312503 Generalisierte Lineare Modelle (Diplom und Master) (V) (WiSe 2011/2012)

Contents, comment

Die Vorlesung liefert eine Einführung in die Generalisierte Lineare Modelle (Generalized Linear Models). Diese Modelle basieren auf dem Ansatz zur Lösung regressionsanalytischer Problemstellungen, der neben normalverteilten Zielvariablen verschiedene Formen nicht-normalverteilter Zielvariablen zuläßt. Nach kurzer Zusammenfassung der multiplen linearen Regressionsmodellen, wird die Familie der Generalisierten Linearen Modelle mit zugehöriger Schätz- und Testtheorie eingeführt. Binomial, Poisson und andere wichtige Regressionsmodelle werden im Detail betrachtet und mit dem Softwarepaket R illustriert.

Requirements for participation, required level

Grundkenntnisse im Bereich linearer Modelle werden vorausgesetzt. Erfahrung mit der Statistiksoftware R ist wünschenswert, jedoch nicht Bedingung. Grundkenntnisse in diesem Bereich können mit Hilfe der Bielefelder R-Kurse erworben werden.

Bibliography

  • Dobson, A. J.: An Introduction to Generalized Linear Models
  • Fahrmeir, L.; Kneib, T.; Lang, S.: Regression
  • Maccullagh, P.: Generalized Linear Models
  • Myers, R. H.; Montgomery, D. C. und Vining, G. G.: Generalized Linear Models with application in engineering and the Sciences

External comments page

https://barney.wiwi.uni-bielefeld.de/dokuwikitm/doku.php?do

Teaching staff

Dates ( Calendar view )

Frequency Weekday Time Format / Place Period  
weekly Mo 12-14 V2-213 10.10.2011-03.02.2012
not on: 12/26/11 / 1/2/12
one-time Mo 12-14 H15 30.01.2012
one-time Mo 14-16 C0-281 02.04.2012

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Subject assignments

Degree programme/academic programme Validity Variant Subdivision Status Semester LP  
Betriebswirtschaftslehre / Diplom (Enrollment until SoSe 2005) B5; WP05; WP10; WP12   4 HS
Statistische Wissenschaften / Master (Enrollment until SoSe 2014) SW4   3. 4  
Statistische Wissenschaften / Master (Enrollment until SoSe 2014) SW7   1. 2. 3  
Volkswirtschaftslehre / Diplom (Enrollment until SoSe 2005) WP12   4 HS
Volkswirtschaftslehre / Diplom (Enrollment until SoSe 2005) V4A; V4B; V5; WP05; WP10   4 HS
Wirtschaftsmathematik / Diplom (Enrollment until SoSe 2005)   4  
Wirtschaftsmathematik / Master (Enrollment until SoSe 2011) MW09iS   4  
Wirtschaftswissenschaften / Master (Enrollment until SoSe 2012) Modul 15   4  
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Last update basic details/teaching staff:
Friday, December 11, 2015 
Last update times:
Thursday, September 26, 2013 
Last update rooms:
Monday, February 13, 2012 
Type(s) / SWS (hours per week per semester)
lecture (V) / 2
Department
Faculty of Business Administration and Economics
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