Course detail

LCE5868 - Generalized Linear Models


Credit hours

In-class work
per week
Practice
per week
Credits
Duration
Total
3
1
8
15 weeks
120 hours

Instructor
Clarice Garcia Borges Demetrio
Geert Molenberghs

Objective
Teaching a special class of models to generalize the linear models classics, showing the estimation techniques, verification of adjustment of the models, diagnoses, of inference and of obtaining the confidence intervals.

Content
Exponential family and the generalized linear model. Pets: methods, maximum likelihood and of least squares. Inference methods and properties in large samples. The model verification techniques: function, deviation deviation analysis and analysis of waste. The logistic regression models, analysis of variance and covariance as generalized linear models. Binary data and logistic models, probit and complement log-log. Contingency tables and log-linear models. Models with constant coefficient of variation. Superdispersão. Mixed linear models.

Bibliography
AITKIN, M.; D. ANDERSON; B. FRANCIS and J. HINDE. Statistical Modelling in GLIM. Oxford Science Publications. 1989. 374p.
BISHOP, Y.M.M.; S.E. FIENBERG and P.W. HOLLAND. Discrete Multivariate Analysis: Theory and Practice. Cambridge. Mass. M.I.T. Press, 1975. 557p
COLLETT, D. Modelling Binary Data. Chapman & Hall. 1991. 369p. CORDEIRO, G.M. Modelos Lineares Generalizados. SINAPE, Campinas. 1991. 368p.
CORDEIRO, G.M. e DEMÉTRIO, C.G.B. Modelos lineares generalizados e extensões. 2011.
COX, D.R. e E.J. SNELL. The Analysis of Binary Data. Chapman & Hall, Londres. 1987. 236p.
DEMÉTRIO, C.G.B. Modelos Lineares Generalizados na Experimentação Agronômica. 9ºSEAGRO e 49ª Reunião Anual da RBRAS, Piracicaba. 2001. 113p.
DOBSON, A.J. An Introduction to Statistical Modelling. 2ª ed. Chapman & Hall, Londres. 1990. 174p.
FINNEY, D.J. Probit Analysis. 2ª ed. Cambridge University Press. 1952. 333p.
FITZMAURICE, G; DAVIDIAN, M.; MOLENBERGHS, G. and VERBEKE, G. Longitudinal Data Analysis. Handbooks of Modern Statistical Methods. New York: Chapman & Hall/CRC, 2009.
FRANCIS, B.; GREEN, M.; PAYNE, C., ed., SWAN, T., GILCHRIST, R., BRADLEY, M., CLARKE, M., GREEN. P., REESE, A., HINDE, J. STALEWSKI, A., O'BRIEN, C. The GLIM system release 4 manual. Oxford, Clarendon Press, 1994. 821p.
HARDIN, J.W.; HILBE, J.M. Generalized linear models and extensions. Stata Press, 2007.
HINDE, J. and C.G.B. DEMÉTRIO. Overdispersion: models and estimation. 13º SINAPE, Caxambu, 1998. 73p.
McCULLAGH, M.G. and J.A. NELDER. Generalized Linear Models. 2ª ed. Chapman & Hall, Londres. 1989. 511p.
McCULLOCH, C.E. and SEARLE, S.S. Generalized, Linear and Mixed Models. John Wiley. 2001. 325p.
MORGAN, B.J.T. Analysis of Quantal Response Data. Chapman & Hall, Londres. 1992. 511p.
MOLENBERGHS, G. and VERBEKE, G. Models for Discrete Longitudinal Data. New York:Springer, 2005.
NELDER, J.A. and R.W.M. WEDDERBURN. Generalized linear models. Journal of the Royal Statistical Society, A, 135:370-384. 1972.
PINHEIRO, J.C. and BATES, D.M. Mixed-Effects Models in S and S-Plus. Springer-Verlag. 2000. 528p.
VENABLES, W.N. and RIPLEY, B.D. Statistics and Computing. Springer-Verlag. 2002. 495p.