STATS 730 Statistical Inference

Below description edited in year: 2017

Points: 15

Prereqs: STATS 310

Credit: Internal assessment 40% (20% midterm, 20% homework), final exam 60%

Textbooks: Course notes from "Maximum Likelihood Estimation and Inference" (Millar, 2011) will be used.

For Advice: Russell Millar (Email: r.millar@auckland.ac.nz | extn: 85003)

Taught: First Semester City

Website: STATS 730 website

STATS 730 gives you general-purpose skills that are required by many employers of statistical graduates. It will enable you to model real data, using likelihood-based statistical inference under the frequentist paradigm. It provides the tools and skills used by many other graduate courses on offer in this department, and it gives exposure to statistical programming in both R and the advanced optimizer TMB.

STATS 730 begins with a gentle introduction to maximum likelihood and the notation that will be used throughout, followed by simple and not-so-simple (e.g., finite mixture model) iid examples. The essential properties and tools of maximum-likelihood inference are then presented. Maximum likelihood is then applied in a wide variety of settings with examples in both R and TMB where needed. After covering the theory and practice of generalized linear models the course concludes by looking at mixture models, including nonlinear and generalized linear mixed models.

STATS 730 is focused on application but some theory is needed to justify and motivate the methodology that is used. This will require that the student is comfortable with the concepts, statistical properties, and theory that is presented in STATS 310. Students will need to have a good grasp of basic calculus and be comfortable with partial derivatives and Taylor series expansions. It will also be assumed that students are comfortable with basic programming logic (e.g., for-loops) and data manipulation.

Disclaimer:
Although every reasonable effort is made to ensure accuracy, this information for the course year (2017), is provided as a general guide only for students and is subject to alteration. All students enrolling at the University of Auckland must consult its official document, the University of Auckland Calendar, to ensure that they are aware of and comply with all regulations, requirements and policies.