78185 Generalized Linear Models, autumn 2015

Lecturer

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

Lectures (first lecture 29.10.2015):

Thursday 12-14, CK111 (Exactum)

Friday 10-12, B120 (Exactum)

Exercise classes (first exercise 5.11.2015):

  Thursday 14-16, CK108

Lecture diary

Lecture 1,   29.10.2015: Agresti, 1.1-1.3.3 (pp. 2-12).

Lecture 2,   30.10.2015: Agresti, 1.3.3-1.5.3 (pp. 12-20). 2-2.1.2, 2.1.4 (pp. 26-31).

Lecture 3,   5.11.2015: Agresti, 2.5-2.5.5 (pp. 56-60). 2.7.1-2.7.2 (pp. 67-70). 3.1.1-3.1.2 (pp. 81-82). 4-4.1.1 (pp. 120-121).

Lecture 4,   6.11.2015: Agresti, 4-4.2.1 (pp. 120-125).

Lecture 5,   12.11.2015: Agresti, 4.2.2-4.3.1 (pp. 125-129).

Lecture 6,   13.11.2015: Agresti, 4.3.2-4.4.1 (pp. 129-133).

Lecture 7,   19.11.2015: Agresti, 4.4.2-4.4.5 (pp. 133-136).

Lecture 8,   20.11.2015: Agresti, 4.4.6-4.5.4, 4.6-4.6.3, 4.6.5-4.7.1  (pp. 136-152).

Lecture 9,   26.11.2015: Agresti, 4.7.1-4.7.3 (pp. 152-156).  5-5.2.2 (pp. 165-169).

Lecture 10,  27.11.2015: Agresti, 5.2.2-5.3.3 (pp. 169-174).  5.4.2-5.5.3 (pp. 177-182).

Lecture 11,  3.12.2015: Agresti, 5.7-5.7.1 (pp. 186-187).  7-7.1.6 (pp. 228-233).

Lecture 12,  4.12.2015: Agresti, 7.1.7-7.2.3 (pp. 233-239).  7.3-7.3.2 (pp. 247-248).

Lecture 13, 10.12.2015 (Last lecture), Agresti, 7.3.2-7.3.4 (pp. 248-250).  7.5-7.5.1 (pp. 254-256). 8-8.1.3 (pp. 268-272).

Exercises

Datasets: Agresti,Anorexia.dat

Course area in Moodle

Exercise 1 (5.11.2015)     Agresti: 1.8, 1.10, 1.12, 1.23, 1.24.  

Exercise 2 (12.11.2015)   Agresti: 2.1, 2.2, 4.1, 4.2, 4.3, 4.4

Exercise 3 (19.11.2015)   Agresti:  4.5, 4.6, 4.7, 4.8, 4.14

Exercise 4 (26.11.2015)   Agresti:  4.9,  4.13, 4.16, 4.23

Exercise 5 (3.12.2015)    Agresti:  4.27, 5.5, 5.11, 5.13, 5.17

Exercise 6 (10.12.2015)   Agresti:  7.2, 7.3, 7.5, 7.6, 7.8, 7.25

Working out of exercises is rewarded as extra points in the grading of (a) the course exam in week 51, (b) the renewal course exam in 28.1.2016 and (c) the general exams in 28.1.2016 and 24.5.2016. 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.

Examinations

Course exam: 18.12.2015,  10-12, B120 (Exactum).

Renewal exam is at the general examination 28.1.2016, 16-20, A111 or B123. Enroll for the examination in WebOodi!!

Course material

The lectures follow mainly the book

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

Other books:

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

Register for the course

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