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| SDOC0031-1 | Linear models
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| Duration : | 20h Th |
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| Number of credits : |
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| Lecturer : | Yvik Swan |
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Language(s) of instruction :
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| French language |
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Organisation and examination :
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| Teaching in the second semester |
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Course contents :
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| Part I : Linear Regression
- Definition(s)
- Ordinary least squares estimator
- Hypothesis testing
- Weighted and Generalized Least Squares
- Selection of explanatory variables
Part II : Non linear and non parametric regression
- Non linear regression
- Non parametric regression
Part III : Generalized linear models
- Introduction
- Logistic regression
Part IV : ANOVA |
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Learning outcomes of the course :
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| At the end of the course the student will master the different notions on three levels : theoretical, practical and computational. |
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Prerequisites and co-requisites/ Recommended optional programme components :
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| The following courses are indispensable : Probability and Statistics I, II and III as well as Linear Algebra. Good mastery of R is a help. |
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Planned learning activities and teaching methods :
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| Ex cathedra teaching and exercise sessions |
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Mode of delivery (face-to-face ; distance-learning) :
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Recommended or required readings :
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| Course notes will be made available on MyULG before the class begins.
Bibliography :
- Hafner, C. (2012) Modèles linéaires. Notes de cours, UCL
- McCullagh, P. and Nelder, J. A. (1983). Polytomous data. In Generalized Linear Models, pages 101-126. Springer.
- Nelder, J. A. and Baker, R. (1972). Generalized linear models. Wiley Online Library.
- Peng, C.-Y. J., Lee, K. L., and Ingersoll, G. M. (2002). An introduction to logistic regression analysis and reporting. The Journal of Educational Research, 96(1) :3-14.
- Werker, B. (2001) Linear and nonlinear models. Course notes, ULB
- White, H. (1980). A heteroskedasticity-consistent covariance matrix esti- mator and a direct test for heteroskedasticity. Econometrica : Journal of the Econo- metric Society, pages 817-838.
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Assessment methods and criteria :
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Work placement(s) :
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Organizational remarks :
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Contacts :
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| Yvik Swan
Département de Mathématique, Grande Traverse, 12, Sart Tilman, B-4000 Liège
+32 4 366 94 76
yswan at ulg.ac.be
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