Variable Selection, Model Validation, Nonlinear Regression (Coursera)

This course will focus on getting you acquainted with the generalized linear model (GLM) through the examples of logistic and Poisson regression. You will also see how simple and multiple linear regression relates to GLM using the link function. We will also study a regression technique that is robust to having outliers in the data. Finally, we will learn how to perform model validation involving GLM.

After this course, students will be able to:

- Determine which regression models to use based on the nature of the response variable.

- Use regression technique which is robust to the presence of outliers.

- Perform generalized linear regression using R by identifying the correct link function.

- Interpret and draw conclusions on the regression model.

- Use R to perform statistical inference based on the regression models.

Syllabus

Module 1: Logistic Regression

In this module, you will learn the differences between logistic regression and ordinary linear regression, how to obtain the regression parameters using the maximum likelihood method, and use R to compute the estimators of a linear regression model and give a probabilistic prediction of Y=1 given X=x’s. There is a lot to read, watch, and consume in this module so, let’s get started!

Module 2: Poisson Regression and Generalized Linear Model

In this module, you will learn the difference between Poisson regression and ordinary linear regression, how to obtain the regression parameters using the maximum likelihood method, use R to compute the estimators of a Poisson regression model and the generalized linear model, and the similarities between the linear, logistic, and Poisson regressions. There is a lot to read, watch, and consume in this module so, let’s get started!

Module 3: Robust Regression and Model Validation

In this module, you will learn how to modify the ordinary least squares method to make the regression model more robust to the effect of outliers and use R to compute the robust regression parameters using different M-estimators and perform model validations involving logistic regression. There is a lot to read, watch, and consume in this module so, let’s get started!

Summative Course Assessment

This module contains the summative course assessment that has been designed to evaluate your understanding of the course material and assess your ability to apply the knowledge you have acquired throughout the course.