Generalized Linear Models and Extensions: Fourth Edition

4th Edition

James W. Hardin, Joseph M. Hilbe

Stata Press
Published April 27, 2018
Reference - 598 Pages
ISBN 9781597182256 - CAT# K392084

For Instructors Request Inspection Copy

was $84.95

USD$67.96

SAVE ~$16.99

Add to Wish List
FREE Standard Shipping!

Summary

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.

Instructors

We provide complimentary e-inspection copies of primary textbooks to instructors considering our books for course adoption.

Request an
e-inspection copy

Share this Title