STAT30250 Advanced Predictive Analytics

Academic Year 2022/2023

Topics covered:

1. Review of Linear Regression
2. Regularised Regression
3. Generalised Linear Models
4. Quasi-Likelihood Models
5. Regression for Counts
6. Mixed Effects Models
7. Generalised Additive Models

All the material is supplemented with its implementation in the R programming language.

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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:
Lectures, labs covering materials implementation in R, and tutorials.

 
Requirements, Exclusions and Recommendations
Learning Requirements:

Students must have completed STAT30240 Predictive Analytics


Module Requisites and Incompatibles
Pre-requisite:
STAT20230 - Modern Regression Analysis, STAT20240 - Predictive Analytics, 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
Examination: 2 hour end of semester examination 2 hour End of Trimester Exam No Graded No

60

Continuous Assessment: Assignments will be a mix of theory and computer based problem sheets. Throughout the Trimester n/a Graded No

40


Carry forward of passed components
No
 
Resit In Terminal Exam
Summer 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. Foundations of Linear and Generalized Linear Models by Alan Agresti
2. Applied Regression Analysis and Generalized Linear Models by John Fox
3. An Introduction to Statistical Learning with Applications in R by Gareth James, Daniela Witten, Trevor Hastie and Robert Tibshirani
4. Extending the Linear Model with R: Generalized Linear, Mixed Effects and Nonparametric Regression Models by Julian J. Faraway
5. Regression Analysis of Count Data by A. Colin Cameron and Pravin K. Trivedi
6. Generalized Additive Models: An Introduction with R by Simon Wood
Name Role
Mr Shubbham Gupta Tutor
Catherine Higgins Tutor
Ms Catherine Higgins Tutor
Koyel Majumdar Tutor
Uche Mbaka Tutor