Sumários
Revision
20 Maio 2016, 08:30 • NICOLETTA ROSATI
Revision. Discussion of Ex. 2 and 3 from exam paper of 9/6/2015
Anova, test of linear restrictions. Exercise Sheet n. 2
13 Maio 2016, 08:30 • NICOLETTA ROSATI
R example with Poisson - accidents (Worksheet 10): Use of ANOVA with test "Chi": analysing fit of one model and comparing models. Importance of order of regressors in ANOVA. Test of linear restrictions on parameters.
R example with Poisson - medals (Worksheet 10): Estimation of a Poisson quasi-likelihood model. Use of ANOVA with test "F".
Discussion of selected exercises from Exercise Sheet n. 2.
Quasi-likelihood.
6 Maio 2016, 08:30 • NICOLETTA ROSATI
Inquérito pedagógico.
Introduction to quasi-likelihood estimation. Choice of mean value and variance functions, and discussion of their suitability. Estimation of the dispersion parameter (cont.).
Cloth data example (from Azzalini): quasi-likelihood estimation of a Poisson model with overdispersion.
Introduction to R. Binomial and Poisson estimation
29 Abril 2016, 08:30 • NICOLETTA ROSATI
Introduction to R: reading data, creating new numerical and qualitative variables, displaying a two-way table, creating a matrix, converting a qualitative variable into a factor, factor levels, estimating a glm model.
Estimation of a binomial GLM: modeling of proportions; weights; default dispersion parameter value; displaying and interpreting estimation results; individual parameter significance tests; tests based on the deviance; obtaining extra output; interpreting graphs.
Example 1 (Worksheet 8): logistic regression for the Missing Persons Data. Poisson approximation for the modeling of missing persons data. Poisson modelling of rates. Offset.
Model comparison
22 Abril 2016, 08:30 • NICOLETTA ROSATI
Test F for nested models when the scale parameter is unknown. Comparison of non-nested models.
Discussion of Ex. 2 from exam paper of 26/6/2015 and of Ex. 2 from exam paper of 9/6/2014.