Prof Fiona Steele COL.7.08

This course is available on the MSc in Econometrics and Mathematical Economics, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial Statistics) (Research) and MSc in Statistics (Research). This course is available with permission as an outside option to students on other programmes where regulations permit.

Mathematics to the level of Mathematical Methods (MA100) and probability to the level of Probability, Distribution Theory and Inference (ST202). Some knowledge of linear regression.

An introduction to the theory and application of generalised linear models for the analysis of continuous, categorical, count and survival data.  Topics include: linear regression, analysis of variance (ANOVA), logistic regression for binary data, models for ordered and unordered (nominal) responses, log-linear models for count data and contingency tables, and models for survival (duration) data. The Stata software package will be used in computer workshops.

20 hours of lectures and 15 hours of computer workshops in the LT.

Week 6 will be used as a reading week.

Coursework assigned weekly and returned to students with comments/feedback during the computer sessions.

Dobson, A.J. & Barnett, A.G. (2002)  An Introduction to Generalised Linear Modelling. 2nd edition. Chapman & Hall.

McCullagh, P. & Nelder, J.A. (1989) Generalized Linear Models. 2nd edition. Chapman & Hall.

Agresti, A. (1990) Categorical Data Analysis. Wiley.

Hosmer, D.W. & Lemeshow, S. (1999)  Applied Survival Analysis, Regression Modeling of Time-to-Event Data. Wiley.

Long, J.S. and Freese, J. (2006) Regression  Models for Categorical Dependent Variables Using Stata. 2nd edition. Stata Press.

Exam (100%, duration: 2 hours) in the main exam period.