STAT30250 Advanced Predictive Analytics

Academic Year 2021/2022

Topics covered:

1. Review of Linear Regression
2. Weighted Least Squares
3. Ridge Regression
4. Mixed Effects Models
5. Generalized Linear Models
6. Penalized Splines
7. Generalized Additive Models

All the material is supplemented with its implementation in the R programming language which is rated 7th in IEEE list of top programming languages.

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Curricular information is subject to change

Learning Outcomes:

- Ability to estimate model parameters, check model assumptions and modify a model as necessary.
- Ability to interpret parameter estimates and their standard errors.
- Ability to use remedial measures if model assumptions found to be invalid
- Ability to identify an appropriate statistical model for a specified investigation given the data collecting background.
- Ability to implement all of the above using statistical software.

Student Effort Hours: 
Student Effort Type Hours
Lectures

24

Tutorial

10

Laboratories

10

Autonomous Student Learning

72

Total

116

Approaches to Teaching and Learning:
Weekly Lectures;
Weekly Labs covering materials implementation in R;
Weekly tutorials;
Three Assignments
 
Requirements, Exclusions and Recommendations
Learning Requirements:

Students must have completed STAT30240 Predictive Analytics


Module Requisites and Incompatibles
Pre-requisite:
STAT30240 - Predictive Analytics I

Incompatibles:
FIN30520 - Machine Learning Finance, STAT40770 - Adv Pred Analytics (online)


 
Assessment Strategy  
Description Timing Open Book Exam Component Scale Must Pass Component % of Final Grade
Assignment: Project 4: Generalized Additive Models and Mixed Effects Models Week 12 n/a Graded Yes

40

Multiple Choice Questionnaire: MCQ on material covered in weeks 3 and 4 Week 5 n/a Graded No

10

Multiple Choice Questionnaire: MCQ on the first two weeks of material Week 3 n/a Graded No

10

Assignment: Project 1:
Generalized Linear Models
Week 9 n/a Graded Yes

40


Carry forward of passed components
No
 
Resit In Terminal Exam
Autumn Yes - 2 Hour
Please see Student Jargon Buster for more information about remediation types and timing. 
Feedback Strategy/Strategies

• Group/class feedback, post-assessment

How will my Feedback be Delivered?

The Assignments have class feedback posted on Brightspace or discussed in class.

1. Extending the Linear Model with R: Generalized Linear, Mixed Effects and Nonparametric Regression Models.
2. Applied regression analysis and generalized linear models by Fox, John
3. An R companion to applied regression by Fox, John; Weisberg, Sanford
4. Semiparametric regression with R by Jaroslaw Harezlak, David Ruppert, and Matt P. Wand
5. Generalized Additive Models: An Introduction with R by Simon Wood.
Name Role
Mr Shubbham Gupta Tutor
Catherine Higgins Tutor
Ms Catherine Higgins Tutor
Uche Mbaka Tutor