Students

STAT8111 – Generalized Linear Models

2023 – Session 2, In person-scheduled-weekday, North Ryde

General Information

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Unit convenor and teaching staff Unit convenor and teaching staff Convenor, Lecturer
Benoit Liquet-Weiland
Iris Jiang
Credit points Credit points
10
Prerequisites Prerequisites
((Admission to MAppStat or MScInnovationStat or GradCertAppStat or GradDipAppStat or MDataSc) and ((STAT806 or STAT810 or STAT6110) and STAT6175)) or (admission to MMarScMgt or MConsBiol or GradDipConsBiol and (STAT830(Cr) or STAT8830(Cr))) or (Admission to MBusAnalytics and BUSA8000 and ECON8040))or (Admission to MActPrac and (STAT806 or STAT810 or STAT8310))
Corequisites Corequisites
Co-badged status Co-badged status
STAT7111
Unit description Unit description

This unit starts with the classical normal linear regression model. The family of generalized linear models is then introduced, and maximum likelihood estimators are derived. Models for counted responses, binary responses, continuous non-normal responses and categorical responses; and models for correlated responses, both normal and non-normal, and generalised additive models, are studied. All models and methods are illustrated using data sets from disciplines such as biology, actuarial studies and medicine.

Important Academic Dates

Information about important academic dates including deadlines for withdrawing from units are available at https://www.mq.edu.au/study/calendar-of-dates

Learning Outcomes

On successful completion of this unit, you will be able to:

  • ULO1: Formulate a generalized linear model and derive its maximum likelihood estimators.
  • ULO3: Perform model selection and test hypothesis.
  • ULO2: Answer research questions by exploring data graphically; selecting and applying appropriate modelling techniques; appraising underlying model assumptions and goodness of fit, and modifying the analysis if required.
  • ULO4: Apply the generalized additive model to incorporate nonlinear forms of the predictors and use random effects or generalized estimating equations to model correlated data.
  • ULO5: Use statistical software to create model output and interpret them.

Assessment Tasks

Name Weighting Hurdle Due
Assignment 1 30% No Week 4
Assignment 2 40% No Week 9
Assignment 3 30% No Week 13

Assignment 1

Assessment Type 1: Quantitative analysis task
Indicative Time on Task 2: 10 hours
Due: Week 4
Weighting: 30%

 

Assignment

 


On successful completion you will be able to:
  • Formulate a generalized linear model and derive its maximum likelihood estimators.
  • Perform model selection and test hypothesis.
  • Answer research questions by exploring data graphically; selecting and applying appropriate modelling techniques; appraising underlying model assumptions and goodness of fit, and modifying the analysis if required.
  • Use statistical software to create model output and interpret them.

Assignment 2

Assessment Type 1: Quantitative analysis task
Indicative Time on Task 2: 12 hours
Due: Week 9
Weighting: 40%

 

Assignment

 


On successful completion you will be able to:
  • Formulate a generalized linear model and derive its maximum likelihood estimators.
  • Perform model selection and test hypothesis.
  • Answer research questions by exploring data graphically; selecting and applying appropriate modelling techniques; appraising underlying model assumptions and goodness of fit, and modifying the analysis if required.
  • Use statistical software to create model output and interpret them.

Assignment 3

Assessment Type 1: Quantitative analysis task
Indicative Time on Task 2: 10 hours
Due: Week 13
Weighting: 30%

 

Assignment

 


On successful completion you will be able to:
  • Formulate a generalized linear model and derive its maximum likelihood estimators.
  • Perform model selection and test hypothesis.
  • Answer research questions by exploring data graphically; selecting and applying appropriate modelling techniques; appraising underlying model assumptions and goodness of fit, and modifying the analysis if required.
  • Apply the generalized additive model to incorporate nonlinear forms of the predictors and use random effects or generalized estimating equations to model correlated data.
  • Use statistical software to create model output and interpret them.

