Multivariate Statistical Modelling Based on Generalized Linear Models (Springer Series in Statistics) Book

This book is concerned with the use of generalized linear models for univariate and multivariate regression analysis. It deals with regression analysis in a wide sense to include not only cross-sectional analysis but also time series and longitudinal data. The authors 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. After a review of generalized linear models, 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.