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Brian Zaharatos

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. Attention will also be given to ethical issues raised by using complicated statistical models.

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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. Attention will also be given to ethical issues raised by using complicated statistical models.

This course can be taken for academic credit as part of CU Boulder’s Master of Science in Data Science (MS-DS) degree offered on the Coursera platform. The MS-DS is an interdisciplinary degree that brings together faculty from CU Boulder’s departments of Applied Mathematics, Computer Science, Information Science, and others. With performance-based admissions and no application process, the MS-DS is ideal for individuals with a broad range of undergraduate education and/or professional experience in computer science, information science, mathematics, and statistics. Learn more about the MS-DS program at https://www.coursera.org/degrees/master-of-science-data-science-boulder.

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What's inside

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.
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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.

Good to know

Know what's good
, what to watch for
, and possible dealbreakers
Explores statistical modeling tools, which are standard in data science and machine learning
Taught by Brian Zaharatos, who is recognized for their work in statistical modeling
Examines generalized linear models (GLMs), nonparametric modeling, and semi-parametric generalized additive models (GAMs), which are highly relevant to data science
Builds a strong foundation for beginners in statistical modeling
Covers unique perspectives and ideas that may add color to other topics and subjects
Requires students to come in with extensive background knowledge

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Reviews summary

Applied statistics course

Learners say that this advanced course is well-structured and engaging. The course enhances the statistical literacy of students and prepares them to model data.
Instructor is responsive and provides support with autograder issues.
"they were resolved with the instructor's help"
Excellent pace of instruction.
"The pace of instruction is excellent"
Engaging assignments help to apply theory.
"The assignments make it easy to translate theory to practice."
Relevant content regarding both generalized linear models and nonparametric regression.
"The course is well structured and provides relevant information regarding Generalized Linear Methods and also nonparametric regression."
"Excellent course to delve into the assumptions of the generalized linear model and, at the same time, learn the R programming language."
Advanced course with difficult content.
"It is not for beginners."

Activities

Be better prepared before your course. Deepen your understanding during and after it. Supplement your coursework and achieve mastery of the topics covered in Generalized Linear Models and Nonparametric Regression with these activities:
Review 'Data Science from Scratch'
Broaden your knowledge of statistical modeling by reviewing a book that covers the same topics in even greater detail.
Show steps
  • Obtain a copy of 'Data Science from Scratch'
  • Read the chapters corresponding to the course modules
  • Complete the exercises and activities in the book
Solve Practice Problems on Nonparametric Regression
Strengthen your problem-solving skills and reinforce your knowledge of nonparametric regression.
Browse courses on Nonparametric Regression
Show steps
  • Find practice problems or exercises on nonparametric regression
  • Solve the problems and check your answers
  • Identify areas where you need more practice
Develop a Tutorial on Poisson Regression
Solidify your understanding of Poisson regression by explaining it to others.
Browse courses on Poisson Regression
Show steps
  • Review the concepts of Poisson regression
  • Create a presentation or write a blog post explaining the theory and application of Poisson regression
  • Share your tutorial with peers or publish it online
Five other activities
Expand to see all activities and additional details
Show all eight activities
Follow Tutorials on Generalized Additive Models
Expand your knowledge of GAMs by following expert guidance.
Show steps
  • Search for tutorials on generalized additive models
  • Follow the tutorials step-by-step
  • Experiment with the code and explore different examples
Implement a GLM with Different Link Functions
Enhance your understanding of GLMs by applying them to real-world problems.
Browse courses on Generalized Linear Models
Show steps
  • Choose a dataset with binary outcomes
  • Fit GLMs with different link functions (e.g., logit, probit, cloglog)
  • Compare the results and interpret the coefficients
  • Write a report summarizing your findings
Review 'Elements of Statistical Learning'
Deepen your understanding of statistical modeling by reviewing a comprehensive textbook.
Show steps
  • Obtain a copy of 'Elements of Statistical Learning'
  • Read the chapters corresponding to the course modules
  • Work through the exercises and problems in the book
Build a Website to Predict Customer Churn
Apply your skills to create a practical tool that addresses a real-world business problem.
Browse courses on Predictive Modeling
Show steps
  • Gather data on customer churn
  • Build a model to predict customer churn
  • Deploy the model as a web application
  • Validate the model's performance
Develop a Presentation on Ethical Issues in Statistical Modeling
Enhance your understanding and raise awareness about ethical considerations in statistical modeling.
Browse courses on Ethics in Data Science
Show steps
  • Research ethical issues related to statistical modeling
  • Create a presentation or infographic summarizing your findings
  • Present your work to peers or publish it online

