312.232 (18W) Generalized Linear Models

Wintersemester 2018/19

Registration deadline has expired.

First course session
04.10.2018 16:30 - 18:00 N.2.01 On Campus
... no further dates known

Overview

Lecturer
Course title german Generalized Linear Models
Type Lecture
Hours per Week 2.0
ECTS credits 4.0
Registrations 7
Organisational unit
Language of instruction English
Course begins on 04.10.2018
eLearning Go to Moodle course

Time and place

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Course Information

Intended learning outcomes

Selbstständige Auswahl und Auswertung von GLMs.
Selbstständige Interpretation der Ergebnisse.
Selbstständige Implementierung von GLMs in R.

Teaching methodology including the use of eLearning tools

Vortrag an Tafel + Übungen im R.

Course content

0. Einführung
1. Erweiterungen Multiple Lineare Regression
2. Binäre Regression
3. Modelle für positive diskrete/stetige Responses
4. Regularisierung für GLMs und Bayes'sche GLMs
5. Modelle für kategoriale Daten

Prior knowledge expected

Grundlagen Lineare Modelle, Multivariate Statistik und R.

Literature

- L. Fahrmeier et.al.: Regression: Models, Methods and Applications, Springer, Berlin Heidelberg, 2013.
- G. Tutz: Regression for Categorical Data, Cambridge Univ. Press, New York, 2012.
- C.E. McCulloch et.al.: Generalized, Linear, and Mixed Models, John Wiley & Sons, Inc., Hoboken, 2008.

Intended learning outcomes

Autonomous selection and computation of GLMs.
Autonomous interpretation of GLM inference results.
Autonomous implementation and usage of GLMs in R.

Teaching methodology including the use of eLearning tools

Oral presentation + blackboard + exercises in R.

Course content

0. Introduction
1. Linear model extensions/generalizations
2. Binary regression
3. Regression for positive response variables
4. Regularized GLMs and Bayesian GLMs
5. Multinomial regression

Prior knowledge expected

Basics of linear models, multivariate statistics and R.

Literature

- L. Fahrmeier et.al.: Regression: Models, Methods and Applications, Springer, Berlin Heidelberg, 2013.
- G. Tutz: Regression for Categorical Data, Cambridge Univ. Press, New York, 2012.
- C.E. McCulloch et.al.: Generalized, Linear, and Mixed Models, John Wiley & Sons, Inc., Hoboken, 2008.

Examination information

Im Fall von online durchgeführten Prüfungen sind die Standards zu beachten, die die technischen Geräte der Studierenden erfüllen müssen, um an diesen Prüfungen teilnehmen zu können.

Examination methodology

Mündliche Prüfung, ca. 45 min

Examination topic(s)

Inhalt der VO + Übungen.

Examination methodology

Oral exam 

Examination topic(s)

Content of lecture/exercises.

Grading scheme

Grade / Grade grading scheme

Position in the curriculum

  • Thematic Doctoral Programme Modeling-Analysis-Optimization of discrete, continuous and stochastic systems (SKZ: ---, Version: 16W.1)
    • Subject: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems (Compulsory subject)
      • Modeling-Analysis - Optimization of discrete, continuous and stochastic systems ( 0.0h XX / 0.0 ECTS)
        • 312.232 Generalized Linear Models (2.0h VO / 4.0 ECTS)
  • Masterstudium Mathematics (SKZ: 401, Version: 18W.1)
    • Subject: Applied Statistics (Compulsory elective)
      • 5.4 Generalized Linear Models ( 2.0h VO / 4.0 ECTS)
        • 312.232 Generalized Linear Models (2.0h VO / 4.0 ECTS)
  • Masterstudium Mathematics (SKZ: 401, Version: 18W.1)
    • Subject: Applied Mathematics (Compulsory elective)
      • Lehrveranstaltungen aus den Vertiefungsfächern ( 0.0h XX / 12.0 ECTS)
        • 312.232 Generalized Linear Models (2.0h VO / 4.0 ECTS)
  • Master's degree programme Technical Mathematics (SKZ: 401, Version: 13W.1)
    • Subject: Angewandte Statistik (Compulsory elective)
      • Generalisierte Lineare Modelle ( 3.0h VU / 6.0 ECTS)
        • 312.232 Generalized Linear Models (2.0h VO / 4.0 ECTS)
  • Doctoral programme Doctoral programme in Technical Sciences (SKZ: 786, Version: 12W.4)
    • Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums (Compulsory subject)
      • Studienleistungen gem. § 3 Abs. 2a des Curriculums ( 16.0h XX / 32.0 ECTS)
        • 312.232 Generalized Linear Models (2.0h VO / 4.0 ECTS)

Equivalent courses for counting the examination attempts

Wintersemester 2020/21
  • 312.232 VO Generalized Linear Models (2.0h / 4.0ECTS)