ST300 Half Unit
Regression and Generalised Linear Models
This information is for the 2015/16 session.
Teacher responsible
Dr Wai-Fung Lam COL. 6.09
Availability
This course is compulsory on the BSc in Statistics with Finance. This course is available on the BSc in Actuarial Science, BSc in Business Mathematics and Statistics and BSc in Mathematics with Economics. This course is available as an outside option to students on other programmes where regulations permit and to General Course students.
Pre-requisites
Students must have completed Elementary Statistical Theory (ST102) and Probability, Distribution Theory and Inference (ST202).
Course content
A solid coverage of the most important parts of the theory and application of regression models, generalised linear models and the analysis of variance. Analysis of variance models; factors, interactions, confounding. Multiple regression and regression diagnostics. Generalised linear models; the exponential family, the linear predictor, link functions, analysis of deviance, parameter estimation, deviance residuals. Model choice, fitting and validation. The use of a statistics package will be an integral part of the course. The computer workshops revise the theory and show how it can be applied to real datasets.
Teaching
10 hours of lectures and 9 hours of classes in the MT. 10 hours of lectures and 10 hours of classes in the LT.
Week 6 reading week in MT will be for revision of taught materials, while week 6 reading week in LT will be for your project completion.
Indicative reading
D C Montgomery, E A Peck & G G Vining, Introduction to Linear Regression Analysis; D C Montgomery, Design and Analysis of Experiments; A J Dobson, An Introduction to Generalised Linear Models; P McCullagh & J A Nelder, Generalized Linear Models; A C Atkinson, Plots, Transformations and Regression; A C Atkinson & M Riani, Robust Diagnostic Regression Analysis; JJ Faraway, Linear Models with R; JJ Faraway, Extending the linear Model with R. Related items from the Institute of Actuaries, Core reading Subject CT6. For full details of the syllabus of CT6, see http://stats.lse.ac.uk/angelos/guides/2004_CT6.pdf.
Assessment
Exam (85%, duration: 2 hours) in the main exam period.
Project (15%) in the LT.
Student performance results
(2012/13 - 2014/15 combined)
| Classification | % of students |
|---|---|
| First | 29.9 |
| 2:1 | 26.3 |
| 2:2 | 20.4 |
| Third | 13.9 |
| Fail | 9.5 |
Key facts
Department: Statistics
Total students 2014/15: 39
Average class size 2014/15: 11
Capped 2014/15: No
Lecture capture used 2014/15: Yes (MT & LT)
Value: Half Unit
PDAM skills
- Problem solving
- Application of numeracy skills
