Modelling and analysis of cross—sectional data: a review of univariate generalized linear models
The material in this chapter provides an introduction to univariate generalized linear models and serves as a basis for the following chapters, which contain extensions, e.g., to multivariate, nonparametric, random effects or dynamic models. It is not intended to replace a deeper study of detailed expositions like in McCullagh and Neider (1989) or, with focus on the GLIM package, in Aitkin, Anderson, Francis and Hinde (1989). Shorter introductions are given, e.g., by Dobson (1989), Firth (1991) and Fahrmeir and Kredler (1984). Collett (1991) focuses on modelling of binary data and discusses practical aspects in more detail.
KeywordsMaximum Likelihood Estimator Variance Function Exponential Family Linear Predictor Binary Response
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