with Applications in Engineering and Sciences, R. Myers et al., 2010
Weekly timeline
 Introduction to GLM, 19/01/2016
 Likelihood and GLM, 21/01/2016

Binomial distribution: logistic regression, 26/01/2016
 Exercise with Binomial distribution
 Data: Beetle Mortality and some R code
 Pascal triangle
 Reading: chapter on logistic regression (chp 7, 3rd Edition of Dobson book)
 Bernouilli distribution, 28/01/2016

Poisson distribution, 02/02/2016
 Exercise with Poisson distribution
 Data: Beetle Mortality and some R code
 Example Car Insurance claim R Code and data for Poisson regression.
 Relation between Poisson and Binomial distribution.

Saturated model and on using prior information, 04/02/2016
 Reading: chapter on Bayesian Analysis (chp 12, 3rd Edition of Dobson book)

Deviance and its sampling distribution 09/02/2016
 Chi Square table or using R: function qchisq()
 Chi square distribution, 11/02/2016
 Explanatory variables, 16/02/2016
 No lecture, 18/02/2016

Survival Analysis, 23/02/2016
 Example R code
 Reading: chapter on Survival analysis (Dobson book)
 primitive function (antiderivative)
 Survival Analysis, 25/02/2016
 Reading week
 Multinomial distribution and Nominal logistic regression, 08/03/2016
 Odd Ratios, 10/03/2016
 Nominal logistic regression: Exercise. 15/03/2016
 Bank Holiday, 17/03/2016
 Inference: Newton Raphson and Scoring method, 22/03/2016
 Exercises, 24/03/2016

Conclusion and Exam revisions, 29/03/2016
 Parametric Statistical Modeling by Minimum Integrated Square Error (D. Scott): alternative to parameter estimation with L2E instead of likelihood function  Linear regression (section 6).
 some short notes for the course.
 Exam revisions, 31/03/2016
 Student's questions (Room 128 Lloyd building), 05/04/2016
 No lecture, 07/04/2016