Further Topics in Multivariate Analysis (FTMA)
This module is an extension of the three previous modules in the Basic Statistics Stream (BSS), covering the theory and practice of multivariate analysis. Students will gain deeper knowledge of the modelling and interpretation of interaction effects in regression models, and an introduction to ordered and categorical regression models. You will learn why and when to use interaction between explanatory variables, to do simple marginal effects of interaction variables, to understand the principles for employing multinomial and ordered categorical models, to perform simple models or these kind, and to interpret and write about your results intelligently.
Week 1 lectures: Introduction to the basic theory and practice of ordered logit and probit models and applications of interaction effects within regression models
Week 2 lectures: The basic theory and practice of multinomial regression: underlying assumptions; and issues of specification, including estimation of marginal effects and interpretation.
Half of the module is based in the lecture theatre, and half is lab-based, giving students the opportunity to work through practical exercises using Stata. To get the most out of the course, you should also expect to spend some time between sessions having fun by building your own statistical models.
Module Structure
This module consists of 2 x pre-recorded 2-hour lectures, and EITHER 2 x two-hour lab sessions in the afternoon, repeated for 2 weeks, OR a single 4 hour lab session - depending on the module iteration.
FTMA 1
Pre-recorded lectures from 2-4pm on Tues 13 (Session 1) and 20 February 2024 (Session 2)
Live labs from 4-6pm on Tues 13 (Session 1) and 20 February 2024 (Session 2)
FTMA 2
Lectures from 2-4pm on Tues 13 (Session 1) and 20 February 2024 (Session 2)
Live lab from 2-6pm on Tues 27 February 2024 (Sessions 1 + 2).
Prerequisites
Students wishing to take this modules should have
either successfully completed Foundations in Applied Statistics, Basic Quantitative Analysis, and Doing Multivariate Analysis, including the end-of-module tests
or have had previous training in introductory level statistics (verified by the Skill Check).
Class notes will be provided for using Stata, but students are advised to take the Introduction to Stata course if they have never used the programme before.
Software
Assessment
- Weekly online quizzes to check progress
- An end-of-module assessment (open-book online test)
Reading List
Available on the module's Moodle page.
Bookings
Bookings for this module (and all other Basic Statistics Stream modules) should be requested via our dedicated BSS booking page. The page contains a booking request form which goes live each year at the start of Michaelmas Term.