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

20 hours of lectures and 10 hours of computer workshops in the LT.

A Dobson & A Barnett, An Introduction to Generalised Linear Modelling;

P McCullagh & J A Nelder, Generalized Linear Models;

A Agresti, Categorical Data Analysis;  

D. W. Hosmer & S. Lemeshow & S. May, Applied Survival Analysis, Regression Modeling of Time-to-Event Data;

J S Long and J Freese, Regression  Models for Categorical Dependent Variables Using Stata.

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