In 200B, we learn the linear models in the form \[
y = \beta_0 + \beta_1 x_1 + \cdots + \beta_p x_p + \epsilon,
\] where
\(y\) is a continuous response
variable (or dependent variable),
\(x_1, \ldots, x_p\) are
covariates (or predictors, or independent
variables), and
\(\epsilon\) is the error
term and assumed to be normally distributed and independent among
observations.
In 200C, we generalize the linear models in three directions.
Generalized linear models (GLMs) handles nonnormal
responses, \(y\).
binary response (disease or not)
proportions
counts
Mixed effects models relaxes the independence
assumption of the error term and allows correlation structure in \(\epsilon\).
Some data has a grouped, nested or hierarchical structure.
Repeated measures, longitudinal and multilevel data
Nonparametric regression models (GAM, trees, neural
networks) allow nonlinearity in the effects of predictors \(x\) on responses.
Course description
Read syllabus
and schedule
for a tentative list of topics and course logistics.
Teaching philosophy. Usually a GLM course is taught on
blackboard/whiteboard with mostly math derivations. In this course, I
will start from R code and then explain the theory behind it.