Faculteit  Economie en Bedrijfskunde 
Jaar  2020/21 
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  
Toetsvorm  opdracht(en)  
Vaksoort  bachelor  
Coördinator  dr. W.P. Krijnen  
Docent(en)  dr. W.P. Krijnen  
Verplichte literatuur 


Entreevoorwaarden  
Opmerkingen  IMPORTANT: EOR students should register for the course as well as (separately!) for the exam(s) of WBMA02805 Statistisch modelleren at the Faculty of Science and Engineering. Results will automatically be listed in ProgRESS under EBB883B05 Generalized Linear Models, which is how the module must appear in your approved course list. Info: Dr W.P. Krijnen, phone: +31(0)50 36 33780, email: w.p.krijnen@rug.nl 

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