The aim of this course is to provide an in-depth treatment of the theory and applications of a number of statistical regression models, specifically those that fit into the paradigm of modelling by separate specification of systematic and random components (note that this is only the second half of the STAT3500/7500).
This course starts with the generalized linear models, covering general algorithms and theory for model fitting and prediction, and specific models for different types of data. The types of data discussed include binary response, categorical response, count response, and non-negative continuous response, and the models discussed includ logistic regression, proportional odds model, Poisson regression, Gamma regression.
Several extensions of the generalized linear models are then covered, including nonparametric models for allowing more flexible systematic components, quasilikelihood models for handling over-dispersion, mixed models and marginal models for handling correlated data.
This course is for advanced undergraduate and graduate students.
| Event | Date | Description | Materials | |
|---|---|---|---|---|
| Project out | 04 Sep 2018 | Project description out | description | |
| Lecture 1 | 06 Sep 2018 | From linear regression | slides | |
| Lecture 2 | 11 Sep 2018 | Exponential families | slides | |
| Lecture 3 | 12 Sep 2018 | Exponential families (cont.) | slides | |
| Lecture 4 | 13 Sep 2018 | Generalized Linear Models | slides | |
| Lecture 5 | 18 Sep 2018 | Generalized Linear Models (cont.) | slides | |
| Assignment 4 out | 18 Sep 2018 | Assignment 4 out | ||
| Lecture 6 | 19 Sep 2018 | GLM for Binary Response | slides | |
| Lecture 7 | 20 Sep 2018 | Models for Polytomous Data | slides | |
| Half-time check | 6pm 1 Oct 2018 | Submit predictions for half-time check | ||
| Assignment 4 due | 12pm 2 Oct 2018 | Assignment 4 due | ||
| Lecture 8 | 2 Oct 2018 | Models for Count Data | slides | |
| Lecture 9 | 3 Oct 2018 | Models for Non-negative Continuous Response | slides | |
| Lecture 10 | 4 Oct 2018 | Modelling Process and Model Diagnostics | slides | |
| Assignment 5 out | 7 Oct 2018 | Assignment 5 out | ||
| Lecture 11 | 9 Oct 2018 | Modelling Process and Model Diagnostics (cont.) | slides | |
| Lecture 12 | 10 Oct 2018 | Quasi-likelihood | slides | |
| Lecture 13 | 11 Oct 2018 | Nonparametric GLMs | slides | |
| Lecture 14 | 16 Oct 2018 | Nonparametric GLMs (cont.) | slides | |
| Lecture 15 | 17 Oct 2018 | Nonparametric GLMs (cont.) | slides | |
| Lecture 16 | 18 Oct 2018 | Mixed Models | slides | |
| Assignment 5 due | 12pm 22 Oct 2018 | Assignment 5 due | ||
| Lecture 17 | 23 Oct 2018 | Marginal Models | slides | |
| Final predictions | 12pm 24 Oct 2018 | Final predictions due | ||
| Project seminar | 24 Oct 2018 | Project seminar | ||
| Lecture 18 | 25 Oct 2018 | Time Series | slides | |
| Project report | 6pm 26 Oct 2018 | Project report due |