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Postgraduate course

Generalised Linear Models

  • ECTS credits10
  • Teaching semesterAutumn
  • Course codeSTAT201
  • Number of semesters1
  • Language

    English

  • Resources

Teaching semester

Every second autumn - odd-numbered years.

Objectives and Content

The theory for linear normal models is looked at and applied to regression and analysis of variance. Furthermore the topics of binary variables logistic regression, log-linear models, contingency tables and life time analysis are treated.

Learning Outcomes

After completed course, the students are expected to be able to:

  • Identify probability distributions belonging to an exponential family and adapt a description as a generalized linear model.
  • Present the general theory of exponential families of distributions.
  • Describe numerical procedures for estimation in generalized linear models.
  • Recognize linear normal models and apply general test procedures to these models.
  • Explain the proofs of important theorems in probability theory utilized in test procedures in linear normal models and in generalized linear models.
  • Analyze data sets following Poisson or binomial distributions.
  • Estimate parameters and test hypotheses in generalized linear models by means of statistical software.

Required Previous Knowledge

None

Recommended Previous Knowledge

MAT121Linear Algebra and STAT210 Theory of Statistical Inference

Forms of Assessment

Oral or written examination, dependent on the number of students participating. Written examination: 5 hours.

Examination support materials for written examination: Non- programmable calculator, according to model listed in faculty regulations

Grading Scale

The grading scale used is A to F. Grade A is the highest passing grade in the grading scale, grade F is a fail.

Contact

Contact Information

advice@math.uib.no

Exam information

  • For written exams, please note that the start time may change from 09:00 to 15:00 or vice versa until 14 days prior to the exam. The exam location will be published 14 days prior to the exam.

  • Type of assessment: Written examination

    Date
    16.02.2018, 09:00
    Duration
    5 hours
    Withdrawal deadline
    02.02.2018
    Location