Sumários
Revision
18 Maio 2011, 09:30 • NICOLETTA ROSATI
Discussion of selected exercises from Exercise Sheet n. 2. General revision.
NOTA: ESTA AULA FOI LECCIONADA NO DIA 24/05 DEVIDO A AUSÊNCIA DA DOCENTE NO DIA 18/05.
Quasi-likelihood
11 Maio 2011, 09:30 • NICOLETTA ROSATI
SPlus 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.
SPlus examples: Poisson.
4 Maio 2011, 09:30 • NICOLETTA ROSATI
Splus example from Worksheet 8 (cont.): Poisson approximation for the modeling of missing persons data. Poisson modelling of rates. Offset.
SPlus examples with Poisson: number of accidents and number of medals. (Worksheet 10). Use of ANOVA with test "Chi" for Binomial and Poisson: analysing a model and comparing models. Importance of order of regressors in ANOVA. Test of linear restrictions on parameters.
SPlus examples: Binomial distribution
27 Abril 2011, 09:30 • NICOLETTA ROSATI
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; family and link options; 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 probability of failure of O-rings (Worksheet 7). Example 2: logistic regression for the Missing Persons Data (Worksheet 8).
Residuals, model adequacy
13 Abril 2011, 09:30 • NICOLETTA ROSATI
Exercise Sheet n. 1: discussion of exercise 7 (ii)-(iv).
Pearson and deviance residuals. Test of hypotheses on individual parameters. Test of linear restrictions - nested models. Estimation of dispersion parameter (introduction).
Introduction to SPlus example: binomial model, logistic regression for the probability of failure of O-rings.