Syllabus for STK3100/4100 autumn 2018

Textbook

Alan Agresti: Foundations of Linear and Generalized Linear Models. Wiley, 2015. ISBN: 978-1-118-73003-4. Homepage.

General description

STK3100/4100 is a course on generalized linear models, i.e. models that generalize the classical linear regression model both with respect to the distribution of the random variables and the form of their expected values. The core material of the course is contained in chapters 4-9 of the text book. Chapters 2 and 3 discuss the classical linear regression model in more depth than has been the case in earlier courses, but also contain much material that should be well known. The curriculum from these chapters will focus on the material that has not been covered before, and known material will only be considered when it helps to illuminate the general theory.

Curriculum

Chapter 1: All. 

Chapter 2: Section 2.1 (except 2.1.6), section 2.2 (except proofs in 2.2.1 and 2.2.2, and except 2.2.4), section 2.3 (except 2.3.4), and section 2.4 (only 2.4.1).

Chapter 3: Section 3.1 (except page 84 in 3.1.4 and except 3.1.5), and section 3.2 (except 3.2.7, 3.2.8, and 3.2.9).

Chapter 4: Section 4.1, section 4.2 (except 4.2.6), section 4.3, section 4.4 (except 4.4.5), section 4.5 (except 4.5.3), section 4.6 (except 4.6.4 and 4.6.5), section 4.7.

Chapter 5: Section 5.1, section 5.2 (except 5.2.3), section 5.3 (except 5.3.3 and 5.3.4), section 5.5 (except 5.5.4), section 5.6 (except 5.6.2), section 5.7 (except 5.7.1).

Chapter 6: Section 6.1 (except 6.1.5 and 6.1.6), section 6.2 (except 6.2.3, 6.2.4, and 6.2.5), and section 6.3 (except 6.3.1).

Chapter 7: Section 7.1 (except 7.1.2 and 7.1.5), section 7.3 (except 7.3.5), section 7.4.1, and section 7.5. 

Chapter 8: Section 8.1, section 8.2.4 (only to middle of page 276), and section 8.3.

Chapter 9: Section 9.1 (except 9.1.4 and 9.1.6), section 9.2, section 9.3, section 9.4 (except 9.4.3 and 9.4.4), section 9.5 (except 9.5.3, 9.5.4, and 9.5.5), section 9.6 (except 9.6.2 and 9.6.5), and section 9.7.

The problems discussed in the course and the two  compulsory assignments are also a part of the curriculum.

Permitted aids at the exam

Published July 17, 2018 2:10 PM - Last modified Nov. 15, 2018 11:39 AM