General Linear Models

Fall 2023

Prerequisite: A sound understanding of the linear regression models (OL S), knowledge in linear algebra and calculus is useful.


The main focus lies on the introduction to statistical models and estimators beyond linear regression useful to a social and economic scientists. The first two units are dedicated to an introduction to a maximum likelihood estimation while the rest of the units will discuss generalized linear models (GLS) for binary choice decisions (Logit, Probit), or dinal dependent variables, and count data (Poisson, Negative Binomial).