MSH3 Generalized Linear Models

This page relates to the Mathematical Statistics Honours course "Generalized Linear Models".

The lecturer for this course is Jennifer Chan.

For general information on honours in the School of Mathematics and Statistics, refer to the relevant honours handbook.

Important announcements

General Information

• General Information

Lecture materials

• Lecture notes
• Ridge regression
• Robust regression
• Generalized Estimating Equation 1
• Generalized Estimating Equation 2
• Quasi-likelihood method
• Bayesian Statistics 1
• Bayesian Statistics 2
• Bayesian Course 1
• Bayesian Course 2
• Markov chain Monte Carlo method and slice sampling
• Metropolis-Hastings algorithm
• Rejection Acception sampling
• Slice sampling
• Conjugate priors

Assignments

• Assignment one with suggested sol.
• Assignment two with suggested sol.
• Assignment three with suggested sol.
• Assignment four with suggested sol.
• Assignment five with suggested sol.

Important resources

• Review on matrics and distribution theory
• R codes
• Solver for ML estimation
• R manual
• Freeware WinBUGS
• WinBUGS manual
• How to use WinBUGS

Data

• CBR
• Contra
   

  Timetable