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1 = Generalized linear models, spring 2009 =
2
3 === Lecturer ===
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5 [[Juha Karvanen>>url:http://www.ktl.fi/monica/public/mdc/karvanenj/index_en.html||shape="rect"]]
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7 === Scope ===
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9 6 cu + optional practical work (harjoitustyö) of 2 cu
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11 Harjoitustehtävät, tentin ja harjoitustyön voi tehdä myös suomeksi.
12
13 === Type ===
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15 Advanced studies.
16
17 === Description ===
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19 Generalized linear models are an extension of the usual linear model, where the response variable may be discrete or have a skew distribution. The course covers the generic likelihood-based estimation and test theory of generalized linear models. The most important special cases, like logistic and log-linear models, are treated in more detail.
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21 The course will be a balanced mixture of statistical theory and practical data analysis. R ([[http:~~/~~/www.r-project.org>>url:http://www.r-project.org||shape="rect"]]) is used for data analysis and simulations. Examples from application areas, such as epidemiology and physics, will be presented.
22
23 === Prerequisites ===
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25 * Basics concepts of
26 ** mathematical analysis (derivatives and integrals)
27 ** matrix algebra (up to multiplication and inversion of matrices)
28 ** probability (random variables, standard distributions, expectation, variance, independence)
29 ** statistical inference (maximum likelihood, hypothesis testing).
30 * Knowledge of linear models is also useful.
31
32 === [[Course material>>doc:mathstatKurssit.57429.Generalized linear models, spring 2009.GLM spring 2009 - Course material.WebHome]] ===
33
34 === Registration at the first lecture ===
35
36 === Lectures ===
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38 Period IV. First lecture on Tuesday 2009-03-10. Easter holiday: no lectures Tuesday 2009-04-14 and Wednesday 2009-04-15. Last lecture on Wednesday 2009-04-29.
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40 |=(((
41 Day
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43 Time
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45 Place
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48 Tuesday
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50 14-16
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52 B120 (Exactum)
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55 Wednesday
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57 16-18
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59 C323 (Exactum)
60 )))
61
62 Two hours of exercise classes per week.
63
64 === [[Exercises>>doc:mathstatKurssit.57429.Generalized linear models, spring 2009.GLM spring 2009 - Course material.WebHome]] ===
65
66 **First exercises on Tuesday 2009-03-10.**
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68 |=(((
69 Day
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71 Time
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73 Place
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75 Instructor
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78 Tuesday
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80 16 - 18
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82 B120
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84 Juha Karvanen
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86
87 === Course exam ===
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89 |=(((
90 Day
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92 Time
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94 Place
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97 Tuesday 2009-05-12
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99 14.00 - 16.00
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101 B120 (Exactum)
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103
104 === Practical work (harjoitustyö) ===
105
106 Two extra credits can be gained by completing a practical work by the end of May 2009. The work can be, for example, an analysis of a suitable data set or a simulation study. Some potential topics will be presented in the lectures.