ST802: Estimating Functions (5 ECTS)

STADS: 25001801

Level
Master's level course

Teaching period

The course is offerede according to needs.

Teacher responsible
Email: bentj@stat.sdu.dk

Timetable
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Revison of timetable:
: Ligger F12 i 4 kvartal.

Comment:
Ubegrænset deltagerantal. 4. kvartal.

Prerequisites:
None

Academic preconditions:
The material from the courses ST502: Statistical Modeling and ST505: Statistical Simulation must be known. It would be an advantage to have followed MM506/ MM812: Probability theory I.

Course introduction
To study the theory of estimating functions, including optimality results and computer implementation. To apply estimating functions to solve practical problems in estimation for statistical models.

Expected learning outcome
At the end of the course the student is able to:

• describe the wide range of estimation problems that may be expressed in terms of unbiased estimating functions.
• describe the different types of estimating functions, their properties and optimality relations.
• describe the relation between estimating functions and classical maximum likelihood theory.
• apply estimating functions in a given practical setting.

Subject overview

• Estimating functions and estimating equations.
• Linear and quasi-score estimating functions.
• Optimality of the score function.
• Nuisance parameters and parameter orthogonality.
• Generalized linear models and generalized estimating equations.
• Nuisance parameter insensitivity.
• Bias adjustment for profile estimating functions.
• Numerical solution to estimating equations.
• Application of estimating functions to problems in e.g. biostatistics and econometrics.

Literature

• Meddeles ved kursets start..

Website
This course uses e-learn (blackboard).

Prerequisites for participating in the exam
None

Assessment and marking:
a) Project assignment, 7-point scale, external examiner.
Individual project concluded by a written report.

Re-examination according to the rules of the study board. The re-examination can have another form than the ordinary exam.

Expected working hours
The teaching method is based on three phase model.

Forelæsninger: 28 timer
Eksaminatorietimer: 22 timer
Educational activities

Language
This course is taught in Danish or English, depending on the lecturer. However, if international students participate, the teaching language will always be English.

Course enrollment
See deadline of enrolment.

Tuition fees for single courses
See fees for single courses.