Statistical Models

Lecture Slides

Authors
Affiliation

University of Hull

Dr John Fry

University of Hull

Published

15 Jan 2025

Welcome

These are the Slides of the module Statistical Models 551305 for T2 2024/25 at the University of Hull. If you have any question or find any typo, please email me at

S.Fanzon@hull.ac.uk

Up to date information about the module will be published on the University of Hull Canvas Webpage

canvas.hull.ac.uk/courses/75082

and on the Course Webpage hosted on my website

silviofanzon.com/blog/2025/Statistical-Models/

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 Random samples
Lecture 3 The t-test & Introduction to R
Lecture 4 The variance ratio & Two-sample t-test
Lecture 5 The two-sample F-test & Goodness-of-fit test
Lecture 6 Contingency tables & Simulation
Lecture 7 Bootstrap & Least Squares
Lecture 8 The maths of Regression
Lecture 9 Practical regression
Lecture 10 Model Selection & Regression Assumptions
Lecture 11 ANOVA
Appendix A Probability revision
Appendix B More on R

Statistical tables

R Codes

Lecture Codes
Lecture 3 One-Sample t-test
Lecture 4 Variance ratio test
Two-Sample t-test
Lecture 5 F-test
F-test First Principles
Goodness-of-fit
Goodness-of-fit First Principles
Lecture 6 Goodness-of-fit Contingency
Independence Test
Monte Carlo \(\pi\)
Lecture 7 Bootstrap CI
Bootstrap t-test
Bootstrap F-test
2008 Crisis
Least-squares Solution 1
Least-squares Solution 2
Lecture 8 Multiple Regression
R2 multiple regression
Lecture 9 Simple Regression
Longley regression
Lecture 10 Longley selection
Galileo
Divorces
Residual graphs
Autocorrelation graphic tests
Multicollinearity
Stepwise regression: Longley
Stepwise regression: Divorces
Lecture 11 Anova models

Datsets

Readings

Main textbooks: These slides are self-contained and largely based on the books

  • Bingham and Fry [1]
  • Fry and Burke [2]

Secondary References: In addition we reccomend the following

  • Probability & Statistics Manual: Casella and Berger [3]
  • Easier Probability & Statistics Manual: DeGroot and Schervish [4]
  • Concise Statistics with R: Dalgaard [5]
  • Comprehensive R manual: Davies [6]

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.