Generalized Linear Models (eBook)

A Unified Approach

Jefferson M. Gill, Silvia Michelle Torres Pacheco (Autoren)

eBook Download: EPUB

2019 | 2., Second Edition
176 Seiten
Sage Publications, Inc (Verlag)
978-1-5063-8732-1 (ISBN)

Inhalt

Series Editor′s Introduction
About the Authors
Acknowledgements
1. Introduction
Model Specification
Prerequisites and Preliminaries
Looking Forward
2. The Exponential Family
Justification
Derivation of the Exponential Family Form
Canonical Form
Multi-Parameter 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. Extentions 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 Accomodating Models
A Warning About Robust Standard Errors
Summary
8. Conclusion
Summary
Related Topics
Classic Reading
Final Motivation
9. References

Produkt-Details

• Erscheint lt. Verlag: 14.5.2019
• Reihe/Serie: Quantitative Applications in the Social Sciences
• Reihe/Serie: Quantitative Applications in the Social Sciences
• Verlagsort: Thousand Oaks
• Sprache: englisch
• Themenwelt: Sachbuch/Ratgeber ► Natur / Technik ► Natur / Ökologie
• Schlagworte: Generalized Linear Models • Generalized Linear Models: A Unified Approach • Generalized Linear Models: A Unified Approach, Second Edition • gill • linear models • qass • Quantitative Applications in the Social Sciences
• ISBN-10: 1-5063-8732-2 / 1506387322
• ISBN-13: 978-1-5063-8732-1 / 9781506387321