Generalised Linear Models and Survival Analysis (Special Paper)
STAT3017Y(5)*
3
0
6
Description
Limitations of the general linear model. Scope a
nd versatility of the generalised linear model. The
exponential family of densities. Esti
mation of generalised linear models
and hypothesis testing including use
of relevant software. Logit, Probit, log-log and Po
isson regression with business
applications. Log linear
analysis of multidimensional contingency tables. Mul
tinomial 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.
