Discrete Response Regression Models

The number of software applications that include Generalized Linear Model (GLM) capabilities has increased significantly. This text offers an examination of all members of the GLM family and provides explicit algorithms for their implementation. The algorithms presented match those found in Stata's GLM command - first written by Hilbe - in SAS's GENMOD procedure, in S-PLUS, and in other leading statistical software packages. The book supplies details on each GLM algorithm, examining appropriate applications and fit statistics. It includes an explanation of how to incorporate robust variance estimators with the GLM algorithm and offers a methodological look at how to extend GLMs to model truncated and censored models and GEE.