Generalised Linear Models STAT7030  - Details

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Offered By: School of Finance and Applied Statistics
Academic Career: Graduate Coursework
Course Subject: Statistics
Offered in: Second Semester, 2010
Unit Value: 6 units
Course Description:

This course is intended to introduce students to generalised linear modelling methods for both discrete and continuous response data.

Review of multiple linear regression and the analysis of variance; use of transformations and weighting in linear models. Logistic regression for binary response data. Generalised linear models; estimation and inference using iteratively re-weighted least squares (IRLS). Poisson regression; loglinear models for contingency tables.

Learning Outcomes: Introduction to generalised linear modelling methods, structural assumptions and diagnostics for both discrete and continuous responses.
Indicative Assessment:
  • Mid semester exam (1 hour) 20%
  • Final exam (3 hours) 80%
Workload:

10 hours per week

Course Classification(s): TransitionalTransitional courses are designed for students from a broad range of backgrounds and learning achievements, which provide for the acquisition of generic skills; or an informed understanding of contemporary issues; or fundamental knowledge for transition to Advanced or Specialist courses.
Areas of Interest: Actuarial Studies and Statistics
Eligibility: At least an average of 65% (or equivalent) in the final two years of an Australian undergraduate degree with at least two years of university level statistical and mathematical study including calculus and linear algebra, as well as mathematical statistics and linear regression theory.
Incompatibility:

with STAT8030 Generalised Linear Modelling

Prescribed Texts: See Course Website:  http://ecocomm.anu.edu.au/courses/course.asp?code=STAT7030
Preliminary Reading:

See Course Website:  http://ecocomm.anu.edu.au/courses/course.asp?code=STAT7030

 

Indicative Reading List: See Course Website:  http://ecocomm.anu.edu.au/courses/course.asp?code=STAT7030
Programs: Graduate Certificate in Actuarial Studies and Master of Applied Statistics
Other Information:

For further information please refer to http://ecocomm.anu.edu.au/courses/course.asp?code=STAT7030

Academic Contact: See http://ecocomm.anu.edu.au/courses/course.asp?code=STAT7030