312503 Generalisierte Lineare Modelle (V) (WiSe 2023/2024)

Welcome to the lecture "Generalised linear models (GLMs)"!

GLMs generalise linear models by allowing for various types of data (e.g., non-normal data) and flexible forms of the linear predictor. We will discuss various aspects of GLMs, including their formulation, model fitting, model selection, and model checking. In addition, we will cover various extensions of GLMs, including generalised linear mixed models (GLMMs), generalised additive models (GAMs), and GAMs for location, scale, and shape (GAMLSS).

The first session will be on Wednesday, October 18, from 4:15 to 5:45 p.m. in H10. The lecture consists of the following 10 chapters:

- Chapter 1: Introduction and motivation (October 18, 2023).
- Chapter 2: Revision of (standard) linear models (LMs) (October 25, 2023).
- Chapter 3: Non-normal data and the exponential family of distributions (November 8, 2023).
- Chapter 4: Formulation of GLMs (November 15, 2023).
- Chapter 5: Parameter estimation and statistical inference (November 22 and 29, 2023).
- Chapter 6: Model selection and model checking (December 6 and 20, 2023).
- Chapter 7: Extensions: generalised linear mixed models (GLMMs) (January 10, 2024).
- Chapter 8: Extensions: generalised additive models (GAMs) (January 17, 2024).
- Chapter 9: Extensions: GAMs for location, scale, and shape (GAMLSS) (January 24, 2024).
- Chapter 10: Summary and outlook (January 31, 2024).

Slides/exercise sheets will be uploaded to the Lernraum each Monday before the corresponding lecture/practical session.

Best wishes,

J.-Prof. Dr. Timo Adam