I have taught two courses at the Essex Summer School over the years - Improving Regression Analysis (2008) and Dimension Reduction in R (2015). I choose not to make available the Improving Regression Analysis course materials as they are somewhat outdated now (or I should say the implementation in Stata is a bit outdated), but if you’re looking for something in particular, let me know. You can find here materials for the Dimension Reduction in R course, though.