This lecture covers topics such as Inference, Analysis of Variance, Diagnostics, Model Building, Variable Selection, Post-Selection Inference, Robustness, Estimating Functions, Regularised Regression, Components of Variance, Mixed Models, Scatterplot Smoothing, Function Estimation, Spline Smoothing, and Regression Methods. It also discusses the analysis of smoking data and the derivation of the IWLS algorithm for nonlinear models.