ST300      Half Unit
Regression and Generalised Linear Models

This information is for the 2021/22 session.

Teacher responsible

Dr Philip Chan

Availability

This course is available on the BSc in Actuarial Science, BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This course is available with permission as an outside option to students on other programmes where regulations permit and to General Course students.

This course is not capped, any student that requests a place will be given one

Pre-requisites

Students must have completed:

EITHER Probability, Distribution Theory and Inference (ST202) OR Probability and Distribution Theory (ST206)

AND Mathematical Methods (MA100) or equivalent.

It is assumed students have taken at least a first course in linear algebra.

Course content

A solid coverage of the most important parts of the theory and application of regression models, and generalised linear models. 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 the statistics package RStudio 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

This course will be delivered through a combination of classes, Q&A sessions, and lectures totalling a minimum of 30 hours across Michaelmas Term. Some or all of this teaching may be delivered through a combination of classes and flipped-lectures delivered as short online videos.

This course includes a reading week in Week 6 of Michaelmas.

Indicative reading

Dobson, A.J. (2008). An Introduction to Generalized Linear Models.

Frees, E.W. (2010). Regression Modeling with Actuarial and Financial Applications

Wickham, H, and Grolemund, G. (2017). R for Data Science. O'Reilly. Available online at http://r4ds.had.co.nz

Assessment

Exam (85%, duration: 2 hours) in the summer exam period.
Project (15%) in the LT.

Key facts

Department: Statistics

Total students 2020/21: 101

Average class size 2020/21: 26

Capped 2020/21: No

Value: Half Unit

Guidelines for interpreting course guide information

Personal development skills

  • Problem solving
  • Application of numeracy skills
  • Specialist skills