Saturday, August 14, 2010

Generalized Linear Model

http://www.stat.ubc.ca/~gustaf/stat538.html

Description: Generalized Linear Models (GLMs) extend much of the `niceness' of linear models to situations where the response variable is not continuous. Consequently these models are popular for analysis in the common scenarios of response variables which are binary, categorical, counts, proportions, or directions. GLMs have become a big part of the `statistical toolbox' in most applicaton areas. This course will be a core introduction to GLMs, including a quick review of linear models, the fundamental formulation of GLMs, discussion of link functions, iterative least-squares algorithms, deviance and asymptotic theory, residuals, quasi-likelihood, and quadratic variance functions. A wide range of GLM applications will be discussed.

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