Deftly balancing theory and application, this book stands out in its coverage of the derivation of the GLM families and their foremost links. 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, and more.
Generalized Linear Models and Extensions
The author explains the theoretical underpinnings of generalized linear models so that researchers can decide how to select the best way to adapt their data for this type of analysis.
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.
Pearson residuals are an attempt to provide some sense of scale to the response residual by dividing by the standard error of the prediction. The name comes from the fact that the sum of the Pearson residuals for a Poisson generalized ...
... USA Statistical Theory: A Concise Introduction F. Abramovich and Y. Ritov Practical Multivariate Analysis, ... Ideas and Data Analysis: An Introduction for Scientists and Statisticians R. Christensen, W. Johnson, A. Branscum, ...
Generalized Linear, Mixed Effects and Nonparametric Regression Models, Second Edition Julian J. Faraway ... D.J. Hand and M. Crowder Logistic Regression Models J.M. Hilbe Richly Parameterized Linear Models: Additive, Time Series, ...
244 MODELS FOR COUNT DATA Table 7.4 Goodness-of-Fit Tests for Loglinear Models Fitted to the Data in Table 7.3 Loglinear Associations Deviance G2 Pearson X2 df P-valuea AIC γAC γAC γAM γAC ij ij ik ij + + γAMik 497.37 443.76 2 < 0.001 ...
This book provides a well-stocked toolbox of methodologies, and with its unique presentation of these very modern statistical techniques, holds the potential to break new ground in the way graduate-level courses in this area are taught.
2004, p. xvi; Mclean et al. 1991). We can use the methods of Section 7.8 as a starting point in approaching such data, but those methods are actually of limited practical use because we rarely, if ever, know V. On the other hand, ...
This is the only book actuaries need to understand generalized linear models (GLMs) for insurance applications.