Generalized Linear Models and Nonparametric Regression

University of Colorado Boulder via Coursera

Go to Course: https://www.coursera.org/learn/generalized-linear-models-and-nonparametric-regression

Introduction

### Course Review: Generalized Linear Models and Nonparametric Regression In the evolving field of data science, a solid grounding in statistical modeling is essential for deriving meaningful insights from data. The Coursera course, **Generalized Linear Models and Nonparametric Regression**, stands out as a comprehensive and advanced option for learners ready to delve deeper into statistical modeling techniques. This course is the final segment of the Statistical Modeling for Data Science Specialization and offers an enriching journey through various advanced statistical tools designed to enhance your analytical skills. #### Overview of the Course The course is meticulously structured to provide learners with a robust understanding of **Generalized Linear Models (GLMs)** and **Nonparametric Regression**. It focuses on cultivating a solid conceptual framework, ensuring that participants not only learn the techniques but also understand their application in real-world scenarios. The syllabus covers a variety of topics, ranging from binomial regression to generalized additive models (GAMs), ultimately empowering users to fit and interpret sophisticated statistical models. #### Detailed Syllabus Breakdown **1. An Introduction to Generalized Linear Models Through Binomial Regression** In the opening module, the course introduces learners to **generalized linear models (GLMs)** using binomial regression as the primary framework. This section effectively elucidates the necessity of GLMs in handling binomial data, presenting essential concepts like binomial link functions and model interpretation. The module also engages learners in methods to assess model fit and predictive accuracy, providing a foundational understanding vital for subsequent topics. **2. Models for Count Data** This module shifts focus towards modeling count data using **Poisson regression**. Here, learners can expect a detailed exploration of the Poisson model as it pertains to real-world data, alongside discussions about conditions under which standard Poisson regression may falter. This section is particularly beneficial for those working with datasets comprising event counts, as it guides learners through practical applications of the theory. **3. Introduction to Nonparametric Regression** The transition into the nonparametric realm introduces concepts that contrast sharply with parametric approaches. The module covers important methods like **kernel estimators and smoothing splines**, thereby equipping learners to deal with more flexible modeling approaches that do not impose rigid assumptions on data distributions. This topic serves as a gateway to understanding the blending of parametric and nonparametric techniques. **4. Introduction to Generalized Additive Models** The course culminates with an exploration of **Generalized Additive Models (GAMs)**, which strike a commendable balance between flexibility and interpretability. Learners will not only delve into the underlying mathematics involved in fitting GAMs but also have the opportunity to implement these models using simulated and real data in R. This segment is particularly advantageous, as it merges theoretical understanding with practical application. #### Learning Format and Experience Throughout the course, the immersive learning experience is complemented by hands-on activities using R. Expect video lectures, quizzes, and substantial coding exercises designed to reinforce the concepts covered. The interactive platform encourages learners to collaborate, discuss, and engage with peers, enhancing the overall educational journey. #### Recommendations The **Generalized Linear Models and Nonparametric Regression** course is highly recommended for data analysts, statisticians, and aspiring data scientists looking to deepen their understanding of advanced statistical models. Ideal for those who have completed foundational courses in statistics or data analysis, this course offers a rich blend of theory and practice that prepares participants for real-world data challenges. #### Conclusion In summary, this Coursera course is a treasure trove for anyone aiming to master advanced statistical modeling techniques. By equipping learners with essential tools like GLMs, Poisson regression, and GAMs, it not only enhances their analytical capacity but also empowers them with the knowledge to apply these methodologies effectively. Whether you're looking to advance your career or deepen your statistical expertise, the **Generalized Linear Models and Nonparametric Regression** course is undoubtedly a worthwhile investment.

Syllabus

An Introduction to Generalized Linear Models Through Binomial Regression

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, including the most common binomial link functions; correctly interpret the binomial regression model; and consider various methods for assessing the fit and predictive power of the binomial regression model.

Models for Count Data

In this module, we will consider how to model count data. When the response variable is a count of some phenomenon, and when that count is thought to depend on a set of predictors, we can use Poisson regression as a model. We will describe the Poisson regression in some detail and use Poisson regression on real data. Then, we will describe situations in which Poisson regression is not appropriate, and briefly present solutions to those situations.

Introduction to Nonparametric Regression

In this module, we will introduce the concept of a nonparametric regression model. We will contrast this notion with the parametric models that we have studied so far. Then, we’ll study particular nonparametric regression models: kernel estimators and splines. Finally, we will introduce additive models as a blending of parametric and nonparametric methods.

Introduction to Generalized Additive Models

Some models, such as linear regression, are easily interpretable, but inflexible, in that they don't capture many real-world relationships accurately. Other models, such as neural networks, are quite flexible, but very difficult to interpret. Generalized additive models (GAMs) are a nice balance between flexibility and interpretability. In this module, we will further motivate GAMs, learn the basic mathematics of fitting GAMs, and implementing them on simulated and real data in R.

Overview

In the final course of the statistical modeling for data science program, learners will study a broad set of more advanced statistical modeling tools. Such tools will include generalized linear models (GLMs), which will provide an introduction to classification (through logistic regression); nonparametric modeling, including kernel estimators, smoothing splines; and semi-parametric generalized additive models (GAMs). Emphasis will be placed on a firm conceptual understanding of these tools. Atte

Skills

Calculus and probability theory. Linear Algebra

Reviews

The pace of instruction is excellent and the assignments make it easy to translate theory to practice.

"Excellent course to delve into the assumptions of the generalized linear model and, at the same time, learn the R programming language."