course-details-portlet

TMA4315 - Generalized Linear Models

About

Examination arrangement

Examination arrangement: Portfolio assessment
Grade: Letters

Evaluation Weighting Duration Grade deviation Examination aids
Arbeider 30/100
Skriftlig eksamen 70/100 4 timer

Course content

Principles of statistical modeling and inference. Likelihood theory. General theory for generalized linear models, with applications to regression models for normally distributed data, logistic regression for binary and multinomial data, Poisson regression models and log-linear models for contingency tables. Extensions of GLM-thoery to, for example, models for over-dispersion and quasi-likelihood estimation.

Learning outcome

The course gives an introduction to generalized linear models (GLM), which is a natural generalization of ordinary (multivariate) linear regression for normally distributed responses to allowing responses from a broader class of distributions, in particular discrete distributions. The students will through the mandatory exercises be capable of using the theory to analyse data sets.

Learning methods and activities

Lectures, exercises and a project/term paper with the use of computer (statistical package R). The lectures may be given in English. Portfolio assessment is the basis for the grade awarded in the course. This portfolio comprises a written final examination 70% and the project/term paper 30%. The results for the constituent parts are to be given in %-points, while the grade for the whole portfolio (course grade) is given by the letter grading system. Retake of examination may be given as an oral examination.

Compulsory assignments

  • Exercises

Course materials

Annette J. Dobson and Adrian G. Barnett: An introduction to generalized linear models, 3rd ed. Chapman & Hall/CRC, 2008.

Facts

Version: 1
Credits:  7.5 SP
Study level: Second degree level

Coursework

Term no.: 1
Teaching semester:  AUTUMN 2010

Language of instruction: English, Norwegian

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Subject area(s)
  • Statistics
  • Technological subjects
Contact information
Course coordinator:
  • Nikolai Ushakov

Department with academic responsibility
Department of Mathematical Sciences

Examination

Examination arrangement: Portfolio assessment

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Autumn ORD Skriftlig eksamen 70/100 2010-12-10 09:00
Room Building Number of candidates
Autumn ORD Arbeider 30/100
Room Building Number of candidates
  • * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
Examination

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