312503 Generalisierte Lineare Modelle (V) (SoSe 2016)

– Introduction: motivating examples
– Revision of standard linear regression models
– Exponential family of distributions
– Formulation of generalized linear models, Poisson regression, logistic regression
– Estimation using the iterated weighted least squares algorithm
– Inference based on asymptotics or bootstrap methods
– Model selection (AIC & BIC), model checking using residuals
– Models for categorical data

The course language will be English.

Requirements for participation, required level

It will be expected that participants are familiar with basic statistics (e.g. from introductory courses in statistics, stochastics or econometrics). Basic knowledge of the free software R would be advantageous, but is not required.