312503 Generalisierte Lineare Modelle (Diplom und Master) (V) (WiSe 2011/2012)
Contents, comment
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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
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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
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- 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
Teaching staff
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| Frequency | Weekday | Time | Format / Place | Period |
|---|
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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- Monday, February 13, 2012
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