Statistical Modelling: Theory and Practice
Here are posts so far on statistical modelling, now arranged by section/grouping for easier navigation.
Core material: Principles of Statistical Inference and Simulation
Section 1: Introduction
A reintroduction to statistics from the perspective of generalised linear modelling.
Title | Reading Time |
---|---|
Part One: Model fitting as parameter calibration | 3 min |
Part Two: Systematic components and link functions | 3 min |
Part Three: glm is just fancy lm | 4 min |
Part Four: why only betas just look at betas | 18 min |
Section 2: Likelihood and simulation theory
A deep dive into the core principles and concepts underlying statistical modelling using likelihood, and how to use models for honest prediction and simulation
Section 3: A complete example
The application of the above material to a specific dataset, starting with model fitting and simple prediction functions, and ending with Bayesian modelling
Title | Reading Time |
---|---|
Part Eleven: Honest Predictions the easier way | 14 min |
Part Twelve: Honest Predictions the slightly-less easier way | 13 min |
Part Thirteen: On Marbles and Jumping Beans | 21 min |
Notes on core section
I consider the production of this material something of a public service. More on the background to the series, which includes my own background, is available in this post here.
Additional Materials
Deep dives into specific topic areas. These sections can be approached in any order, so long as the core section has been read and understood first.
Causal Inference
An opinionated discussion of the topic and challenges of causal inference.
Time Series
An introduction to time series, focused around the ARIMA modelling framework.
Resampling Methods/Hacker Stats
An introduction to resampling methods (AKA ‘Hacker Stats’), including bootstrapping and permutation testing.
Title | Reading Time |
---|---|
Hacker Stats: Intro and overview | 9 min |
A brief introduction to bootstrapping | 8 min |
Permutation Testing, and the intuition of the Null hypothesis, with Base R | 11 min |
Getting started with the infer package | 10 min |
Resampling for post-stratification | 7 min |