Generalized Linear Models and Extensions: Fourth Edition

Hardin, James W.,Hilbe, Joseph M.

ISBN 10: 1597182257 / ISBN 13: 9781597182256

Verlag: Stata Press, 2018

Beschreibung

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Bibliografische Details

Titel: Generalized Linear Models and Extensions: ...

Verlag: Stata Press

Erscheinungsdatum: 2018

Einband: paperback

Zustand: Good

Auflage: 4. Auflage

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Inhaltsangabe:

GENERALIZED LINEAR MODELS AND EXTENSIONS, 4TH EDITION by James W. Hardin, Joseph M. Hilbe, 9781597182256

Reseña del editor:

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.