Career center

Learners who complete Generalized Linear Models and Nonparametric Regression will develop knowledge and skills that may be useful to these careers:
Data Analyst
Data Analysts are responsible for collecting, cleaning, and analyzing large datasets to uncover trends and patterns. The skills learned in Generalized Linear Models and Nonparametric Regression would be highly valuable in this role, as they would provide you with the ability to build complex models to extract meaningful insights from data. The course covers techniques such as logistic regression, kernel estimation, and generalized additive models, which are commonly used by Data Analysts to solve real-world problems.
Data Scientist
Data Scientists use their expertise in statistics, programming, and machine learning to solve complex business problems. The Generalized Linear Models and Nonparametric Regression course would be a valuable addition to your skillset, as it would provide you with the foundation to build and evaluate sophisticated statistical models. The course covers topics such as binomial regression, Poisson regression, kernel estimators, and generalized additive models, which are essential for Data Scientists who want to develop accurate and reliable models.
Statistician
Statisticians apply statistical methods to collect, analyze, interpret, and present data. The Generalized Linear Models and Nonparametric Regression course would be a valuable asset to your toolkit, as it would provide you with the skills to analyze complex data and draw meaningful conclusions. The course covers topics such as generalized linear models, binomial regression, Poisson regression, kernel estimators, and generalized additive models, which are essential for Statisticians who want to develop robust and reliable statistical models.
Machine Learning Engineer
Machine Learning Engineers design, develop, and maintain machine learning models. The Generalized Linear Models and Nonparametric Regression course would be a valuable addition to your skillset, as it would provide you with the foundation to build and evaluate sophisticated machine learning models. The course covers topics such as logistic regression, kernel estimation, and generalized additive models, which are commonly used by Machine Learning Engineers to develop accurate and reliable models.
Quantitative Analyst
Quantitative Analysts use mathematical and statistical techniques to analyze financial data and develop trading strategies. The Generalized Linear Models and Nonparametric Regression course would be a valuable addition to your skillset, as it would provide you with the foundation to build and evaluate sophisticated statistical models. The course covers topics such as logistic regression, kernel estimation, and generalized additive models, which are commonly used by Quantitative Analysts to develop accurate and reliable models.
Market Researcher
Market Researchers collect, analyze, and interpret data to understand consumer behavior and market trends. The Generalized Linear Models and Nonparametric Regression course would be a valuable addition to your skillset, as it would provide you with the skills to analyze complex data and draw meaningful conclusions. The course covers topics such as generalized linear models, binomial regression, Poisson regression, kernel estimators, and generalized additive models, which are essential for Market Researchers who want to develop robust and reliable statistical models.
Biostatistician
Biostatisticians apply statistical methods to solve problems in biology and medicine. The Generalized Linear Models and Nonparametric Regression course would be a valuable addition to your skillset, as it would provide you with the skills to analyze complex data and draw meaningful conclusions. The course covers topics such as generalized linear models, binomial regression, Poisson regression, kernel estimators, and generalized additive models, which are essential for Biostatisticians who want to develop robust and reliable statistical models.
Epidemiologist
Epidemiologists investigate the causes and patterns of disease in human populations. The Generalized Linear Models and Nonparametric Regression course would be a valuable addition to your skillset, as it would provide you with the skills to analyze complex data and draw meaningful conclusions. The course covers topics such as generalized linear models, binomial regression, Poisson regression, kernel estimators, and generalized additive models, which are essential for Epidemiologists who want to develop robust and reliable statistical models.
Actuary
Actuaries use mathematical and statistical techniques to assess risk and uncertainty. The Generalized Linear Models and Nonparametric Regression course would be a valuable addition to your skillset, as it would provide you with the foundation to build and evaluate sophisticated statistical models. The course covers topics such as logistic regression, kernel estimation, and generalized additive models, which are commonly used by Actuaries to develop accurate and reliable models.
Risk Analyst
Risk Analysts use statistical methods to assess and mitigate risk. The Generalized Linear Models and Nonparametric Regression course would be a valuable addition to your skillset, as it would provide you with the skills to analyze complex data and draw meaningful conclusions. The course covers topics such as generalized linear models, binomial regression, Poisson regression, kernel estimators, and generalized additive models, which are essential for Risk Analysts who want to develop robust and reliable statistical models.
Financial Analyst
Financial Analysts use statistical methods to analyze financial data and make investment recommendations. The Generalized Linear Models and Nonparametric Regression course would be a valuable addition to your skillset, as it would provide you with the foundation to build and evaluate sophisticated statistical models. The course covers topics such as logistic regression, kernel estimation, and generalized additive models, which are commonly used by Financial Analysts to develop accurate and reliable models.
Data Mining Analyst
Data Mining Analysts use statistical methods to extract patterns and insights from large datasets. The Generalized Linear Models and Nonparametric Regression course would be a valuable addition to your skillset, as it would provide you with the skills to analyze complex data and draw meaningful conclusions. The course covers topics such as generalized linear models, binomial regression, Poisson regression, kernel estimators, and generalized additive models, which are essential for Data Mining Analysts who want to develop robust and reliable statistical models.
Business Analyst
Business Analysts use statistical methods to analyze business data and make recommendations. The Generalized Linear Models and Nonparametric Regression course would be a valuable addition to your skillset, as it would provide you with the foundation to build and evaluate sophisticated statistical models. The course covers topics such as logistic regression, kernel estimation, and generalized additive models, which are commonly used by Business Analysts to develop accurate and reliable models.
Consultant
Consultants use statistical methods to solve problems for clients in a variety of industries. The Generalized Linear Models and Nonparametric Regression course may be useful in this role, as it would provide you with the skills to analyze complex data and draw meaningful conclusions. The course covers topics such as generalized linear models, binomial regression, Poisson regression, kernel estimators, and generalized additive models.
Teacher
Teachers use statistical methods to teach students about math and science. The Generalized Linear Models and Nonparametric Regression course may be useful in this role, as it would provide you with the skills to analyze complex data and draw meaningful conclusions. The course covers topics such as generalized linear models, binomial regression, Poisson regression, kernel estimators, and generalized additive models.

