TMA4315: Generalized linear (mixed) models, autumn 2024

The exam is on 27th November, starting at 9am.

The regulations say "Specified printed and hand-written support material is allowed. A specific basic calculator is allowed." This means a calculator and a yellow sheet, which you can get from the department offices on the 7th floor.

The exam will be written in English, but you can answer in English or Norwegian. This is not a language exam, so Bad English is acceptable. If in doubt, keep your sentences short and simple.

Relevant exams are found on the bottom of each module page, and linked to from the wiki page.

There will be a revision session in R4 (behind the cafe in Realfagbygget) on Tuesday 26th November 10:00-12:00. I will be there for the whole time, so turn up when you can. If you can't make it at that time, I'm happy to get emails, or you can meet me in my office.

Previous exams can be found here, and exam questions are on each module, which will also be helpful.

Good luck!

Thanks to timetable clashes, we will split modules over 2 weeks. So the plenary lecture will be on Wednesday, and the interactive lectures will be repeated on Mondays and Tuesdays (note: the lectures for Module 2, in the week beginning 26th August will be on Monday and Wednesday. These should largely be revision, so ).

• Monday 08:15 - 10:00 in Smia
• Tuesday 10:15 - 12:00 in Smia
• Wednesday 14:15 - 16:00 in VE20 (Lecture session)

All materials will be found at this web link - just click on the correct folder for the module. Links will also be provided below to each week's material, and will be updated as it is ready. Last year's material is linked to below: if you want to look ahead, changes will be minor.

We will be using Fahrmeir et al. as a textbook (this should be freely available for NTNU students. The link goes to the second edition, so some section numbers might be wrong. Tell me if you find an error!).

The exercise is here. The deadline is midnight on Friday 11th October. You should do this in groups, and hand in on Backboard. You can join groups on Blackboard, for compulsory exercise 2 (NOT compulsory exercise 1!), and from there you can submit your assignments, as many times as you want. If something doesn't work, tell me. I might not have set everything up correctly.

The exercise is here. The deadline is midnight on Friday 8th October. You should do this in groups, and hand in on Backboard. You need to join a group on Blackboard, for compulsory exercise 3 (NOT compulsory exercise 1 or 2!), and from there you can submit your assignments, as many times as you want. As always, tell me if this isn't working, and I can help.

The Notes contain all of the information in the Module.

• Notes for whole module
• Notes Markdown file

• Presentation pdf
• Presentation Markdown file

• Interactive session webpage
• Interactive session Markdown file

For this module, we will have lectures on Monday (26th) and Wednesday (28th). So:

Monday: Week 1 lecture Tuesday: Week 1 interactive session Wednesday: Week 2 lecture

After this week, lectures will be on Wednesday and Monday and Tuesday will be interactive.

This module is split over 2 weeks, and also has a compulsory exercise, where you can make an R package to do what the lm() function already does. If you can do this, it means you understand how regression works (as well as how to make an R package). The deadline for handing in the compulsory exercise will be the end of Friday 13th September.

The Notes contain all of the information in the Module, for both weeks.

• Notes for whole module
• Notes Markdown file

The Compulsory Exercise is here

There are also a couple of mathematical results from Härdle & Simes

These are the Week 1 files, the presentation and interactive work:

• Week 1 Presentation pdf
• Week 1 Presentation Markdown file

• Week 1 Interactive session webpage
• Week 1 Interactive session Markdown file

These are the Week 2 files:

• Week 2 Presentation pdf
• Week 2 Presentation Markdown file

• Week 2 Interactive session webpage
• Week 2 Interactive session Markdown file

This module is split over 2 weeks.

The Notes contain all of the information in the Module, for both weeks.

• Notes for whole module
• Notes Markdown file

These are the Week 1 files, the presentation and interactive work:

• Week 1 Presentation pdf
• Week 1 Presentation Markdown file

• Week 1 Interactive session webpage
• Week 1 Interactive session Markdown file

These are the Week 2 files, the presentation and interactive work:

• Week 2 Presentation pdf
• Week 2 Presentation Markdown file

• Week 2 Interactive session webpage
• Week 2 Interactive session Markdown file

Here are a couple of videos. They should be embedded in the notes, but in case there is a problem, here are the links.

• Derivation of the likelihood
• Derivation of the score
• Derivation of the observed Fisher information matrix
• Derivation of the expected Fisher information matrix

This module is split over 2 weeks.

The Notes contain all of the information in the Module, for both weeks.

• Notes for whole module
• Notes Markdown file

These are the Week 1 files, the presentation and interactive work:

• Week 1 Presentation pdf
• Week 1 Presentation Markdown file

• Week 1 Interactive session webpage
• Week 1 Interactive session Markdown file

These are the Week 2 files, the presentation and interactive work:

• Week 2 Presentation pdf
• Week 2 Presentation Markdown file

• Week 2 Interactive session webpage
• Week 2 Interactive session Markdown file

There is a compulsory exercise associated with this week. the deadline is the end of Friday 11th October.

This module is only one week.

The Notes contain all of the information in the Module.

• Notes for whole module
• Notes Markdown file

These are the presentation and interactive work:

• Presentation pdf
• Presentation Markdown file

• Interactive session webpage
• Interactive session Markdown file

I also made some videos. These should be embedded in the notes, but they are also here:

• Derivation of E(Y) = b'(theta)
• Derivation of Var(Y) = b''(theta)(phi/w_i)
• The score, as a function of beta

This module is only one week (and I have put it up a week early).

The Notes contain all of the information in the Module.

