Multivariate Statistical Modelling Based on Generalized Linear Models

This book is concerned with the use of generalized linear models for univariate and multivariate regression analysis. Its emphasis is to provide a detailed introductory survey of the subject based on the analysis of real data drawn from a variety of subjects including the biological sciences, economics, and the social sciences. Where possible, technical details and proofs are deferred to an appendix in order to provide an accessible account for non-experts. Topics covered include: models for multi-categorical responses, model checking, time series and longitudinal data, random effects models, and state-space models. Throughout, the authors have taken great pains to discuss the underlying theoretical ideas in ways that relate well to the data at hand. As a result, numerous researchers whose work relies on the use of these models will find this an invaluable account to have on their desks. "The basic aim of the authors is to bring together and review a large part of recent advances in statistical modelling of multivariate and multicategorical models within the generalized linear models framework. Based on well-chosen sets of data, these new developments are introduced to a not necessarily expert audience. Completeness was not an aim. The result is a self-contained, well-written text offering the applied researcher a useful insight into the applicability of the general linear model methodology." P.A.L. Embrechts, ETH-Zentrum, Zurich, Switzerland