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

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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

Teaching staff

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31-EM-3 Angewandte empirische Methoden Angewandte empirische Methoden Student information
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31-M-ASM1 Advanced Statistical Methods I Veranstaltungen aus dem Bereich Statistik und/oder in (einem) methodisch verbundenen Gebiet(en) (I.) Student information
Veranstaltungen aus dem Bereich Statistik und/oder in (einem) methodisch verbundenen Gebiet(en) (II.) Student information
31-M-ASM2 Advanced Statistical Methods II Veranstaltungen aus dem Bereich Statistik und/oder in (einem) methodisch verbundenen Gebiet(en) (I.) Graded examination
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Veranstaltungen aus dem Bereich Statistik und/oder in (einem) methodisch verbundenen Gebiet(en) (II.) Graded examination
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31-M-El1 Elective Courses 1 Gewählte Veranstaltungen aus dem Bereich "Spezialkenntnisse in ökonomischer Theorie und/oder quantitativen Methoden" 4 LP Student information
31-M-El2 Elective Courses 2 Gewählte Veranstaltungen aus dem Bereich quantitativen Methoden 4 LP Student information
31-MM15 Empirische Wirtschaftsforschung und Quantitative Methoden Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie, etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV, etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken, etc.) Student information
31-MM15-WiMa Empirische Wirtschaftsforschung und Quantitative Methoden Veranstaltungen aus dem Bereich "Angewandte Ökonometrie" (bspw. Methoden der Ökonometrie etc.) oder aus dem Bereich "Angewandte Statistik" (bspw. GLM, MVV etc.) oder aus dem Bereich "DV-Technik" (bspw. A&D, Simulationstechniken etc.) Student information
31-SW-AKStat Ausgewählte Kapitel der Statistik Veranstaltung aus dem Bereich Statistik oder einem methodisch verbundenen Gebiet 4 LP Graded examination
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Degree programme/academic programme Validity Variant Subdivision Status Semester LP  
Economics and Management (BiGSEM) / Promotion Economics; Prerequisites   4  
Economics and Management (BiGSEM) / Promotion Data Science; Electives   4  
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This lecture is taught in english
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Faculty of Business Administration and Economics
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