Generalized Linear Models
Faculteit  Economie en Bedrijfskunde 
Jaar  2022/23 
Vakcode  EBB883B05 
Vaknaam  Generalized Linear Models 
Niveau(s)  bachelor, uitwisseling 
Voertaal  Engels 
Periode  semester I b 
ECTS  5 
Rooster  rooster 
Uitgebreide vaknaam  Generalized Linear Models  
Leerdoelen  The student is able 1. to state and apply a taxonomy of Generalized Linear Models (GLM) in terms of measurement levels of the response, link function, design of (repeated) data collection related to the exponential family of distributions 2. to mathematically derive and computationally implement maximum likelihood estimation of a GLM by iterative weighted least squares using the R programming environment 3. to integrate the testing of medical/economic hypotheses to appropriate statistical model fitting as well as their selection by likelihood ratio or Akaike’s Information Criterion 4. to evaluate the quality of model estimation in various applied scientific fields 

Omschrijving  The course gives an introduction to the field of generalized linear models (GLM), which are an extension of the standard regression model (alternatively called the linear model). The GLM comes into play if the assumptions of linearity and/or normality – the usual ingredients of the standard regression model – are violated. GLMs are often used in actuarial science and risk insurance, for example to model the number and the size of claims. Hence, GLMs are particularly important to students with in an interest in actuarial science. However, this course gives a general introduction to GLMs in a broad statistical context.  
Uren per week  
Onderwijsvorm 
hoor en werkcolleges
(Hoorcollege (LC), Opdracht (ASM), Werkcollege (T)) 

Toetsvorm 
opdracht(en), schriftelijk tentamen
(Opdracht (AST), Schriftelijk tentamen (WE) (Assessment takes place through homework assignments and written exam according to Final = 0.1 x HW1 + 0.1 x HW2 + 0.1 x HW3 + 0.7 x WE only if WE >=5 otherwise Final = WE, where HWi is homework grade for ith homework set, WE final written exam grade.)) 

Vaksoort  bachelor  
Coördinator  NN  
Docent(en)  Dr. T.K. Gebretekle  
Verplichte literatuur 


Entreevoorwaarden  
Opmerkingen  IMPORTANT: BSc EOR students and Exchange students should register for the course as well as (separately!) for the exam(s) of WISM08 Statistical Modelling at the Faculty of Science and Engineering. Note that the exam enrollment deadlines of FSE apply. Results will be listed in ProgRESS under EBB883B05 Generalized Linear Models, which is how the module must appear in your approved course list.  
Opgenomen in 
