School of Mathematics
University of Southampton

MATH3012: Statistical Methods II
Autumn Semester 2008-2009

Last updated September, 2008.

Course lecturer: Dr Sujit K. Sahu, Room 9001, Mathematics building, phone: 8059-5123. email: S.K.Sahu@soton.ac.uk.

Lecture times:
Monday 3PM Building 05 (Eustice) Room 2011
Monday 4PM Building 14 (Library) Room 2065 (Compulsory computer lab).
Tuesday 11AM in Maths 5B
Thursday 5PM Maths 8C

Objectives         Schedule         Assessment         Books         Links

Objectives

  • to understand the unified theory and conceptual framework of the Generalised Linear Model (GLM) which covers a wide class of models;
  • to apply this theory in a range modelling situations, including multiple regression, logistic regression and log-linear modelling;
  • to construct and interpret models in these various situations using the software package S-Plus

    Lectures and lab Schedule

    Week and Date Materials Covered Lab Session
    W1: October 6 Introduction. Revision of distribution theory. Worksheet 1 source.
    W2: October 13 Revision of linear models. Worksheet 2, source.
    W3: October 20 Revision of linear models. Worksheet 3, source.
    W4: October 27 GLM: theory and application Worksheet 4, source.
    W5: November 3 GLM: theory and application Worksheet 5, source.
    W6: November 10 GLM: theory and application Worksheet 6, source.
    W7: November 17 GLM: theory and application Worksheet 7, source.
    W8: November 24 GLM: theory and application Worksheet 8, source.
    W9: December 1 Log-linear models Worksheet 9, source.
    W10: December 8 No lectures. Try the exercise sheet. Here is the sketch solution.

    Assessment

    MATH3012 is assessed 50% by coursework and the remaining 50% by a closed book examination.

    Students are reminded of the University guidelines on plagiarism. For this unit it is expected that, apart from some general discussion initially (which might involve, for example, the appropriate use of S-Plus), coursework will be tackled almost entirely on an individual basis.
    Assignment Deadline Worth Available
    1 3pm, January 16 50% December 11

    Books

  • An Introduction to Categorical Data Analysis, by Agresti It provides a good introduction with many examples. Library Number QA 276 AGR
  • Generalised Linear Models by McCullagh and Nelder It is an excellent introduction to the generalised linear models. Library Number HA 33 MACC
  • Modern Applied Statistics with S-Plus by Venables and Ripley It is a handy book to learn S-Plus. Library Number HA 29.V2 VEN

    Online data and source files

    From the Start menu go for Programs and then onto Course folders. Then navigate through to the math3012 folder and subsequently to Sdata folder. Double clicking on datasets and programs with the S icon associated will bring those to S-Plus.

    S-Plus Resources On the Web

    o A list of web resources for Splus

    o S-plus notes: Bill Venables

    o S-plus and other notes: Pat Altham

    o University of St. Andrews exam paper site.

    o Modern Applied Statistics with S-PLUS

    o Insightful for Splus

    o R-- a dialect of S

    This page is maintained by Dr S. K. Sahu.