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Advanced Regression Models

Class at Faculty of Mathematics and Physics |
NMST432

Syllabus

1. Generalized linear model

2. Binary response regression

3. Loglinear model

4. Extensions of generalized linear model, quasilikelihood, sandwich estimator of variance

5. Generalized estimating equations

6. Linear mixed effects model

7. Generalized linear mixed effects model

Annotation

Continuation of the course NMSA407 Linear Regression. This course covers regression models for non-normal data, discrete distributions, and clustered data.

The practice sessions include solutions to theoretical excercises but the focus is on analyses of different types of econometric, medical and technical data. The course is concluded by a Final Project.