Statistics 4C03/6C03

Generalized Linear Models

Dr P.D.M. Macdonald

2005-2006

Announcements

Calendar Description & Course Outline

STATS 4C03/6C03: Generalized Linear Models

Normal linear model, exponential family, iteratively-reweighted least squares, logistic regression, Poisson regression and log-linear models, other families of GLMs, analysis of deviance and model checking, residual analysis.

Course Outline

Timetable

Monday, Wednesday and Thursday at 13:30 in ABB-271

Textbooks

Dobson, A.J. (2002) An Introduction to Generalized Linear Models, Second Edition, Chapman & Hall.
Dobson's text gives very a accessible account of the theory and is aimed at anyone who needs to use GLMs to analyse data. This is the required course text.

McCullagh, P. & Nelder, J.A. (1989) Generalized Linear Models, Second Edition, Chapman & Hall.
This is the authoritative original monograph on the topic; everything is there, but it is not always easy to follow.

McCulloch, C.E. & Searle, S.R. (2001) Generalized, Linear and Mixed Models, Wiley.
This text gives a concise and thorough account of the theory while putting GLMs in the broader context of mixed models.

Course Notes

• Gamma MLE by nlm() and by Fisher Scoring
• Drawing ellipses in R
• Plotting gamma 2-parameter confidence regions
• Studying the sampling distribution of gamma MLE
• Wald and likelihood ratio tests for a gamma shape parameter
• Wald and likelihood ratio tests for a gamma mean
• Plotting inverse Gaussian 2-parameter confidence regions
• Wald and likelihood ratio tests for an inverse Gaussian mean
• Simulation of inverse Gaussian confidence regions

Computing Resources

• R for Beginners - an introduction to R, in pdf format - and other online manuals
• Download R - an open code language and environment for statistical computing, distributed free of charge, available for unix, Windows, Macintosh, and Linux. You want the "Precompiled binary distribution", not the "source code". For Windows installation, go to the link for "Windows (95 and later)", open folder base, and click on R-2.2.1-win32.exe to download the installer. Run R-2.2.1-win32.exe to install R on your computer.
• An Online Splus Tutorial from Dalhousie University

Exercises

Assignments

Assignment #1 - Due 2006-01-09 13:30
Assignment #2 - Due 2006-01-30 13:30
Assignment #3 - Due 2006-03-02 13:30 - Do all exercises from Chapts. 3, 4 & 5 of Dobson.
Assignment #4 - Due 2006-04-03 13:30
Assignment #5 - Due 2006-04-10 17:00 - Do last year's Final Exam

Tests

Aids permitted: Open book.

*You must have a valid userid, password and laser printing account for the Student Technology Centre. Tests MUST be submitted on paper; electronic submission is NOT permitted.

If you are unable to write a test at the scheduled time, please e-mail me at least 3 days before to make special arrangements.

Some Other Links

• My work on mixture distributions
• Statistical Society of Canada / Société statistique du Canada

Need more help?

• If you have concerns about preparing for tests and examinations, improving your study habits, giving class presentations, or mastering English as a second language, the Centre for Student Development can help.