James W. Hardin, Department of Epidemiology and Biostatistics, University of South Carolina, Joseph M. Hilbe, Statistics, School of Social and Family Dynamics, Arizona State University.
EDITION STATEMENT
Edition Statement
Fourth edition.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
College Station, Texas :
Name of Publisher, Distributor, etc.
Stata Press,
Date of Publication, Distribution, etc.
[2018]
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xxx, 598 pages :
Other Physical Details
illustrations ;
Dimensions
24 cm
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 577-587) and indexes.
CONTENTS NOTE
Text of Note
I : Foundation of generalized linear models -- II : Continuous response models -- III : Binomial response models -- IV : Count response models -- V : Multinomial response models -- VI : Extensions to the GLM -- VII : Stata software.
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SUMMARY OR ABSTRACT
Text of Note
Generalized linear models (GLMs) extend linear regression to models with a non-Gaussian, or even discrete, response. GLM theory is predicated on the exponential family of distributions--a class so rich that it includes the commonly used logit, probit, and Poisson models. Although one can fit these models in Stata by using specialized commands (for example, logit for logit models), fitting them as GLMs with Stata's glm command offers some advantages. For example, model diagnostics may be calculated and interpreted similarly regardless of the assumed distribution. This text thoroughly covers GLMs, both theoretically and computationally, with an emphasis on Stata. The theory consists of showing how the various GLMs are special cases of the exponential family, showing general properties of this family of distributions, and showing the derivation of maximum likelihood (ML) estimators and standard errors. Hardin and Hilbe show how iteratively reweighted least squares, another method of parameter estimation, are a consequence of ML estimation using Fisher scoring. --