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, ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 4 (2018), pp. 817-836 (20 pages) The problem of misspecification poses challenges in model selection. The ...

Model averaging has long been proposed as a powerful alternative to model selection in regression analysis. However, how well it performs in high-dimensional regression is still poorly understood.