Textbook
Alan Agresti: Foundations of Linear and Generalized Linear Models. Wiley, 2015. ISBN: 978-1-118-73003-4. Homepage.
General description
STK3100/4100 is a course on generalized linear models, i.e. models that generalize the classical linear regression model both with respect to the distribution of the random variables and the form of their expected values. The core material of the course is contained in chapters 4-9 of the text book. Chapters 2 and 3 discuss the classical linear regression model in more depth than has been the case in earlier courses, but also contain much material that should be well known. The curriculum from these chapters will focus on the material that has not been covered before, and known material will only be considered when it helps to illuminate the general theory.
Final curriculum
Chapter 1: All.
Chapter 2: Section 2.1 (except 2.1.6), section 2.2 (except 2.2.4), section 2.3 (except 2.3.4), and section 2.4 (only 2.4.1).
Chapter 3: Section 3.1 (except page 84 in 3.1.4 and except 3.1.5), and section 3.2 (except 3.2.7, 3.2.8, and 3.2.9).
Chapter 4: Section 4.1, section 4.2, section 4.3, section 4.4 (except 4.4.5), section 4.5 (except 4.5.3), section 4.6 (except 4.6.4 and 4.6.5), section 4.7.
Chapter 5: Section 5.1, section 5.2 (except 5.2.3), section 5.3 (except 5.3.3 and 5.3.4), section 5.5 (except 5.5.4), section 5.6 (except 5.6.2), section 5.7 (except 5.7.1).
Chapter 6: Section 6.1 (except 6.1.5 and 6.1.6), section 6.2 (except 6.2.3 and 6.2.4), and section 6.3.
Chapter 7: Section 7.1 (except 7.1.2 and 7.1.5), section 7.3 (except 7.3.5), section 7.4 (except 7.4.2), and section 7.5.
Chapter 8: All.
Chapter 9: Section 9.1 (except 9.1.4 and 9.1.6), section 9.2, section 9.3, section 9.4 (except 9.4.3 and 9.4.4), section 9.5 (except 9.5.3, 9.5.4, and 9.5.5), section 9.6 (except 9.6.2 and 9.6.5), and section 9.7.
The problems discussed in the course and the two compulsory assignments will also be part of the curriculum.
Supplementary material
For those wanting an introduction to The R-language, which is the software that will be used in the course, the following book is recommended: Peter Dalgaard: Introductory Statistics with R. Springer Verlag ISBN--13: 978-0387-95457-2
Permitted aids at the exam
Approved calculator and formula lists for STK1100/STK1110 and STK2120.
Information about approved calculators (Norwegian only)