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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
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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

Title Reading Time
Part Five: Traversing the Likelihood Landscape 9 min
Part Six: The Robo-Chauffeur 7 min
Part Seven: Feeling Uncertain 10 min
Part Eight: Guessing what a landscape looks like by feeling the curves beneath our feet 10 min
Part Nine: Answering questions with honest uncertainty: Expected values and Predicted values 10 min
Part Ten: Log Likelihood estimation for Logistic Regression 8 min
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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
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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.

Title Reading Time
Part Fourteen: A non-technical but challenging introduction to causal inference… 5 min
Part Fifteen: Causal Inference: The platinum and gold standards 10 min
Part Sixteen: Causal Inference: How to try to do the impossible 16 min
Part Seventeen: Causal Inference: Controlling and Matching Approaches 14 min
Part Eighteen: Causal Inference: Some closing thoughts 16 min
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Time Series

An introduction to time series, focused around the ARIMA modelling framework.

Title Reading Time
Part Nineteen: Time Series: Introduction and Autoregression 10 min
Part Twenty: Time Series: Integration 12 min
Part Twenty One: Time Series: The Moving Average Model 9 min
Part Twenty Two: Time Series - ARIMA in practice 9 min
Part Twenty Three: Time series and seasonality 13 min
Part Twenty Four: Time series - Vector Autoregression and multivariate models 13 min
Time series: Some closing remarks 11 min
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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
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