Description:
| Aims: Introduce the principles of building and analysing linear models, introduce the principles of statistical modelling.
Learning Outcomes: After taking this unit, students should be able to:
* Carry out analyses using linear Gaussian models, including regression and ANOVA.
* Manipulate joint, marginal and conditional distributions.
* Represent normal linear models in vector and matrix form.
Skills: Numeracy T/F A
Problem Solving T/F A
Computing Skills T/F A
Written and Spoken Communication F (in tutorials).
Content: Regression: Estimation of model parameters, tests and confidence intervals, prediction intervals, polynomial and multiple regression. One-way analysis of variance (ANOVA): One-way classification model. Main effects and interaction, parameter estimation, F- and t-tests. Use of residuals to check model assumptions: probability plots, identification and treatment of outliers.
Multivariate distributions: expectation and variance-covariance matrix of a random vector; statement of properties of the bivariate and multivariate normal distribution. The general linear model: Vector and matrix notation. examples of the design matrix for regression and ANOVA, least squares estimation, internally and externally studentised residuals.
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