Statistics III: Generalized Linear Models
CdL SSE
This is the website of the Statistica III course (6 CFU) of the “Corso di Laurea Triennale in Scienze Statistiche ed Economiche (SSE)”, Università degli Studi di Milano-Bicocca. Statistica III is a monographic course on Generalized Linear Models (GLMs).
This is a B.Sc.-level course, but there are some prerequisites: it is assumed that you have already been exposed to:
- Simple linear regression and descriprive statistics, e.g. from Statistica I;
- Inferential statistics, e.g. from Statistica II;
- Linear models, e.g. from Analisi Statistica Multivariata and Econometria;
- R software, e.g. from Analisi Statistica Multivariata.
Regression is such an important topic that the tour will continue at Data Mining.
Teaching material
Recommended textbooks (ITA)
- Salvan, A., Sartori, N. and L. Pace. 2020. Modelli Lineari Generalizzati. Springer.
- Azzalini, A. 2008. Inferenza Statistica: Una Presentazione Basata sul Concetto di Verosimiglianza. Springer
Recommended textbooks (ENG)
- Agresti, A. 2015. Foundations of Linear and Generalized Linear Models. Wiley.
- McCullagh, P., and J. A. Nelder. 1989. Generalized Linear Models. Second Edition. Springer.
Slides and lecture notes
The slides are meant to be used in HTML. However, if you really want to convert the HTML slides into pdf files, you can follow the instruction of the quarto documentation.
| Topic | Notes | Slides | Further material |
|---|---|---|---|
| Introduction | Introduction | Slides Introduction | |
| GENERAL THEORY | |||
| Linear models and misspecification | Unit A | Slides Unit A | |
| Exercises | Exercises A | ||
| Lab 1 | lab1.R |
||
| Generalized Linear Models | Unit B | Slides Unit B | |
| Exercises | [Exercises B] | ||
| Lab 2 | |||
| NOTABLE MODELS | |||
| Binary and binomial regression | [Unit C] | [Slides Unit C] | [Code C] |
| Lab 3 | |||
| Lab 4 | |||
| Exercises | [Exercises C] | ||
| Poisson regression | [Unit D] | [Slides Unit D] | [Code D] |
| Lab 5 | |||
| Exercises | [Exercises D] | ||
| ADVANCED TOPICS | |||
| Contingency tables and log-linear models | [Unit E] | [Slides Unit E] | [Code E] |
| Lab 6 | |||
| Exercises | [Exercises E] | ||
| Quasi-likelihoods | [Unit F] | [Slides Unit F] | [Code F] |
| Lab 7 | |||
| Exercises | [Exercises F] |
Acknowledgments
I would like to kindly acknowledge Sonia Migliorati for sharing her material of a previous edition of this course.
I have made use of several other books, scientific articles, and datasets to complement the main textbooks. They are all cited at the end of each unit. Students are encouraged to consult the books: these slides are just a concise summary.
All the mistakes still present are mine.