Limitations of the general linear model. Scope and versatility of the generalised linear model. The exponential family of densities. Estimation of generalised linear models and hypothesis testing including use of relevant software. Logit, Probit, log-log and Poisson regression with business applications. Log linear analysis of multidimensional contingency tables. Multinomial response models. Survival models: Survival time. Hazard function. Cumulative hazard function. Censoring. Accelerated Life Models. Proportional Hazards Model. Exponential and Weibull Models. Time varying covariates. Time dependent effects. Business and actuarial applications.
