Coursebooks 2017-2018

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Modern regression methods

MATH-408

Lecturer(s) :

Davison Anthony C.

Language:

English

Remarque

Course given every two years

Summary

A second course on regression modelling, dealing with nonlinear effects of explanatory variables, and non-normal and dependent response variables.

Content

Revision of linear regession and likelihood inference

Fitting algorithms for nonlinear models and related diagnostics

Generalised linear model; exponential families; variance and link functions

Proportion and binary responses; logistic regession

Count data and Poisson responses; log-linear models

Overdispersion and quasilikelihood; estimating functions

Mixed models, random effects, generalised additive models and penalized regression

Keywords

Binary response; Count data; Deviance; EM algorithm; Estimating function; Iterative weighted least squares algorithm; Lasso; Likelihood; Logistic regression; Longitudinal data; Mixed model; Multinomial distribution; Overdispersion; Poisson distribution; Quasi-likelihood; Random effects

Learning Prerequisites

Required courses

Knowledge of basic probability and statistics, at, for example, the levels of MATH-240 and MATH-230

Linear models (MATH-341) or equivalent

Important concepts to start the course

Linear regression; likelihood inference; R

Learning Outcomes

By the end of the course, the student must be able to:

Transversal skills

Teaching methods

Ex cathedra lectures; homework both theoretical and practical; mini-project

Expected student activities

Attending lectures; solving theoretical problems; solving applied problems using statistical software

Assessment methods

Written final exam; mini-project

Dans le cas de l'art. 3 al. 5 du Règlement de section, l'enseignant décide de la forme de l'examen qu'il communique aux étudiants concernés.

Supervision

Office hours Yes
Assistants Yes
Forum Yes

Resources

Bibliography

Davison, A. C. (2003) Statistical Models. Cambridge University Press.

Ressources en bibliothèque

In the programs

  • Financial engineering, 2017-2018, Master semester 2
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      5
    • Subject examined
      Modern regression methods
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Financial engineering, 2017-2018, Master semester 4
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      5
    • Subject examined
      Modern regression methods
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Applied Mathematics, 2017-2018, Master semester 2
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      5
    • Subject examined
      Modern regression methods
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Applied Mathematics, 2017-2018, Master semester 4
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      5
    • Subject examined
      Modern regression methods
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Mathematics - master program, 2017-2018, Master semester 2
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      5
    • Subject examined
      Modern regression methods
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Mathematics for teaching, 2017-2018, Master semester 2
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      5
    • Subject examined
      Modern regression methods
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks
  • Mathematics for teaching, 2017-2018, Master semester 4
    • Semester
      Spring
    • Exam form
      Written
    • Credits
      5
    • Subject examined
      Modern regression methods
    • Lecture
      2 Hour(s) per week x 14 weeks
    • Exercises
      2 Hour(s) per week x 14 weeks

Reference week

MoTuWeThFr
8-9
9-10
10-11
11-12
12-13
13-14
14-15
15-16
16-17
17-18
18-19
19-20
20-21
21-22
Under construction
Lecture
Exercise, TP
Project, other

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  • Autumn semester
  • Winter sessions
  • Spring semester
  • Summer sessions
  • Lecture in French
  • Lecture in English
  • Lecture in German