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 descriptive 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 in Data Mining.
Teaching material
Recommended textbooks (ITA)
- Salvan, A., Sartori, N. and Pace, L. 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. Chapman & Hall/CRC.
Slides and lecture notes
The slides are meant to be used in HTML.
| Topic | Notes | Slides | Further material |
|---|---|---|---|
| Introduction | Introduction | Slides Introduction (pdf version) | |
| GENERAL THEORY | |||
| Linear models and misspecification | Unit A | Slides Unit A (pdf version) | |
| Lab 1 | lab1.R |
||
| Exercises | Exercises A | ||
| Generalized Linear Models | Unit B | Slides Unit B (pdf version) | labB.R |
| Lab 2 | lab2.R |
||
| Lab 3 | lab3.R |
||
| Exercises | Exercises B | ||
| NOTABLE MODELS | |||
| Binary and binomial regression | Unit C | Slides Unit C (pdf version) | |
| Lab 4 | lab4.R |
||
| Exercises | Exercises C | ||
| Poisson regression | Unit D | Slides Unit D (pdf version) | |
| Lab 5 | lab5.R |
||
| Exercises | Exercises D | ||
| ADVANCED TOPICS | |||
| Quasi-likelihoods | Unit E | Slides Unit E (pdf version) | |
| Lab 6 | lab6.R |
||
| Exercises | Exercises E |
Previous exams (ITA)
Examples of previous exams are provided below. During the exam, you will have access to the code from Labs 1-6.
| Date | Dataset | Questions (ITA) | Solution (ITA) |
|---|---|---|---|
| 2026-09-16 | case2001 |
Exam | |
| 2026-07-22 | worldcup |
Exam | Solution |
| 2026-06-25 | warpbreaks |
Exam | |
| 2026-02-10 | Default |
Exam | Solution |
| 2026-01-27 | anaesthetic |
Exam | Solution |
| 2025-11-18 | beetle |
Exam | Solution |
| Old exams (prof. Migliorati) | |||
| 2016-07-13 | awards |
Exam | |
| 2016-06-29 | berk |
Exam | |
| 2015-04-29 | ships |
Exam | |
| 2014-07-09 | 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.