Syllabus
1. Generalized linear model
2. Binary response regression
3. Loglinear model
4. Extensions of generalized linear model, quasilikelihood, sandwich estimator of variance
Annotation
This course extends the foundations of linear regression. It covers regression models for non-normal data and discrete responses.
The practice sessions combine theoretical and practical exercises with main focus on analyses of various types of econometric, financial and technical data. The course includes a final project.