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Vector Generalized Linear and Additive Models pp 291–316Cite as

Some LM and GLM Variants

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Abstract

This chapter deals with several useful variants of LMs and binomial GLMs. For example, LMs have been generalized to varying coefficient models, seemingly unrelated regressions (SUR), the Tobit model (censored LM), and AR(1) time series model (correlated data over time). And for logistic regression, this can be extended to bivariate binary responses, a two-stage sequential binomial process, and double-exponential family models.

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Authors and Affiliations

  1. Department of Statistics, University of Auckland, Auckland, New Zealand

    Thomas W. Yee

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  1. Thomas W. Yee
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© 2015 Thomas Yee

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Yee, T.W. (2015). Some LM and GLM Variants. In: Vector Generalized Linear and Additive Models. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-2818-7_10

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