Sumários
Revision
23 Maio 2014, 09:30 • NICOLETTA ROSATI
Revision: Discussion of exercises from Exercise Sheet no. 2.
Quasi-likelihood
16 Maio 2014, 09:30 • NICOLETTA ROSATI
R example (cont.): number of accidents (Worksheet 10), estimation of a Poisson quasi-likelihood model. Use of ANOVA with test "F".
Introduction to quasi-likelihood estimation. Expression of the likelihood equations for the general and regression models. Choice of mean value and variance functions, and discussion of their suitability. Estimation of the dispersion parameter (cont.).
Cloh data example (from Azzalini): quasi-likelihood estimation of a Poisson model with overdispersion.
Applications: estimation of various glm models with R
9 Maio 2014, 09:30 • NICOLETTA ROSATI
Inquérito pedagógico.
R example from Worksheet 8 (cont.): Poisson approximation for the modeling of missing persons data. Poisson modelling of rates. Offset.
R example with Poisson: number of 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: binomial model, logistic regression for the probability of failure of O-rings (Worksheet 7).
More on model choice
11 Abril 2014, 09:30 • NICOLETTA ROSATI
More on goodness-of-fit: Pearson and deviance residuals. Test of hypotheses on individual parameters. Test of linear restrictions - nested models. Estimation of dispersion parameter.
Introduction to SPlus: 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: logistic regression for the Missing Persons Data (Worksheet 8).
Discussion of Exercises Sheet 1
4 Abril 2014, 09:30 • NICOLETTA ROSATI
Discussion of ex. 2, 3 and 6 from Exercises sheet no. 1