Multivariate Statistical Modelling Based on Generalized Linear Models

  • Ludwig Fahrmeir
  • Gerhard Tutz

Part of the Springer Series in Statistics book series (SSS)

Table of contents

  1. Front Matter
    Pages i-xxvi
  2. Ludwig Fahrmeir, Gerhard Tutz
    Pages 1-14
  3. Ludwig Fahrmeir, Gerhard Tutz
    Pages 139-172
  4. Ludwig Fahrmeir, Gerhard Tutz
    Pages 173-240
  5. Ludwig Fahrmeir, Gerhard Tutz
    Pages 241-281
  6. Ludwig Fahrmeir, Gerhard Tutz
    Pages 283-329
  7. Ludwig Fahrmeir, Gerhard Tutz
    Pages 331-383
  8. Ludwig Fahrmeir, Gerhard Tutz
    Pages 385-431
  9. Back Matter
    Pages 433-518

About this book


Since our first edition of this book, many developments in statistical mod­ elling based on generalized linear models have been published, and our primary aim is to bring the book up to date. Naturally, the choice of these recent developments reflects our own teaching and research interests. The new organization parallels that of the first edition. We try to motiv­ ate and illustrate concepts with examples using real data, and most data sets are available on http:/ fwww. stat. uni-muenchen. de/welcome_e. html, with a link to data archive. We could not treat all recent developments in the main text, and in such cases we point to references at the end of each chapter. Many changes will be found in several sections, especially with those connected to Bayesian concepts. For example, the treatment of marginal models in Chapter 3 is now current and state-of-the-art. The coverage of nonparametric and semiparametric generalized regression in Chapter 5 is completely rewritten with a shift of emphasis to linear bases, as well as new sections on local smoothing approaches and Bayesian inference. Chapter 6 now incorporates developments in parametric modelling of both time series and longitudinal data. Additionally, random effect models in Chapter 7 now cover nonparametric maximum likelihood and a new section on fully Bayesian approaches. The modifications and extensions in Chapter 8 reflect the rapid development in state space and hidden Markov models.


Fitting Generalized linear model Regression analysis Survival analysis Time series best fit data analysis expectation–maximization algorithm

Authors and affiliations

  • Ludwig Fahrmeir
    • 1
  • Gerhard Tutz
    • 2
  1. 1.Department of StatisticsUniversity of MunichMünchenGermany
  2. 2.Department of StatisticsUniversity of MunichMünchenGermany

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag New York 2001
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4419-2900-6
  • Online ISBN 978-1-4757-3454-6
  • Series Print ISSN 0172-7397
  • Buy this book on publisher's site
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