Tomohiro Ando, Ker-chau Li, A WEIGHT-RELAXED MODEL AVERAGING APPROACH FOR HIGH-DIMENSIONAL GENERALIZED LINEAR MODELS, The Annals of Statistics, Vol. 45, No. 6 (December 2017), pp. 2654-2679 ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 4 (2018), pp. 817-836 (20 pages) The problem of misspecification poses challenges in model selection. The ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...