GLMs and Quantile Regression: Discussion on Topics in Formative Assessment #3

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Explore topics on Generalized Linear Models (GLMs) and quantile regression in Formative Assessment #3 for PSQF 6270. Dive into discussions based on Lecture 4, covering various aspects like zero-inflated vs. hurdle models, over-dispersion vs. under-dispersion, interpretation of model results, and more.

  • GLMs
  • Quantile Regression
  • Formative Assessment
  • PSQF 6270
  • Lecture

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  1. Formative Assessment #3 Topics: GLMs and quantile regression. Discussion based on Lecture 4. PSQF 6270: FA #3

  2. Q1 Are there any topics that you'd like to review more in class? PSQF 6270: FA #3

  3. Q1 Notes Interactions (x3) Recode and collapse variables Zero-inflated vs. hurdle models Over-dispersion vs under-dispersion Interpretation of model results in real examples Gamma distribution and logit link-function Poisson Conditional Distribution FA/Discussion in class about models (and slide 20 from lecture 4) PSQF 6270: FA #3

  4. Q2 Describe how generalized models with logit/probit links and binomial-family distributions can be used to predict accuracy (i.e., percent correct). What concerns should we be aware of when using a conditional binomial distribution? PSQF 6270: FA #3

  5. Q2 Notes (Slides 58) Binomial-family models: Continuish outcomes with two limits. The inverse-link function keep the predicted probability within 0 and 1. Conditional distribution adequately represents the concentration and dispersion of the outcomes When using a binomial distribution, check: Overdispersion (Pearson ?2statistic) Zeros and ones (inflation) PSQF 6270: FA #3

  6. Q3 For what kind of outcomes and in what situations might quantile regression be used? Please give an example of a research question that it could answer. PSQF 6270: FA #3

  7. Q3 Notes (Slides 1719) Situation: Outliers can affect the usefulness of the predicted mean of our continuish outcome. The focus is on a particular part of the outcome distribution. We can predict any percentile (e.g., conditional median) of the outcome and use resampling methods to obtain correct SEs for the FEs. RQ: Does the relationship between the number of hours slept and academic achievement vary between students with a low and a high GPA (e.g., 25th percentile vs 75th or 90th percentile)? PSQF 6270: FA #3

  8. Q4 In general, how would you know: (a) whether you need a link function to predict an outcome in a regression model, and (b) whether it should be in the logit/probit family or the log family? PSQF 6270: FA #3

  9. Q4 Notes a) The outcome has limits that does not align with the predictions of the general linear regression. b) Considering the limits of the observed outcome. PSQF 6270: FA #3

  10. Q5 How do the generalized linear models we've seen so far address or not address the following assumptions of typical "linear regression" (i.e., general linear models) about model residuals: independence, normality, and constant variance? PSQF 6270: FA #3

  11. Q5 Notes Independence = we continue to assume that the residuals are independent of each other. Normality and Homoscedasticity = the conditional distribution will dictate the shape of the distribution of the residuals and the variance function. PSQF 6270: FA #3

  12. Formative Assessment #3 Topics: GLMs and quantile regression. Discussion based on Lecture 4. PSQF 6270: FA #3

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