First semester

Generalised Linear Models

Objectives

Choose an appropriate model to explain a binary or categorical variable, depending on the nature of the problem and the data available.
build this model, understand how it works and implement it using appropriate software
be able to interpret the results obtained

Course outline

Generalized linear model, logistic model, probit model
Average marginal effects
Multinomial logistic and probit models

Prerequisites

This course requires all students to have a thorough knowledge of linear regression models and inferential statistics.