• Notes for whole module
• Notes Markdown file

These are the presentation and interactive work:

• Presentation pdf
• Presentation Markdown file

• Interactive session webpage
• Interactive session Markdown file

This module is two weeks long.

The Notes contain all of the information in the Module.

• Notes for whole module
• Notes Markdown file

These are the presentation and interactive work for Week 1:

• Presentation pdf
• Presentation Markdown file

• Interactive session webpage
• Interactive session Markdown file

And these are the presentation and interactive work for Week 2:

• Presentation pdf
• Presentation Markdown file

• Interactive session webpage
• Interactive session Markdown file

This module is only one week long.

The Notes contain all of the information in the Module.

• Notes for whole module
• Notes Markdown file

These are the presentation and interactive work:

• Presentation pdf
• Presentation Markdown file

• Interactive session webpage
• Interactive session Markdown file

NEW: Here is the exam, and here are the solutions.

The exam is on Tuesday 5th December, starting at 15:00.

This is what you are permitted:

Permitted examination support material: C - Tabeller og formler i statistikk (Tapir forlag, Fagbokforlaget), - one yellow A4 sheet with your own handwritten notes (stamped by the Department of Mathematical Sciences), - specified calculator

For revision, I have booked the following rooms and times for revision session:

• Monday 27th November 10:15 - 12:00 in F4
• Friday 1st December 10:15-12:00-ish in Galleri 4 (the room is free afterwards, so if you turn up at 11:59 I am happy to continue)

You can turn up to ask for help about any topics in the course. I am also happy to field questions by email, if that is easier.

If you are unable to turn up to either session, I should be able to arrange a different session.

Previous exams are here: 2017 and 2018 are closest in terms of the weighting of theory and use of GLMs. Note that you will not have access to R (and hence there will not be any programming in the exam, although you will be expected to understand code that is presented to you).

• Presentation pdf
• Presentation Markdown file

• Interactive session webpage
• Interactive session Markdown file

This module is split over 2 weeks, and also has a compulsory exercise, where you can make an R package to do what the lm() function already does. If you can do this, it means you understand how regression works (as well as how to make an R package). The deadline for handing in the compulsory exercise will be the end of Friday 15th September.

The Notes contain all of the information in the Module, for both weeks.

• Notes for whole module
• Notes Markdown file

The Compulsory Exercise is here (ignore the date on the file, unless you have a working time machine).

These are the Week 1 files, the presentation and interactive work:

• Week 1 Presentation pdf
• Week 1 Presentation Markdown file

• Week 1 Interactive session webpage
• Week 1 Interactive session Markdown file

These are the Week 2 files:

• Week 2 Presentation pdf
• Week 2 Presentation Markdown file

• Week 2 Interactive session webpage
• Week 2 Interactive session Markdown file

This module is split over 2 weeks.

The Notes contain all of the information in the Module, for both weeks.

• Notes for whole module
• Notes Markdown file

These are the Week 1 files, the presentation and interactive work:

• Week 1 Presentation pdf
• Week 1 Presentation Markdown file

• Week 1 Interactive session webpage
• Week 1 Interactive session Markdown file

These are the Week 2 files, the presentation and interactive work:

• Week 2 Presentation pdf
• Week 2 Presentation Markdown file

• Week 2 Interactive session webpage
• Week 2 Interactive session Markdown file

This module is split over 2 weeks. There is also a compulsory exercise (put up in the second week)

The Compulsory Exercise is here. The deadline is Friday 13th October 2023, at midnight.

The Notes contain all of the information in the Module, for both weeks.

• Notes for whole module
• Notes Markdown file

These are the Week 1 files, the presentation and interactive work:

• Week 1 Presentation pdf
• Week 1 Presentation Markdown file

• Week 1 Interactive session webpage
• Week 1 Interactive session Markdown file

These are the Week 2 files, the presentation and interactive work:

• Week 2 Presentation pdf
• Week 2 Presentation Markdown file

• Week 2 Interactive session webpage
• Week 2 Interactive session Markdown file

This is a single week module

The Notes contain all of the information in the Module, for both weeks.

• Notes for whole module
• Notes Markdown file
• Handwritten Notes with proofs of E(y) and Var(y)

These are the files for the presentation and interactive work:

• Presentation pdf
• Presentation Markdown file

• Interactive session webpage
• Interactive session Markdown file

This is a single week module

The Notes contain all of the information in the Module, for both weeks.

• Notes for whole module
• Notes Markdown file

These are the files for the presentation and interactive work:

• Presentation pdf
• Presentation Markdown file

• Interactive session webpage
• Interactive session Markdown file

This is a two week module

The Notes contain all of the information in the Module, for both weeks.

• Notes for whole module
• Notes Markdown file

These are the files for the presentation and interactive work for week 1:

• Presentation pdf
• Presentation Markdown file

• Interactive session webpage
• Interactive session Markdown file

These are the files for the presentation and interactive work for week 2:

• Presentation pdf (this may change a bit in the next week)
• Presentation Markdown file

• Interactive session webpage
• Interactive session Markdown file

This is a one week module. But there is also a compulsory exercise

The compulsory exercise is here. The deadline is the end of Friday November 18th.

The Notes contain all of the information in the Module.

• Notes for whole module
• Notes Markdown file

These are the files for the presentation and interactive work for both weeks:

• Presentation pdf
• Presentation Markdown file

• Interactive session webpage
• Interactive session Markdown file

This is a one week module.

These are the files for the presentation. There is no interactive session module:

• Presentation pdf
• Presentation Markdown file

REMEMBER: there is also the final compulsory exercise

The compulsory exercise is here. The deadline is the end of Friday November 18th.