Statistics III: Generalized Linear Models

CdL SSE

Author
Affiliation

Tommaso Rigon

Università degli Studi di Milano-Bicocca

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:

Regression is such an important topic that the tour will continue at Data Mining.

Teaching material

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
Lab 1 lab1.R
Exercises Exercises A
Generalized Linear Models Unit B Slides Unit B labB.R
Lab 2 lab2.R
Lab 3 lab3.R
Exercises Exercises B
NOTABLE MODELS
Binary and binomial regression Unit C Slides Unit C
Lab 4 lab4.R
Exercises Exercises C
Poisson regression Unit D Slides Unit D
Lab 5 lab5.R
Exercises Exercises D
ADVANCED TOPICS
Quasi-likelihoods [Unit E] [Slides Unit E]
Lab 6 [lab6.R]
Exercises Exercises E

Previous exams (ITA)

Example of previous exams are provided below.

Date Dataset Questions (ITA) Solution (ITA)
13 July 2016 awards Exam
29 Giugno 2016 berk Exam
29 April 2015 ships Exam
9 July 2014 orings Exam

Acknowledgments

I would like to kindly acknowledge Sonia Migliorati for sharing her material of a previous edition of this course.

Students are encouraged to consult the books: these slides are just a concise summary.

All the mistakes still present are mine.