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History | Staff & Course Pages (2011-2018)

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# 78185 Generalized Linear Models, autumn 2016

Jyrki Möttönen

### Prerequisites

• mathematical analysis (derivatives and integrals)
• matrix algebra (up to multiplication and inversion of matrices)
• probability (random variables, standard distributions, expectation, variance, independence)
• statistical inference (maximum likelihood, hypothesis testing).
• linear models

### Teaching Schedule

Period II

First lecture 3.11.2016.

First exercise class 10.11.2016

Lectures:  Thursday 12:15-13:45, B120 (Exactum)

Friday  10:15-11:45, B120 (Exactum)

Exercises: Thursday 14:15-15:45, B120 (Exactum)

NOTE!!!

The Lectures and exercises in week 47:

Lectures: Thursday 24.11.2016,  12:15-13:45, B120 (Exactum)

Friday 25.11.2016, 9:15-10:45, B120 (Exactum)

Exercises: Friday 25.11.2016, 11:15-12:45, B120 (Exactum)

### Lecture diary

03.11.2016: Agresti 1.1-1.1.3, Lecture notes pp. 12-20

04.11.2016: Agresti 1.3.3-1.4.1, 4-4.1.3,  Lecture notes pp. 22-23

10.11.2016: Lecture notes pp. 23-30

11.11.2016: Lecture notes pp. 30-32. Agresti 3.4-3.4.2, 4.5-4.5.2.

17.11.2016: Agresti 4.2-4.2.1, 4.2.3-4.2.4. Two real-data examples.

18.11.2016: Agresti 8-8.1.2, 8.2.3. Lecture notes pp. 36-40 (sections 4.5-4.6).

24.-25.11.2016: Agresti 6-6.1.1, 6.2-6.2.1, 6.3.2. Lecture notes, sections 4.7-5.4

01.12.2016: Agresti 7.2-7.2.4. Lecture notes, section 5.5.

02.12.2016: Agresti 7.2.5-7.2.6, 11-11.1.4, 11.3.3, 11.3.6. Lecture notes section 5.6.

08.12.2016: Agresti 4.6.1, 4.7-4.7.1, 5.4.2, 5.7.1, 6.3.3.

### Exercises

Working out of exercises is rewarded as extra points in the grading. The rewarded points apply if the student has reached the minimum points from the final examination for passing the course (half of the total points). If you can't attend an exercise class you can send solutions to jyrki.mottonen(at)helsinki.fi as a pdf-file before the corresponding exercise class.

Solved exercises (%)

Extra points

30%

0.5

40%

1

50%

1.5

60%

2

70%

2.5

80%

3

90%

3.5

### Examinations

Course exam: 15.12.2016,  12-14, B120 (Exactum).

Renewal exam is at the general examination 1.2.2017, 16-20, A111, B123 or CK112Enroll for the examination in WebOodi!!

### Course material

Lecture notes

Books:

Agresti, A. (2015). Foundations of Linear and Generalized Linear Models. Hoboken, New Jersey: Wiley.    Helka   e-aineisto

Hardin, J. W. & Hilbe, J. M. (2012). Generalized Linear Models and Extensions, 3rd edition, Stata Press.   e-aineisto

Lindsey, J. K. (1997).  Applying Generalized Linear Models. Springer.  e-aineisto

McCullagh P. & Nelder J. A. (1983).  Generalized Linear Models. London: Chapman.  Helka

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