Generalised Linear Models

Module code: MA7021

This module aims to introduce the generalised linear model. It presents the methods of estimation of the linear model parameters and the methods of making inferences about these parameters through the calculation of confidence intervals and the use of hypothesis tests. This module will focus on developing your understanding of how statistical models explain variation. The aim of covering the theory for the generalised linear model is to understand the extension of the theory to cover log-linear models for the analysis of counts and proportions and linear logistic regression models for binary data. Illustrations of how to use statistical software package GLIM to analyse data using the generalised linear model are given, and we will use applications for the analysis of financial data.

Learning

  • 30 hours of lectures

Assessment

  • Exam, three hours (80%)
  • Coursework (20%)