Inference. Exercises sheet no. 1

15 Abril 2016, 08:30 • NICOLETTA ROSATI

Pearson and deviance residuals. Test of hypotheses on individual parameters. Estimation of dispersion parameter.
Discussion of Exercises 2, 3 and 6 from Exercises Sheet no. 1.

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Deviance

8 Abril 2016, 08:30 • NICOLETTA ROSATI

Deviance and scaled deviance. Model fit and model comparison. Nested models. Comparison of nested models using the deviance difference: statistical test of significance. Examples. Discussion of Ex. 7 from Exercise Sheet no. 1. Note on parametrisation.

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Generalised Linear Models

1 Abril 2016, 08:30 • NICOLETTA ROSATI

Introduction to Generalised Linear Models: link functions, canonical link function, linear predictor, variables, factors, interactions. Examples.

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Exponential family. Linear model.

18 Março 2016, 08:30 • NICOLETTA ROSATI

Exponential family of distributions: Binomial (cont.) and Gamma distribution.

Review of Normal Linear Model.

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Exponential family

11 Março 2016, 08:30 • NICOLETTA ROSATI

Exponential family of distributions: introduction. Natural and scale parameters. Mean and variance. Variance function. Examples: Poisson and Normal distributions. Introduction to Binomial distribution.

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