Generalized Linear Models: A Unified Approach
โ Scribed by Jeff Gill; Michelle Torres
- Publisher
- SAGE Publications, Incorporated
- Year
- 2019
- Tongue
- English
- Leaves
- 177
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
Generalized Linear Models: A Unified Approach provides an introduction to and overview of GLMs, with each chapter carefully laying the groundwork for the next. Authors Jeff Gill and Michelle Torres provide examples using real data from multiple fields in the social sciences such as psychology, education, economics, and political science, including data on voting intentions in the 2016 U.S. Republican presidential primaries. The Second Edition also strengthens material on the exponential family form, including a new discussion on the multinomial distribution; adds more information on how to interpret results and make inferences in the chapter on estimation procedures; and has a new section on extensions to generalized linear models.
โฆ Table of Contents
Cover
Contents
Series Editor Introduction
About the Authors
1.
Introduction
Model Specification
Prerequisites and Preliminaries
Looking Forward
2.
The Exponential Family
Justification
Derivation of the Exponential Family Form
Canonical Form
Multiparameter Models
3.
Likelihood Theory and the Moments
Maximum Likelihood Estimation
Calculating the Mean of the Exponential Family
Calculating the Variance of the Exponential Family
The Variance Function
4.
Linear Structure and the Link Function
The Generalization
Distributions
5.
Estimation Procedures
Estimation Techniques
Profile Likelihood Confidence Intervals
Comments on Estimation
6.
Residuals and Model Fit
Defining Residuals
Measuring and Comparing Goodness of Fit
Asymptotic Properties
7.
Extensions to Generalized Linear Models
Introduction to Extensions
Quasi-Likelihood Estimation
Generalized Linear Mixed-Effects Model
Fractional Regression Models
The Tobit Model
A Type 2 Tobit Model With Stochastic Censoring
Zero-Inflated Accommodating Models
A Warning About Robust Standard Errors
Summary
8.
Conclusion
Summary
Related Topics
Classic Reading
Final Motivation
Endnotes
References
Index
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