Multivariate Statistical Modelling Based on Generalized Linear Models

Classical statistical models for regression, time series and longitudinal data provide well-established tools for approximately normally distributed vari­ ables. Enhanced by the availability of software packages these models dom­ inated the field of applications for a long time. With the introductio...

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Bibliographic Details
Main Authors: Fahrmeir, Ludwig, Tutz, Gerhard (Author)
Format: eBook
Language:English
Published: New York, NY Springer New York 1994, 1994
Edition:1st ed. 1994
Series:Springer Series in Statistics
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 1 Introduction
  • 2 Modelling and analysis of cross-sectional data: a review of univariate generalized linear models
  • 3 Models for multicategorical responses: multivariate extensions of generalized linear models
  • 4 Selecting and checking models
  • 5 Semi— and nonparametric approaches to regression analysis
  • 6 Fixed parameter models for time series and longitudinal data
  • 7 Random effects models
  • 8 State space models
  • 9 Survival models
  • Appendix A
  • A.1 Exponential families and generalized linear models
  • A.2 Basic ideas for asymptotics
  • A.3 EM—algorithm
  • A.4 Numerical integration
  • A.5 Monte Carlo methods
  • Appendix B Software for fitting generalized linear models
  • References
  • Author Index