312.232 (18W) Generalized Linear Models
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
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
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 schemePosition 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)
-
Modeling-Analysis - Optimization of discrete, continuous and stochastic systems (
0.0h XX / 0.0 ECTS)
-
Subject: Modeling-Analysis-Optimization of discrete, continuous and stochastic systems
(Compulsory subject)
- 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)
-
5.4 Generalized Linear Models (
2.0h VO / 4.0 ECTS)
-
Subject: Applied Statistics
(Compulsory elective)
- 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)
-
Lehrveranstaltungen aus den Vertiefungsfächern (
0.0h XX / 12.0 ECTS)
-
Subject: Applied Mathematics
(Compulsory elective)
- 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)
-
Generalisierte Lineare Modelle (
3.0h VU / 6.0 ECTS)
-
Subject: Angewandte Statistik
(Compulsory elective)
- 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)
-
Studienleistungen gem. § 3 Abs. 2a des Curriculums (
16.0h XX / 32.0 ECTS)
-
Subject: Studienleistungen gem. § 3 Abs. 2a des Curriculums
(Compulsory subject)
Equivalent courses for counting the examination attempts
-
Wintersemester 2020/21
- 312.232 VO Generalized Linear Models (2.0h / 4.0ECTS)