| Description |
1 online resource (467 pages) |
| Series |
Chapman and Hall/CRC Monographs on Statistics and Applied Probability Ser |
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Chapman and Hall/CRC Monographs on Statistics and Applied Probability Ser
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| Contents |
880-01 Cover; Half Title; Title; Copyright; Contents; List of notations; Preface to first edition; Preface; Introduction; 1 Classical likelihood theory; 1.1 Definition; 1.2 Quantities derived from the likelihood; 1.3 Profile likelihood; 1.4 Distribution of the likelihood ratio statistic; 1.5 Distribution of the MLE and the Wald statistic; 1.6 Model selection; 1.7 Marginal and conditional likelihoods; 1.8 Higher-order approximations; 1.9 Adjusted profile likelihood; 1.10 Bayesian and likelihood methods; 1.11 Confidence distribution; 2 Generalized linear models; 2.1 Linear models |
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880-01/(S 9.4 Smoothing via a model with singular precision matrix9.5 Non-Gaussian smoothing; 10 Double HGLMs; 10.1 Model description; 10.2 Models for finance data; 10.3 Joint splines; 10.4 H-likelihood procedure for fitting DHGLMs; 10.5 Random effects in the λ component; 10.6 Examples; 11 Variable selection and sparsity models; 11.1 Penalized least squares; 11.2 Random effect variable selection; 11.3 Implied penalty functions; 11.4 Scalar β case; 11.5 Estimating the dispersion and tuning parameters; 11.6 Example: diabetes data; 11.7 Numerical studies; 11.8 Asymptotic property of HL method |
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2.2 Generalized linear models2.3 Model checking; 2.4 Examples; 3 Quasi-likelihood; 3.1 Examples; 3.2 Iterative weighted least squares; 3.3 Asymptotic inference; 3.4 Dispersion models; 3.5 Extended quasi-likelihood; 3.6 Joint GLM of mean and dispersion; 3.7 Joint GLMs for quality improvement; 4 Extended likelihood inferences; 4.1 Two kinds of likelihoods; 4.2 Wallet game and extended likelihood; 4.3 Inference about the fixed parameters; 4.4 Inference about the random parameters; 4.5 Canonical scale, h-likelihood and joint inference; 4.6 Prediction of random parameters |
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4.7 Prediction of future outcome4.8 Finite sample adjustment; 4.9 Is marginal likelihood enough for inference about fixed parameters?; 4.10 Summary: likelihoods in extended framework; 5 Normal linear mixed models; 5.1 Developments of normal mixed linear models; 5.2 Likelihood estimation of fixed parameters; 5.3 Classical estimation of random effects; 5.4 H-likelihood approach; 5.5 Example; 5.6 Invariance and likelihood inference; 6 Hierarchical GLMS; 6.1 HGLMs; 6.2 H-likelihood; 6.3 Inferential procedures using h-likelihood; 6.4 Penalized quasi-likelihood; 6.5 Deviances in HGLMs; 6.6 Examples |
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6.7 Choice of random effect scale7 HGLMs with structured dispersion; 7.1 Description of model; 7.2 Quasi-HGLMs; 7.3 Examples; 8 Correlated random effects for HGLMs; 8.1 HGLMs with correlated random effects; 8.2 Random effects described by fixed L matrices; 8.3 Random effects described by a covariance matrix; 8.4 Random effects described by a precision matrix; 8.5 Fitting and model checking; 8.6 Examples; 8.7 Twin and family data; 8.8 Ascertainment problem; 9 Smoothing; 9.1 Spline models; 9.2 Mixed model framework; 9.3 Automatic smoothing |
| Summary |
This is the second edition of a monograph on generalized linear models with random effects that extends the classic work of McCullagh and Nelder. It has been thoroughly updated, with around 80 pages added, including new material on the extended likelihood approach that strengthens the theoretical basis of the methodology, new developments in variable selection and multiple testing, and new examples and applications. It includes an R package for all the methods and examples that supplement the book |
| Notes |
11.9 Sparse multivariate methods |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Print version record |
| Subject |
Mathematics and Statistics for Engineers
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Statistical Computing
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Statistical Theory and Methods
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Generalized estimating equations.
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Linear models (Statistics)
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MATHEMATICS -- Applied.
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MATHEMATICS -- Probability & Statistics -- General.
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Generalized estimating equations.
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Linear models (Statistics)
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| Form |
Electronic book
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| Author |
Nelder, John A
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Pawitan, Yudi
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| ISBN |
9781498720625 |
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1498720625 |
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9781315119953 |
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1315119951 |
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