一般化線形モデルとその拡張（第３版） Generalized Linear Models and Extensions （3 Revised）

Hardin, James W./ Hilbe, Joseph M.

Statacorp Lp（2012/06発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 455 p.
• 言語 ENG
• 商品コード 9781597181051
• DDC分類 519

基本説明

Presents mathematical theory behind GLMs and the possible algorithms used in fitting the parameters and describes many specific varieties of GLMs available for continuous, binary, count, and multinomial outcomes. 2nd edition : 2006.

Full Description

This book presents a thorough examination of generalized linear model (GLM) estimation methods as well as the derivation of all major GLM families. Examined families include Gaussian, gamma, inverse Gaussian, binomial, Poisson, geometric, and negative binomial. The text also contains various models that have been developed on the basis of GLM theory, including GAM, ordered binomial models, multinomial logit and probit models, GEE and other quasi-likelihood models, fixed and random effects models, and random intercept and random parameter models. Using Stata, the book offers numerous examples to assist you in applying the models to your own data situations.

Contents

Foundations of Generalized Linear Models. Continuous Response Models. Binomial Response Models. Count Response Models. Multinomial Response Models. Extensions to the GLM. Stata Software. Tables. References. Author Index. Subject Index.