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.