1 If you need help with your assignment, please contact:

  • the academic teaching staff in your unit for guidance in understanding or completing this type of assessment
  • the Writing Centre for academic skills support.

2 Indicative time-on-task is an estimate of the time required for completion of the assessment task and is subject to individual variation

Delivery and Resources

Classes

Lectures (beginning in Week 1): There is one two-hour lectures each week.

SGTA classes (beginning in Week 2): Students must register in and attend one one-hour class per week.

The timetable for classes can be found on the University website at: https://timetables.mq.edu.au/

Enrolment can be managed using eStudent at: https://students.mq.edu.au/support/technology/systems/estudent

Suggested textbooks

The following textbook is useful as supplementary resources, for additional questions and explanations. They are available from the Macquarie University library:

  1. Fahrmeir, L., Kneib, T., Lang, S. and Marx, B. (2013). Regression: Models, Methods and Applications, Springer.   
  2. Faraway, J. J. (2016). Extending the linear model with R: generalized linear, mixed effects and nonparametric regression models. CRC Press.  
  3. De Jong, P. and Heller, G.Z. (2008). Generalized Linear Models for Insurance Data, Cambridge University Press.  
  4. Wood, Simon N. (2017). Generalized additive models: an introduction with R, 2nd edition. CRC Press.  
  5. Stasinopoulos M. D., Rigby R. A., Heller G. Z., Voudouris V., De Bastiani F. (2017). Flexible Regression and Smoothing: Using GAMLSS in R. CRC Press.  
  6. Dobson, A. J. and Barnett, A. G. (2018). An Introduction to Generalized Linear Models, 4th edition, Chapman & Hall.  
  7. Lindsey, J.K. (1997). Applying Generalized Linear Models, Springer.   
  8. McCullagh, P. and Nelder, J.A. (1989). Generalized Linear Models, 2nd edition, Chapman & Hall.

Technology Used and Required

This subject requires the use of the following computer software:

  • R: R is a free statistical software package. Access and installation instructions may be found at: https://www.r-project.org/
  • RStudio: RStudio is an open source tool that is used to manage and present work performed using R. Access and installation instructions may be found at https://rstudio.com/products/rstudio/download/
  • LaTeX: LaTeX is a free mathematical typesetting program. You should use this to help to typeset your assignment. Access and installation instructions may be found at: https://www.latex-project.org/get/

Communication

We will communicate with you via your university email or through announcements on iLearn. Queries to convenors can either be placed on the iLearn discussion forum or sent to your lecturers from your university email address.

COVID Information

For the latest information on the University’s response to COVID-19, please refer to the Coron- avirus infection page on the Macquarie website: https://www.mq.edu.au/about/coronavirus-faqs. Remember to check this page regularly in case the information and requirements change during semester. If there are any changes to this unit in relation to COVID, these will be communicated via iLearn.

Unit Schedule

This is a draft schedule and is subjected to change.

Week

Topics

 

1

The classical normal linear model

 

2

Introduction to GLMs:  The framework of generalized linear models is introduced, and the theory behind maximum likelihood estimation of the parameters started.

 

3

Maximum likelihood estimation of the parameters; Poisson regression for count data

 

4

Inference; comparison of models  The deviance as a measure of fit; hypothesis testing

Assignment 1 due

5

Model checking: Definition of residuals in GLMs; checking for violation of model assumptions  

 

6

Model selection; overdispersion:  Selection of models via AIC; the phenomenon of overdispersion; compound Poisson models to overcome it; the negative binomial model for counts

 

7

Binary responses:  logistic regression

 

 

Session 2 Break

 

8

Logistic regression contd; Zero-inflated models; Generalized additive models

 

9

Regression models for ordinal and categorical responses

Assignment 2 due

10

Correlated data:  Models for longitudinal data, and other data structures in which there is clustering or correlation between observations

 

11

Correlated data 

 

12

Correlated data

 

13

No Lecture

Assignment 3 due

Policies and Procedures

Macquarie University policies and procedures are accessible from Policy Central (https://policies.mq.edu.au). Students should be aware of the following policies in particular with regard to Learning and Teaching:

Students seeking more policy resources can visit Student Policies (https://students.mq.edu.au/support/study/policies). It is your one-stop-shop for the key policies you need to know about throughout your undergraduate student journey.

