Department of Mathematical Sciences, Unit Catalogue 2008/09 |
MA30084 Generalised linear models |
| Credits: 6 |
| Level: Honours |
| Semester: 1 |
| Assessment: EX 100% |
| Requisites: |
| Before taking this unit you must take MA10002 and take MA10003 and take MA10005 and take MA20008 and take MA20035 |
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Aims: To present the theory and application of generalised linear models, including estimation, hypothesis testing and confidence intervals. To describe methods of model choice and model checking.
Learning Outcomes: On completing the course, students should be able to * choose an appropriate generalised linear model for a given set of data; * fit this model using R, select terms for inclusion in the model and assess the adequacy of a selected model; * make inferences on the basis of a fitted model and recognise the assumptions underlying these inferences and possible limitations to their accuracy. Content: Generalised linear models: Exponential families, standard form, linear predictors and link functions, deviance. Statement of asymptotic theory for the generalised linear model, Fisher information. Vector and matrix representation. Model building: Subset selection and stepwise regression methods. Effects of collinearity in regression variables. Model checking including residuals AIC and BIC. |