Text only

 University | Catalogues for 2006/07

University of Bath logo - link to University home page

Department of Mathematical Sciences, Unit Catalogue 2006/07

MA30084 Generalised linear models

Credits: 6
Level: Honours
Semester: 1
Assessment: EX100
Before taking this unit you must take MA10002 and take MA10003 and take MA10005 and take MA20008 and take MA20035
Aims: 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.
Learning Outcomes:
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.


University | Catalogues for 2006/07