Department of Mathematical Sciences, Unit Catalogue 2011/12
|Level:||Honours (FHEQ level 6)|
|Supplementary Assessment:||MA30084 Mandatory extra work (where allowed by programme regulations)|
|Requisites:||Before taking this unit you must take MA20227|
To present the theory and application of generalised linear models, including estimation, hypothesis testing and confidence intervals. To describe methods of model choice and model checking.
On completing the course, students should be able to
* choose an appropriate generalised linear model for a given set of data;
* fit this model using R, select terms for inclusion in the model and assess the adequacy of a selected model;
* make inferences on the basis of a fitted model and recognise the assumptions underlying these inferences and possible limitations to their accuracy.
Generalised linear models: Exponential families, standard form, linear predictors and link functions, deviance. Statement of asymptotic theory for the generalised linear model, Fisher information. Vector and matrix representation.
Model building: Subset selection and stepwise regression methods. Effects of collinearity in regression variables. Model checking including residuals AIC and BIC.
MA30084 is Compulsory on the following programmes:Department of Mathematical Sciences
MA30084 is Optional on the following programmes:Department of Mathematical Sciences