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| STAT0723-2 | Statistical linear models
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| Duration : | 30h Th, 10h Pr, 20h Mon. WS |
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| Credits/ECTS : |
| Master in Mathematical Sciences, in-depth approach, 1st year | | First semester | | 8 |
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| Master in Mathematical Sciences, didactic approach, 1st year | | First semester | | 8 |
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| Master in Mathematical Sciences, professional focus in management, 1st year | | First semester | | 8 |
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| Master in Mathematical Sciences, professional focus in computer science, 1st year | | First semester | | 8 |
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| Master in Mathematical Sciences, specialized approach, 1st year | | First semester | | 8 |
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| Master in Statistics : General, Professional focus, 1st year | | First semester | | 7 |
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| Master in Mathematical Sciences | | First semester | | 8 |
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| Holder(s) : | Paul Gérard |
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| Language : | French language |
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| Course contents : | The course is mainly devoted to a detailed study of the normal general linear model. The main particular models are examined: ANOVA I and ANOVA II (fixed, random and mixed models), factorial designs, multiple regression, analysis of covariance.
Maximum likelihood estimation and introduction to the generalized linear model.
Logistic regression and log-linear analysis are presented. |
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| Course objective : | To learn the fundamentals of probability theory and statistical data analysis. To get accustomed with the notion of statistical model and to put a model into practise by using a statistical software. |
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| Prerequisites : | Knowledge of probability theory.
Essentials about statistical analysis. |
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| Workshops : | Treatment of experimental data |
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| Written notes : | A summary of the course is available.
Reference Books :
Applied linear statistical models. J.Neter, M.H.Kutner, Ch.J.Nachtsheim, W.Wasserman. Wcb McGraw-Hill
Applied multivariate data analysis volume1: regression and experimental design. J.D.Jobson
Applied logistic regression. D.W.Hosmer, S.Lemeshow. Wiley series in probability and statistics.
Multivariate statistical modelling based on generalized linear models. L.Fahrmeir, G.Tutz. Springer series in statistics |
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| Assessment : | Oral examination
Written examination
Statistical analysis report on a set of experimental data |
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| Contacts : | Paul GERARD
Institut de mathématique
Grande traverse, 12
Sart-Tilman , B-4000 Liège
Tél.: 00-32-(0)366.93.84
Mail: paul.gerard@ulg.ac.be |
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