Statistical Models
Lecture Slides
Welcome
These are the Slides of the module Statistical Models 551305 for T2 2023/24 at the University of Hull. If you have any question or find any typo, please email me at
Up to date information about the module will be published on the University of Hull Canvas Webpage
and on the Course Webpage hosted on my website
Slides
There are 11 lectures in this module. Links to the slides and lecture titles are below.
| Slides | Title |
|---|---|
| Lecture 1 | An introduction to Statistics |
| Lecture 2 | Multivariate distributions |
| Lecture 3 | Random samples |
| Lecture 4 | Hypothesis tests in R – Part 1 |
| Lecture 5 | Hypothesis tests in R – Part 2 |
| Lecture 6 | Two-sample hypothesis tests |
| Lecture 7 | The chi-squared test |
| Lecture 8 | The maths of regression |
| Lecture 9 | General linear regression |
| Lecture 10 | Practical regression |
| Lecture 11 | Violation of regression assumptions and ANOVA |
| Appendix | More on R |
Statistical tables
- Download here
R Codes
| Lecture | Codes |
|---|---|
| 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 |
Datsets
Readings
Main textbooks: These slides are self-contained and largely based on the books
Secondary References: In addition we reccomend the following
References
[1]
Bingham, Nicholas H., Fry, John M., Regression, linear models in statistics, Springer, 2010.
[2]
Fry, John M., Burke, Matt, Quantitative methods in finance using R, Open University Press, 2022.
[3]
Casella, George, Berger, Roger L., Statistical inference, second edition, Brooks/Cole, 2002.
[4]
DeGroot, Morris H., Schervish, Mark J., Probability and statistics, Fourth Edition, Addison-Wesley, 2012.
[5]
Dalgaard, Peter, Introductory statistics with R, Second Edition, Springer, 2008.
[6]
Davies, Tilman M., The book of R, No Starch Press, 2016.