Fall 2013 Course Syllabus:  Math 763-101

 Course Title: Generalized Linear Models Textbook: Generalized Linear Models: with Applications in Engineering and the Sciences, 2nd Edition, Raymond H. Myers, Douglas C. Montgomery, G. Geoffrey Vining, Timothy J. Robinson, John Wiley & Sons, Inc., ISBN-13: _978-0-470-45463-3 Prerequisites: Math 662 and Math 665 or departmental approval Website:

 Course Outline Week Lecture Sections Topic Assignment 1 1 (9/3) Chapter 1 and  2.1, 2.2.1 Linear regression (matrix formulation, ordinary least squares (OLS) estimator, Gauss Markov theorem.) Read Chapter 1. Assignment due 9/10 2 2 (9/10) 2.2.2-2.2.5 Linear regression models (other properties of the OLS estimator, estimation and hypothesis testing) Assignment due 9/17 3 3 (9/17) 2.2.6-2.5 Linear regression models (residual diagnostics, maximum likelihood estimation [MLE], generalized least squares) Using R and SAS to perform Regression Analysis. Assignment due 9/24 4 4 (9/24) 2.6-2.7 Linear and nonlinear regression models (weighted least squares, estimation in nonlinear regression models) Assignment due 10/1 5 5 (10/1) 3.1-3.7 Nonlinear regression models (Gauss-Newton method, inference, weighted nonlinear regression) Assignment due 10/8 6 6 (10/8) 4.1-4.2.6 Logistic regression models (model description, MLE and dispersion properties, likelihood ratio inference) Assignment due 10/15 7 7 (10/15) 4.2.7-4.4 Logistic and Poisson regression models (odds ratios, estimation and inference for Poisson regression) Assignment due 10/29 8 8 (10/22) MID TERM EXAM October 22, 2013 9 9 (10/29) 5.1-5.2 GLM (components of a GLM, exponential family of distributions, formal structure for the class of GLMs) Assignment due 11/5 10 10(11/5) 5.3-5.4 GLM (likelihood equations for GLMs, an algorithm for fitting GLMs, quasi-likelihood) Assignment due 11/12 11 11(11/12) 5.5 GLM (the gamma family, canonical and log links for the gamma family) Assignment due 11/19 12 12(11/19) 5.6-5.7 GLM (a class of link functions -- the power function, inference for GLMs) Assignment due 12/3 13 13(12/3) 5.8-5.12, 6.1 GLM and generalized estimating equations (residual analysis for GLMs, layout for longitudinal studies) Assignment due 12/10 14 14 (12/10) 6.2-6.3 Generalized estimating equations (correlation matrix, identity link, examples) Ph.D. students cover chapters 7 & 8 as extra reading. 15 12/13 -12/19 Final Exam

 IMPORTANT DATES Night Sections FIRST DAY OF SEMESTER Tuesday, September 3, 2013 MIDTERM EXAM Tuesday, October 22, 2013 LAST DAY TO WITHDRAW November 4, 2013 LAST DAY OF CLASSES December 11, 2013 FINAL EXAM PERIOD December 13-19 (Final exam on Tuesday, December 17, 2013, 6 pm)

 Assignment Weighting Hand-in Hw and Quizzes 30 % Midterm Exam I 30 % Final Exam 40 % Total                                  100 %

Course Policies

It is required that the student read the textbook for the material already covered in class by the instructor and confirm that the basic solved problems are understood and practice solving textbook problems. More explicitly, students must work on the examples and exercises and problems from the textbook on the topics already covered in class, and learn to solve them correctly. The student should compare his or her answers with those given at the end of the textbook or by the instructor. Instructor holds the right to modify in class exams, homework, quizzes dates in the best interest of the class. Official announcements are made using NJIT student emails or emails provided by students to NJIT as official emails. Only basic calculators without graphic capabilities are allowed during exams and quizzes. Ph. D. students will read in addition papers based on topics related to Generalized Linear Model as part of Math 763 course preparation for the oral exam.

·         Any complaints regarding grading have to be presented immediately after receiving the graded quizzes / tests. Looking into your neighbors work during exams is not allowed. Keeping eyes hidden using hats, caps, etc. during exams is not allowed.

·         Instructors will maintain a detailed record of you attendance as the administrators need to know the dates you missed classes.

·         The use of laptops, cell phones, beepers, or any sort of communication devices (text messaging, internet, palm pilot, etc.) during regular classes, exams and quizzes are not allowed. Please note that the laptop should remain shut down during lecture time in class.

·         No eating allowed during the class and exams periods. You are expected to remain in the classroom for the entire class period. Wandering in and out of the classroom is not allowed.

­Important Departmental and University Policies

Prepared by Prof. Sunil Dhar,

last revised: July 10, 2013