Download An Introduction to Generalized Linear Models, Second Edition by Annette J. Dobson PDF

By Annette J. Dobson

Generalized linear versions supply a unified theoretical and conceptual framework for lots of of the main generic statistical tools. within the ten years for the reason that booklet of the 1st version of this bestselling textual content, nice strides were made within the improvement of latest tools and in software program for generalized linear versions and different heavily similar models.Thoroughly revised and up-to-date, An advent to Generalized Linear types, moment variation maintains to begin intermediate scholars of statistics, and the various different disciplines that use information, within the useful use of those types and strategies. the recent version comprises the various vital advancements of the decade, together with survival research, nominal and ordinal logistic regression, generalized estimating equations, and multi-level versions. it's also sleek equipment for checking version adequacy and examples from a good wider diversity of software. information can seem to the uninitiated as a set of unrelated instruments. An advent to Generalized Linear versions, moment version illustrates how those it sounds as if disparate tools are examples or designated situations of a conceptually uncomplicated constitution according to the exponential family members of distribution, greatest chance estimation, and the rules of statistical modelling.

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Additional resources for An Introduction to Generalized Linear Models, Second Edition

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This is denoted by Y ∼ binomial(n, π). Here π is the parameter of interest and n is assumed to be known. 3) with b(π) = log π − log(1 − π) = log [π/(1 − π)] . The binomial distribution is usually the model of first choice for observations of a process with binary outcomes. Examples include: the number of candidates who pass a test (the possible outcomes for each candidate being to pass or to fail), or the number of patients with some disease who are alive at a specified time since diagnosis (the possible outcomes being survival or death).

1). It is believed that θ is approximately the same for many commonly used meanings. 1 Schematic diagram for the example on historical linguistics. two languages are cognate or not cognate. We can develop a generalized linear model to describe this situation. Define random variables Y1 , . . , YN as follows: Yi = 1 0 if the languages have cognate words for meaning i, if the words are not cognate. Then P (Yi = 1) = e−θt and P (Yi = 0) = 1 − e−θt . This is a special case of the distribution binomial(n, π) with n = 1 and E(Yi ) = π = e−θt .

To determine a parsimonious model consistent with the data, we test hypotheses about the parameters. Hypothesis testing is performed in the context of model fitting by defining a series of nested models corresponding to different hypotheses. Then the question about whether the data support a particular hypothesis can be formulated in terms of the adequacy of fit of the corresponding model relative to other more complicated models. This logic is illustrated in the examples earlier in this chapter. Chapter 5 provides a more detailed explanation of the concepts and methods used, including the sampling distributions for the statistics used to describe ‘goodness of fit’.

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