The analysis of stochastic processes using GLIM (Q1189534)

This book is written for advanced applied statistics students working interactively with the statistical software GLIM. The book is intended as a survey of some of the modelling possibilities of GLIM in the social sciences. The Chapter headings are: Normal theory models and some extensions; Markov chains; Point and renewal processes; Survival curves; Growth curves; Time series --- The time domain; Time series --- The frequency domain; Repeated measurements; Stochastic processes and generalized linear models. There are three appendices of GLIM commands, GLIM macros and data. The text makes clear the versatility of writing macros in the GLIM programming language. Most of the models are based on classical approaches to stochastic processes, with the final chapter indicating how the flexibility of GLIM readily allows extendibility of the models in the family of generalized linear models, and those closely related to it. The presentation concentrates on the primary stage of modelling, namely setting up and fitting the models to data, since lack of space did not allow consideration of the secondary stage that incorporates model diagnostics.