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Generalized Linear Models in Python

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Updated 01/2025

Extend your regression toolbox with the logistic and Poisson models and learn to train, understand, and validate them, as well as to make predictions.

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PythonProbability & Statistics5 hours16 videos59 exercises4,950 XP10,082Statement of Accomplishment

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Course Description

Imagine being able to handle data where the response variable is either binary, count, or approximately normal, all under one single framework. Well, you don't have to imagine. Enter the Generalized Linear Models in Python course! In this course you will extend your regression toolbox with the logistic and Poisson models, by learning how to fit, understand, assess model performance and finally use the model to make predictions on new data. You will practice using data from real world studies such the largest population poisoning in world's history, nesting of horseshoe crabs and counting the bike crossings on the bridges in New York City.

Prerequisites

Introduction to Linear Modeling in Python

1

Introduction to GLMs

Going beyond linear regression

Applying linear models

Linear model, a special case of GLM

How to build a GLM?

Data type and distribution family

Linear model and a binary response variable

Comparing predicted values

How to fit a GLM in Python?

Model fitting step-by-step

Results of the model fit using summary()

Extracting parameter estimates

2

Modeling Binary Data

Binary data and logistic regression

Compute odds and probabilities

Fit logistic regression

Interpreting coefficients

Coefficients in terms of odds

Model formula

Interpreting logistic model

Rate of change in probability

Interpreting model inference

Statistical significance

Computing Wald statistic

Confidence intervals

Computing and describing predictions

Visualize model fit using regplot()

Compute predictions

Compute confusion matrix

3

Modeling Count Data

Count data and Poisson distribution

Visualize the response

Fitting a Poisson regression

Interpreting model fit

Estimate parameter lambda

Interpret Poisson coefficients

Poisson confidence intervals

The Problem of Overdispersion

Is the mean equal to the variance?

Computing expected number of counts

Checking for overdispersion

Fitting negative binomial

Confidence intervals for negative Binomial model

Plotting a regression model

Plotting data and linear model fit

Plotting fitted values

4

Multivariable Logistic Regression

Multivariable logistic regression

Fit a multivariable logistic regression

The effect of multicollinearity

Compute VIF

Comparing models

Checking model fit

Compare two models

Deviance and linear transformation

Model formula

Model matrix for continuous variables

Variable transformation

Coding categorical variables

Categorical and interaction terms

Modeling with categorical variable

Interaction terms

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Generalized Linear Models in Python

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