STA600 Generalized Linear Models

2 Model Fitting + More on MLE’s

Arild Buland

Ch. 2 Model Fitting (Optional)

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 Example 1: Chronical medical conditions
• Women in country areas have fewer GP/doctor consultations than women in cities
• Is this because they are healthier?
• Let Yjk be the number of chronical medical conditions for woman k in group j
– j=1 is the town group
– j=2 is the country group

Poisson model

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 Estimation

Adequacy of the model - residuals

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 Pearson goodness-of-fit statistic

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 Vector-matrix notation

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 Example 2: Birthweight and gestational age
• Yjk is birthweight for baby k in group j=1 for boys and j=2 for girls
• xjk is the gestational weight (weeks)

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H0 H1

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 Inference and Simplicity

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STA600 Generalized Linear Models

More on MLE’s

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 The Score statistics/vector

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Fisher Information matrix

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Asymptotic properties

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 Example: Normal distribution with known variance

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Example: Normal distribution unknown expectation and variance

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 Details Fisher for Normal Distribution

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R programming example: Simulation of Exponential MLE

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Next week: Ch. 3 Exponential Family and GLMs

• Next week we start on the core part of this course
• We include other distributions than Normal
• We introduction non-linear relations

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