ST300 Half Unit
Regression and Generalised Linear Models
This information is for the 2021/22 session.
Dr Philip Chan
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
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.
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.
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.
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
Exam (85%, duration: 2 hours) in the summer exam period.
Project (15%) in the LT.
Total students 2020/21: 101
Average class size 2020/21: 26
Capped 2020/21: No
Value: Half Unit
Personal development skills
- Problem solving
- Application of numeracy skills
- Specialist skills