DE

Modul

Generalized Regression Models [M-MATH-102906]

Credits
4
Recurrence
Unregelmäßig
Duration
1 Semester
Language
Level
4
Version
2

Responsible

Organisation

  • KIT-Fakultät für Mathematik

Part of

Bricks

Identifier Name LP
T-MATH-105870 Generalized Regression Models 4

Competence Certificate

 The module will be completed by an oral exam (ca. 20 min).

Competence Goal

At the end of the course, students will 

  • be familiar with the most important regression models and their properties, 
  • be able to evaluate and interpret the results obtained using these models,
  • be able to use the models to analyze more complex data sets.

Prerequisites

None

Content

This course covers basic models of statistics that allow us to capture relationships between variables. Topics include

  • Linear regression models:
    Model diagnostics
    Multicollinearity
    Variable selection
    Generalized least squares
  • Nonlinear regression models:
    Parameter estimation
    Asymptotic normality of maximum likelihood estimators
  • Regression models for count data
  • Generalized linear models:
    Parameter estimation
    Model diagnostics
    Overdispersion and quasi-likelihood

Recommendation

The contents of the course "Statistics" are strongly recommended.

Workload

Total workload: 120 hours

Attendance: 45 hours

  • lectures, problem classes, and examination 

Self-studies: 75 hours

  • follow-up and deepening of the course content,
  • work on problem sheets,
  • literature study and internet research relating to the course content,
  • preparation for the module examination