Multivariate statistical modelling based on generalized linear models.
EM-algorithmGLMlongitudinal dataMonte Carlo methodsmulticategorical responsesrandom effects modelsspatio-temporal datastate space modelssurvival models
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Generalized linear models (logistic models) (62J12)
The first edition from 1994, see the review Zbl 0809.62064, provided an extension of generalized linear models (GLM) for multivariate and multicategorical models, longitudinal data analysis, random effects and nonparametric predictors. The aim of the new edition is to reflect the major new developments over the past years. The book is clearly written, with emphasis on basic ideas. The authors illustrate concepts with numerous examples, using real data from biological sciences, economics and social sciences. The organization parallels that of the first edition. Ch. 8 is now called ``State space models and hidden Markov models, and the other titles remain the same. In this second edition, Bayesian concepts are considered more comprehensively. In Ch. 3, marginal models are treated, and marginal means of correlated binary and categorical data are estimated. Ch. 5, on nonparametric and semiparametric generalized regression, has been totally rewritten, it contains new sections on local smoothing and Bayesian inference. Ch. 6 now covers both time series and longitudinal data. Ch. 7 contains a new subsection on a nonparametric approach based on finite mixtures, and a new section on a fully Bayesian approach, where all parameters are regarded as random. MCMC techniques are described in greater detail in Ch. 8 and in the appendix. Ch. 8 also extends the main ideas from state space models to models with spatial and spatio-temporal data. In summary, this book gives a thorough exposition of recent developments in categorical data based on GLMs.
- A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes
- Propriety of posteriors in structured additive regression models: Theory and empirical evi\-dence
- Mixed model-based inference in geoadditive hazard regression for interval-censored survival times
- Numerical integration in logistic-normal models
- Local likelihood regression in generalized linear single-index models with applications to microarray data
- Pairwise likelihood inference for ordinal categorical time series
- The logistic regression model with response variables subject to randomized response
- A simulation study comparing weighted estimating equations with multiple imputation based estimating equations for longitudinal binary data
- Fitting generalized linear models with unspecified link function: a P-spline approach
- Block sampler and posterior mode estimation for asymmetric stochastic volatility models
- Generalized linear mixed model with a penalized Gaussian mixture as a random effects distribution
- Some properties of regression estimators in GEE models for clustered ordinal data
- Regression models for binary time series with gaps
- Optimization in a multivariate generalized linear model situation
- Simultaneous selection of variables and smoothing parameters in structured additive regression models
- Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
- Function estimation with locally adaptive dynamic models
- Spatial variable selection and an application to Virginia Lyme disease emergence
- On diagnostics in double generalized linear models
- Influence diagnostics in generalized symmetric linear models
- Extended ordered paired comparison models with application to football data from German Bundesliga
- Choice of generalized linear mixed models using predictive crossvalidation
- Useful models for time series of counts or simply wrong ones?
- Inference on finite population categorical response: nonparametric regression-based predictive approach
- Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
- A generalized speed-accuracy response model for dichotomous items
- Fitting large-scale structured additive regression models using Krylov subspace methods
- Sequential Bayesian inference for static parameters in dynamic state space models
- Tree-based varying coefficient regression for longitudinal ordinal responses
- Exact Bayesian designs for count time series
- Improving the prediction performance of the Lasso by subtracting the additive structural noises
- Regression theory for categorical time series
- The additive model affected by missing completely at random in the covariate
- Non-linear and nonparametric modeling of seasonal environmental data
- Bayesian geoadditive seemingly unrelated regression
- Nonlinear Poisson autoregression
- A new class of semi-mixed effects models and its application in small area estimation
- Modeling of daily confirmed Saudi COVID-19 cases using inverted exponential regression
- \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models
- Statistical analysis of multivariate discrete-valued time series
- The stochastic restricted ridge estimator in generalized linear models
- Transition models for count data: a flexible alternative to fixed distribution models
- Penalized generalized estimating equations approach to longitudinal data with multinomial responses
- Law of iterated logarithm and model selection consistency for generalized linear models with independent and dependent responses
- Generalized structured additive regression based on Bayesian P-splines
- An IRT model with a parameter-driven process for change
- Examining interindividual differences in cyclicity of pleasant and unpleasant affects using spectral analysis and item response modeling
- Penalized spline estimation in varying coefficient models with censored data
- On categorical time series models with covariates
- Statistical inference for type I multiply left-censored samples from Weibull distribution
- Charactering neural spiking activity evoked by acupuncture through state-space model
- \(L_2\) differentiability of generalized linear models
- Extending ordinal regression with a latent zero-augmented beta distribution
- Analyzing incomplete discrete longitudinal clinical trial data
- Selecting and checking a binomial response generalized linear model using phi-divergences
- A uniform framework for the combination of penalties in generalized structured models
- Mixture models for ordinal responses to account for uncertainty of choice
- Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations
- On a signal detection approach to \(m\)-alternative forced choice with bias, with maximum likelihood and Bayesian approaches to estimation
- Statistical modelling in biostatistics and bioinformatics. Selected papers partly based on the 3rd international workshop on correlated data modelling, Limerick, Ireland and on the science foundation Ireland's biostatistics and bioinformatics research programme, BIO-SI, Limerick, Ireland
- Comparison of designs for multivariate generalized linear models
- Non-life rate-making with Bayesian GAMs
- Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models
- A Bayesian semiparametric latent variable model for mixed responses
- Latent class models for diary method data: Parameter estimation by local computations
- Multidimensional item response theory models with collateral information as Poisson regression models
- GEE for multinomial responses using a local odds ratios parameterization
- Approximate Bayesian inference for survival models
- Simultaneous credible bands for latent Gaussian models
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Parameter Change Test for Poisson Autoregressive Models
- Quasi-likelihood inference for negative binomial time series models
- New proposals for the quantification of qualitative survey data
- Marginal and association regression models for longitudinal binary data with drop-outs: A likelihood-based approach
- Correction for covariate measurement error in nonparametric longitudinal regression
- Disease mapping of stage-specific cancer incidence data
- Generalized semiparametrically structured ordinal models
- New findings from terrorism data: Dirichlet process random-effects models for latent groups
- Multilevel modeling of insurance claims using copulas
- Modeling cancer cells growth
- Bayesian semiparametric seemingly unrelated regression
- Residuals for polytomous logistic regression models based on φ-divergences test statistics
- Posterior mean and variance approximation for regression and time series problems
- The Survival of Newly Founded Firms: A Case-Study into Varying-Coefficient Models
- Some Properties for a Simplified Cox Binary Model
- On the second-order random walk model for irregular locations
- Local polynomial inference for small area statistics: estimation, validation and prediction
- GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion
- Fitting an item response theory model with random item effects across groups by a variational approximation method
- A longitudinal study of children's aggressive behaviours based on multivariate mixed models with incomplete data
- On generalized multinomial models and joint percentile estimation
- scientific article; zbMATH DE number 51858 (Why is no real title available?)
- On binary and categorical time series models with feedback
- Sampling schemes for generalized linear Dirichlet process random effects models
- A Poisson mixed model with nonnormal random effect distribution
- Bayesian inference for additive mixed quantile regression models
- Merging Information for Semiparametric Density Estimation
- scientific article; zbMATH DE number 2171486 (Why is no real title available?)
- Semiparametric modelling of multicategorical data
- Partial Likelihood Inference For Time Series Following Generalized Linear Models
This page was built for publication: Multivariate statistical modelling based on generalized linear models.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5935344)
