NMAK11022U Regression (Reg)

Volume 2015/2016
Education

MSc Programme in Statistics
MSc Programme in Mathematics-Economy

Content
  • Multiple linear regression and generalized linear models.
  • Nonlinear effects and basis expansions.
  • The statistical analysis of regression models based on variations of likelihood methods.
  • Nonparametric survival methods, parametric and semiparametric survival analysis.
  • Aspects of practical regression analysis in R.
Learning Outcome

Knowledge:

  • Linear, generalized linear and survival regression models.
  • Likelihood, quasi-likelihood and partial likelihood methods.
  • R.


Skills: Ability to

  • verify if the maximum-likelihood estimator (MLE) exists, compute the MLE and compute quadratic approximations to the log-likelihood.
  • apply standard tools from regression analysis for model diagnostics, statistical tests, model selection and model assessment.
  • construct confidence intervals for univariate parameters of interest in theory as well as in practice.
  • use standard tools in R to be able to work with the above points for practical data analysis.


Competences: Ability to

  • construct regression models using combinations of linear predictors, link-functions and variance functions.
  • interpret a regression model and predictions based on a regression model.

 

 

Statistik 2 (Stat2)
5 hours of lectures for 7 weeks.
2 hours of exercises for 7 weeks.
  • Category
  • Hours
  • Exam
  • 27
  • Lectures
  • 35
  • Preparation
  • 91
  • Project work
  • 39
  • Theory exercises
  • 14
  • Total
  • 206
Credit
7,5 ECTS
Type of assessment
Written examination, 27 hours
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Exam registration requirements

To participate in the final written exam a compulsory practical group project must be approved during the course. If it is not approved the first time it can be handed in a second time.

Aid
All aids allowed

NB: If the exam is held at the ITX, the ITX will provide computers. Private computer, tablet or mobile phone CANNOT be brought along to the exam. Books and notes should be brought on paper or saved on a USB key.

Marking scale
7-point grading scale
Censorship form
No external censorship
One internal examiner.
Re-exam

As the ordinary exam. If the compulsory practical group project was not approved during the course it must be handed in no later than to weeks before the registrationperiod for the reexamination ends. It has to be approved before the reexamination.

Criteria for exam assesment

The student must in a satisfactory way demonstrate that he/she has mastered the learning outcome of the course.