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Title
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Room
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Generalized Linear Models: Theory, Application and Extensions
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M-International Salon C
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Date / Time
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Sponsor
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Type
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08/08/2001
8:00 AM
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4:00 PM
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ASA
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Other
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Organizer:
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n/a
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Chair:
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n/a
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Discussant:
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CE Presenter
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Joseph Hilbe
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Description
Generalized Linear Models (GLM) is a framework within which various data situations may be using an adaptable single estimating algorithm. An extension to the standard OLS model, GLM's allow estimation of models having continuous, proportional, binary, and count responses. The course will devote considerable attention to the derivation of the major estimating algorithms, as well as to model fit and comparative assessment. Special attention will be devoted to the production , adjustment, and interpretation of parameter estimate standard errors. The course will also examine how and why basic GLM methodology must itself be extended when dealing with certain types of correlated data.
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