240243010 19W 4SWS VO Generalized Linear Models [MA3403]   Hilfe Logo

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Generalized Linear Models [MA3403] 
Wintersemester 2019/20
Zentrum Mathematik
Zuordnungen: 1 
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The main topic of this course will be regression methods for non-normal response data. These generalized linear models (GLM) include regression models for binary, count, nominal and positive response data. Applications of these models can be found in finance, insurance, economics, medicine and biology. In addition to classical GLM's such as logistic, probit, Poisson, Gamma and log linear models, we will discuss extensions to adjust for overdispersion and models with random effects. Both theory and practice will be emphasized. Statistical software knowledge such as Splus, R or SAS will be expected.
MA1401 (Einführung in die Wahrscheinlichkeitstheorie) and MA2402 (Statistik Grundlagen);

Recommendable: MA2408 (Probability Theory) or MA4401 (Linear Models with Applications)
Für die Anmeldung zur Teilnahme müssen Sie sich in TUMonline als Studierende*r identifizieren.
* Generalized Linear Models (CRC Monographs on Statistics & Applied Probability), 2nd Edition, P. McCullagh, J.A. Nelder, Crc Pr Inc., 2008.
* An Introduction to Generalized Linear Models (Texts in Statistical Science), 3rd Edition, A.J. Dobson, A.G. Barnett, Chapman & Hall, 2008.
* Multivariate Statistical Modelling Based on Generalized Linear Models (Springer Series in Statistics), 2nd Edition, L. Fahrmeir, G. Tutz, Springer, Berlin, 2001.
* Modern Applied Statistics with S (Statistics and Computing), 4th Edition, W.N. Venables, B.D. Ripley, Springer, 2003.
* Modelling Binary Data (Texts in Statistical Science Series), 2nd Edition, D. Collett, Chapman & Hall/CRC, 2002.
* Generalized, Linear, and Mixed Models (Wiley Series in Probability and Statistics), 2nd Edition, C.E. McCulloch, S.R. Searle, J.M. Neuhaus, Wiley & Sons, 2008.
* Extending the Linear Model with R: Generalized Linear, Mixed Effects and Nonparametric Regression Models (Texts in Statistical Science), J.J. Faraway, Crc Pr Inc., 2005.
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