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Book Cover
E-book
Author McCullagh, P

Title Generalized Linear Models
Edition 2nd ed
Published Boca Raton : Routledge, 2018

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Description 1 online resource (532 pages)
Series Chapman and Hall/CRC Monographs on Statistics and Applied Probability ; v. 37
Chapman and Hall/CRC Monographs on Statistics and Applied Probability
Contents Cover; Title Page; Copyright Page; Dedication; Table of Contents; Preface to the first edition; Preface; 1: Introduction; 1.1 Background; 1.1.1 The problem of looking at data; 1.1.2 Theory as pattern; 1.1.3 Model fitting; 1.1.4 What is a good model?; 1.2 The origins of generalized linear models; 1.2.1 Terminology; 1.2.2 Classical linear models; 1.2.3 R.A. Fisher and the design of experiments; 1.2.4 Dilution assay; 1.2.5 Probit analysis; 1.2.6 Logit models for proportions; 1.2.7 Log-linear models for counts; 1.2.8 Inverse polynomials; 1.2.9 Survival data; 1.3 Scope of the rest of the book
1.4 Bibliographic notes1.5 Further results and exercises 1; 2: An outline of generalized linear models; 2.1 Processes in model fitting; 2.1.1 Model selection; 2.1.2 Estimation; 2.1.3 Prediction; 2.2 The components of a generalized linear model; 2.2.1 The generalization; 2.2.2 Likelihood functions; 2.2.3 Link functions; 2.2.4 Sufficient statistics and canonical links; 2.3 Measuring the goodness of fit; 2.3.1 The discrepancy of a fit; 2.3.2 The analysis of deviance; 2.4 Residuals; 2.4.1 Pearson residual; 2.4.2 Anscombe residual; 2.4.3 Deviance residual
2.5 An algorithm for fitting generalized linear models2.5.1 Justification of the fitting procedure; 2.6 Bibliographic notes; 2.7 Further results and exercises 2; 3: Models for continuous data with constant variance; 3.1 Introduction; 3.2 Error structure; 3.3 Systematic component (linear predictor); 3.3.1 Continuous covariates; 3.3.2 Qualitative covariates; 3.3.3 Dummy variates; 3.3.4 Mixed terms; 3.4 Model formulae for linear predictors; 3.4.1 Individual terms; 3.4.2 The dot operator; 3.4.3 The + operator; 3.4.4 The crossing (*) and nesting (/) operators
3.4.5 Operators for the removal of terms3.4.6 Exponential operator; 3.5 Aliasing; 3.5.1 Intrinsic aliasing with factors; 3.5.2 Aliasing in a two-way cross-classification; 3.5.3 Extrinsic aliasing; 3.5.4 Functional relations among covariates; 3.6 Estimation; 3.6.1 The maximum-likelihood equations; 3.6.2 Geometrical interpretation; 3.6.3 Information; 3.6.4 A model with two covariates; 3.6.5 The information surface; 3.6.6 Stability; 3.7 Tables as data; 3.7.1 Empty cells; 3.7.2 Fused cells; 3.8 Algorithms for least squares; 3.8.1 Methods based on the information matrix
3.8.2 Direct decomposition methods3.8.3 Extension to generalized linear models; 3.9 Selection of covariates; 3.10 Bibliographic notes; 3.11 Further results and exercises 3; 4: Binary data; 4.1 Introduction; 4.1.1 Binary responses; 4.1.2 Covariate classes; 4.1.3 Contingency tables; 4.2 Binomial distribution; 4.2.1 Genesis; 4.2.2 Moments and cumulants; 4.2.3 Normal limit; 4.2.4 Poisson limit; 4.2.5 Transformations; 4.3 Models for binary responses; 4.3.1 Link functions; 4.3.2 Parameter interpretation; 4.3.3 Retrospective sampling; 4.4 Likelihood functions for binary data
Summary The success of the first edition of Generalized Linear Models led to the updated Second Edition, which continues to provide a definitive unified, treatment of methods for the analysis of diverse types of data
Notes 4.4.1 Log likelihood for binomial data
Print version record
Subject Linear models (Statistics)
Linear models (Statistics)
Form Electronic book
Author Nelder, J. A
ISBN 9781351445856
1351445855