Generalized Linear Models

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
Titel Auteur ISBN Prijs
Suitable background literature: Modern Applied Statistics with S., Fourth Edition, Springer 2002 Venables, W.N., and B.D. Ripley 9780387954578 ca. €  45,00
An Introduction to Generalized Linear Models, 3rd Edition, Chapman & Hall/CRC Texts in Statistical Science, May 12, 2008 Dobson, Annette J., and Adrian Barnett 1584881658 €  48,00
Entreevoorwaarden
Opmerkingen IMPORTANT: EOR students should register for the course as well as (separately!) for the exam(s) of WBMA028-05 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, e-mail: w.p.krijnen@rug.nl
Opgenomen in
Opleiding Jaar Periode Type
BSc Econometrics and Operations Research/EOR  (minor Econometrics and Operations Research/EOR) 3 semester I b verplicht
Courses Exchange (BSc)  (Courses Exchange Students (BSc) without limited access) 3 semester I b keuze