课程大纲
COURSE SYLLABUS
1.
课程代码/名称
Course Code/Title
MAT7101
广义线性模型
MAT7101 Generalized Linear Models
2.
课程性质
Compulsory/Elective
专业选修课 Major Elective Courses
3.
课程学分/学时
Course Credit/Hours
3/48
4.
授课语言
Teaching Language
英文 English
5.
授课教师
Instructor(s)
陈欣 CHEN Xin
6.
是否面向本科生开放
Open to undergraduates
or not
是 Open to undergraduates
7.
先修要求
Pre-requisites
（如面向本科生开放，请注明区分内容。
If the course is open to
undergraduates, please indicate the difference.）
统计线性模型（MA329） Statistical Linear Models(MA329)
8.
教学目标
Course Objectives
本课 3 学分，3 学时/每周。 先修课程： 统计线性模型（MA329）。广义线性模型是经典线性模型的自然推广。 广义
线性模型涵盖了作为特例线性回归模型、二项响应变量的 logit 模型和 probit 模型。广义线性模型可应用于多种多样
的学科领域。在经典线性模型的假设无效时，应考虑使用这一类模型。
This course introduces generalized linear models which are a natural generalization of cla
ssical linear
mo
dels. They include as special cases linear regression model, logit and probit models for binomial
responses, and multinomial response models. Genera
lized linear models are applicable in a wide variety
of subject areas, and should be considered whenever t
he assumptions of the classical linear model are
invalid.
9.
教学方法
Teaching Methods
讲授 Lectures
10.
教学内容
Course Contents
Section 1
GLIM
通论（
9
学时）
General Theory of GLIM (9 class hours)
Section 2
GLIM
用于二进制数据（
9
学时）
GLIM for binary data (9 class hours)
Section 3
GLIM
用于均值与方差成比例的数据（
9
学时）
GLIM for data with mean proportional to variance (9 class hours)
Section 4
GLIM
用于具有恒定变异系数的数据（
9
个课时）
GLIM for data with constant coefficient of variation (9 class hours)
Section 5
多变量数据的
GLIM
（
9
学时）
Multivariate GLIM for polytomous data (9 class hours)
Section 6
拟似然和估计方程（
3
学时）
Quasi-likelihood and Estimating Equations (3 class hours)
Section 7
Section 8
Section 9
Section 10
…………
11.
课程考核
Course Assessment
（○
1
考核形式
Form of examination
；○
2 .
分数构成
grading policy
；○
3
如面向本科生开放，请注明区分内
容。 If the course is open to undergraduates, please indicate the difference.）
小测验 Quiz 30%
期中考试
Mid-Term Test
30%
期末报告 Final Presentation
40%
12.
教材及其它参考资料
Textbook and Supplementary Readings
Generalized Linear Models, Second Edition by P. McCullagh, John A. Nelder, CRC Press, Aug 1, 1989.
