Statistics 4C03/6C03

Generalized Linear Models

Dr P.D.M. Macdonald

2005-2006


| Announcements | Calendar | Timetable | Textbook | Course Notes |
| Computing Resources | Exercises | Assignments | Tests | Links |

Statistics 4C03/6C03 is offered by the Department of Mathematics & Statistics at McMaster University.
Any questions, comments or suggestions? Send an e-mail to me at pdmmac@mcmaster.ca.


Announcements

Final Exam - Thursday April 13, 09:30 - 13:30 in BSB-241

I have posted enhanced code for simulating IG confidence regions.

Calendar Description & Course Outline

STATS 4C03/6C03: Generalized Linear Models

Normal linear model, exponential family, iteratively-reweighted least squares, logistic regression, Poisson regression and log-linear models, other families of GLMs, analysis of deviance and model checking, residual analysis.

Course Outline

Timetable

Monday, Wednesday and Thursday at 13:30 in ABB-271

Textbooks

Dobson, A.J. (2002) An Introduction to Generalized Linear Models, Second Edition, Chapman & Hall.
Dobson's text gives very a accessible account of the theory and is aimed at anyone who needs to use GLMs to analyse data. This is the required course text.

McCullagh, P. & Nelder, J.A. (1989) Generalized Linear Models, Second Edition, Chapman & Hall.
This is the authoritative original monograph on the topic; everything is there, but it is not always easy to follow.

McCulloch, C.E. & Searle, S.R. (2001) Generalized, Linear and Mixed Models, Wiley.
This text gives a concise and thorough account of the theory while putting GLMs in the broader context of mixed models.

Course Notes

Computing Resources

Exercises

Assignments

Assignment #1 - Due 2006-01-09 13:30
Assignment #2 - Due 2006-01-30 13:30
Assignment #3 - Due 2006-03-02 13:30 - Do all exercises from Chapts. 3, 4 & 5 of Dobson.
Assignment #4 - Due 2006-04-03 13:30
Assignment #5 - Due 2006-04-10 17:00 - Do last year's Final Exam

Tests

Test #1

2005-02-08 (Wednesday)

17:30-19:30

BSB-241 Student Technology Centre*

Test #2

2005-03-21 (Tuesday)

09:30-11:30

BSB-241 Student Technology Centre*

Aids permitted: Open book.

*You must have a valid userid, password and laser printing account for the Student Technology Centre. Tests MUST be submitted on paper; electronic submission is NOT permitted.

If you are unable to write a test at the scheduled time, please e-mail me at least 3 days before to make special arrangements.

Some Other Links

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Statistics 4C03/6C03
Dr Macdonald's Courses
Last modified Tuesday, March 21, 2006 at 17:07