In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...

Ordinary linear regression (OLR) assumes that response variables are continuous. Generalized Linear Models (GLMs) provide an extension to OLR since response variables can be continuous or discrete ...

We consider a cross-section model that contains an individual component, a deterministic time trend and an unobserved latent common time series component. We show the following oracle property: the ...

X ij = [x ij1, ... , x ijp]' The Generalized Estimating Equation of Liang and Zeger (1986) for estimating the p ×1 vector of regression parameters is an extension of the independence estimating ...

Keywords: Statistical analyses. Regression models. Post-earthquake ignitions. Data analyses. California. Ground shaking. Generalized linear mixed models. Goodness-of ...

This course is available on the MRes/PhD in Economics and MRes/PhD in Management (Marketing). This course is not available as an outside option. Students should have completed an undergraduate level ...

This article develops a method of calculating iterative estimates of the coefficients of a set of linear regression equations. There are p equations such that the explanatory variables are ...

This course is compulsory on the MRes/PhD in Finance. This course is available on the MRes/PhD in Economics and MRes/PhD in Management (Marketing). This course is not available as an outside option.