To find other policies relating to Teaching and Learning, visit Policy Central (https://policies.mq.edu.au) and use the search tool.

Student Code of Conduct

Macquarie University students have a responsibility to be familiar with the Student Code of Conduct: https://students.mq.edu.au/admin/other-resources/student-conduct

Results

Results published on platform other than eStudent, (eg. iLearn, Coursera etc.) or released directly by your Unit Convenor, are not confirmed as they are subject to final approval by the University. Once approved, final results will be sent to your student email address and will be made available in eStudent. For more information visit ask.mq.edu.au or if you are a Global MBA student contact globalmba.support@mq.edu.au

Academic Integrity

At Macquarie, we believe academic integrity – honesty, respect, trust, responsibility, fairness and courage – is at the core of learning, teaching and research. We recognise that meeting the expectations required to complete your assessments can be challenging. So, we offer you a range of resources and services to help you reach your potential, including free online writing and maths support, academic skills development and wellbeing consultations.

Student Support

Macquarie University provides a range of support services for students. For details, visit http://students.mq.edu.au/support/

The Writing Centre

The Writing Centre provides resources to develop your English language proficiency, academic writing, and communication skills.

The Library provides online and face to face support to help you find and use relevant information resources. 

Student Services and Support

Macquarie University offers a range of Student Support Services including:

Student Enquiries

Got a question? Ask us via AskMQ, or contact Service Connect.

IT Help

For help with University computer systems and technology, visit http://www.mq.edu.au/about_us/offices_and_units/information_technology/help/

When using the University's IT, you must adhere to the Acceptable Use of IT Resources Policy. The policy applies to all who connect to the MQ network including students.

Changes from Previous Offering

We highly appreciate student feedback as it helps us enhance our unit offerings continually. Therefore, we encourage students to provide constructive feedback through various channels, such as student surveys, direct communication with teaching staff, or by utilising the FSE Student Experience & Feedback link available on the iLearn page.

Based on the feedback received from students in the previous iteration of this unit, the overall response was overwhelmingly positive. Students expressed satisfaction with the clarity of assessment requirements and the level of support provided by the teaching staff. Considering this positive feedback, there are no planned changes to the delivery of the unit. However, we remain committed to further improving the level of support and student engagement in order to enhance the overall learning experience.

Hurdle Assessments

There is no Hurdle Assessment.

Late Assessment Submission Penalty

Unless a Special Consideration request has been submitted and approved, a 5% penalty (of the total possible mark) will be applied each day a written assessment is not submitted, up until the 7th day (including weekends). After the 7th day, a grade of 0 will be awarded even if the assessment is submitted. Submission time for all written assessments is set at 11:55 pm. A 1-hour grace period is provided to students who experience a technical concern.

For any late submission of time-sensitive tasks, such as scheduled tests/exams, performance assessments/presentations, and/or scheduled practical assessments/labs, students need to submit an application for Special Consideration.

Assessments where Late Submissions will be accepted.

In this unit late submissions will be accepted as follows:

  • Assignment 1 – YES, Standard Late Penalty applies;
  • Assignment 2 – YES, Standard Late Penalty applies;
  • Assignment 3 – YES, Standard Late Penalty applies.

Requirements to Pass this Unit

To pass this unit you must:

  • Achieve a total mark equal to or greater than 50%.

Special Consideration

The Special Consideration Policy aims to support students who have been impacted by short-term circumstances or events that are serious, unavoidable and significantly disruptive, and which may affect their performance in assessment. If you experience circumstances or events that affect your ability to complete the written assessments in this unit on time, please inform the convenor and submit a Special Consideration request through ask.mq.edu.au.


Unit information based on version 2023.01R of the Handbook