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STA409 Extended Linear Models (8)

Abstract

This subject extends the linear model into situations involving non independent observations. Such correlated data arise in repeated measures, spatial data and time series observations. Advanced techiques such as REML and GLMMs will be covered, but the modifying constraint will be the availability of solutions in software that will allow familiarisation via empirical demonstations on selected problems.

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Continuing students should consult the SAL for current offering details prior to contacting their course coordinator: STA409
Where differences exist between the handbook and the SAL, the SAL should be taken as containing the correct subject offering details.

Subject information

Duration Grading System School:
One sessionHD/FLSchool of Science and Technology

Assumed Knowledge

STA408

Learning Outcomes

Upon successful completion of this subject, students should:
Be able to recognise situations in which data dependence is a key component;
Be aware of the consequences of lack of independence in data;
Appreciate the similarities and differences between various diverse applications of dependent data such as spatial statistics, time series and repeated measures;
Be able to analyse basic dependent designs for repeated measures and variance components via available software;
Be able to test any assumptions involved in the use of the techniques;
Be able to report the results of analyses.

Syllabus

The subject will cover the following topics:
Overview of correlated data using general examples; Consequences of dependent errors; extensions of the independent error linear model: Regression - simple autoregressive models - time series models (time domain) - generalised least squares (GLS) Experimental Design - repeated measures - random effects model - mixed models - unbalanced designs - variance components (REML) - GLMMS; Tests of assumptions; Interpretation.

Residential School

This subject contains a optional 2 day residential school.

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The information contained in the 2016 CSU Handbook was accurate at the date of publication: 06 September 2016. The University reserves the right to vary the information at any time without notice.