Generalized Linear Models and Extensions, Second Edition

by Hardin; James W.

• ISBN13: 9781597180146
• ISBN10: 1597180149
• Edition: 2nd
• Format: Nonspecific Binding
• Copyright: 2007-02-20
• Publisher: Stata Press

Summary

Generalized Linear Models and Extensions, Second Edition provides a comprehensive overview of the nature and scope of generalized linear models (GLMs) and of the major changes to the basic GLM algorithm that allow modeling of data that violate GLM distributional assumptions. Deftly balancing theory and application, the book stands out in its coverage of the derivation of the GLM families and their foremost links, while also guiding readers in the application of the various models to real data. This edition has new sections on discrete response models, including zero-truncated, zero-inflated, censored, and hurdle count models, as well as heterogeneous negative binomial, generalized Poisson, and generalized binomial models. The book also includes a substantially expanded discussion of both proportional-odds and generalized ordered models, making it easy for readers to use these models in their own research.

Table of Contents

Introduction	p. 1
Foundations of generalized linear models	p. 7
GLMs	p. 9
GLM estimation algorithms	p. 19
Analysis of fit	p. 47
Continuous-response models	p. 65
The Gaussian family	p. 67
The gamma family	p. 89
The inverse Gaussian family	p. 105
The power family and link	p. 113
Binomial response models	p. 117
The binomial-logit family	p. 119
The general binomial family	p. 141
The problem of overdispersion	p. 165
Count response models	p. 181
The poisson family	p. 183
The negative binomial family	p. 199
Other count data models	p. 221
Multinomial response models	p. 249
The ordered-response family	p. 251
Unordered-response family	p. 279
Extensions to the GLM	p. 305
Extending the likelihood	p. 307
Clustered data	p. 319
Stata software	p. 337
Programs for stata	p. 339
Table of Contents provided by Blackwell. All Rights Reserved.