Reading list

We've selected 13 books that we think will supplement your learning. Use these to develop background knowledge, enrich your coursework, and gain a deeper understanding of the topics covered in Generalized Linear Models and Nonparametric Regression.
Comprehensive treatment of statistics from a Bayesian perspective. It provides a detailed discussion of a variety of statistical methods, including GLMs, nonparametric regression models, and GAMs.
Classic text on generalized linear models (GLMs). It provides a comprehensive treatment of the theory and application of GLMs, including a detailed discussion of the binomial regression model.
Comprehensive treatment of nonparametric regression methods. It provides a detailed discussion of the theory and application of nonparametric regression methods, including a variety of real-world examples.
Comprehensive treatment of spline smoothing methods. It provides a detailed discussion of the theory and application of spline smoothing methods, including a variety of real-world examples.
Comprehensive treatment of generalized additive models (GAMs). It provides a detailed discussion of the theory and application of GAMs, including a variety of real-world examples.
Comprehensive treatment of statistical modeling. It provides a unified perspective on statistical modeling, including a discussion of GLMs, nonparametric regression models, and GAMs.
Comprehensive treatment of statistical learning methods. It provides a detailed discussion of a variety of statistical learning methods, including GLMs, nonparametric regression models, and GAMs.
Comprehensive treatment of logistic regression models. It provides a detailed discussion of the theory and application of logistic regression models, including a variety of real-world examples.
Comprehensive treatment of regression modeling with a focus on actuarial and financial applications. It provides a detailed discussion of a variety of regression models, including GLMs, nonparametric regression models, and GAMs.
Comprehensive review of statistical software. It provides a detailed discussion of a variety of statistical software packages, including R, SAS, and Stata.
Comprehensive tour of R programming. It provides a detailed discussion of a variety of R programming topics, including data manipulation, statistical modeling, and graphics.
Comprehensive treatment of modern applied statistics with a focus on S-PLUS. It provides a detailed discussion of a variety of statistical methods, including GLMs, nonparametric regression models, and GAMs.
More accessible introduction to GLMs than Nelder and Wedderburn's book. It provides a clear and concise overview of the theory and application of GLMs, with a focus on practical examples.

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