Exercise Sheet n. 1

6 Abril 2011, 09:30 • NICOLETTA ROSATI

Discussion of selected exercises from Exercise Sheet n. 1: Ex. 2, Ex. 3 (iv), Ex. 6, Ex. 7 (i). Note on parametrisation.

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Deviance

30 Março 2011, 09:30 • NICOLETTA ROSATI

Deviance and scaled deviance. Model fit and model comparison. Examples.

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Exponential family, Generalized linear models

9 Março 2011, 08:00 • NICOLETTA ROSATI

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

Review of Normal Linear Model.

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

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ML estimation. Exponential family.

2 Março 2011, 08:00 • NICOLETTA ROSATI

Properties of estimators (cont.): consistency. Sufficient conditions. Properties of MLE.

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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Likelihood: revision

23 Fevereiro 2011, 09:30 • NICOLETTA ROSATI

Data generating process, random sample. Likelihood function. Point and interval estimation. Maximum likelihood estimation (MLE). Regularity conditions. Equivariance of MLE. Properties of estimators: bias, efficiency, Cramér-Rao lower bound. Fisher information. Examples.

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