Classical statistical models for regression, time series and longitudinal data provide well-established tools for approximately normally distributed vari ables. Enhanced by the availability of software packages these models dom inated the field of applications for a long time. With the introduction of generalized linear models (GLM) a much more flexible instrument for sta tistical modelling has been created. The broad class of GLM's includes some of the classicallinear models as special cases but is particularly suited for categorical discrete or nonnegative responses. The last decade has seen various extensions of GLM's: multivariate and multicategorical models have been considered, longitudinal data analysis has been developed in this setting, random effects and nonparametric pre dictors have been included. These extended methods have grown around generalized linear models but often are no longer GLM's in the original sense. The aim of this book is to bring together and review a large part of these recent advances in statistical modelling. Although the continuous case is sketched sometimes, thoughout the book the focus is on categorical data. The book deals with regression analysis in a wider sense including not only cross-sectional analysis but also time series and longitudinal data situations. We do not consider problems of symmetrical nature, like the investigation of the association structure in a given set of variables. For example, log-linear models for contingency tables, which can be treated as special cases of GLM's are totally omitted. The estimation approach that is primarily considered in this book is likelihood-based.
From the reviews of the second edition:
TECHNOMETRICS
"A 25% size increase in a very generous effort for a new edition of a statistics book. If you own and like the 1E, then a purchase of the 2E would certainly seem appropriate. Anyone who deals with multivariate modeling should certainly purchase a copy. This book does not have a competitor for analyzing multivariate data with generalized linear models."
"The authors obviously put a great deal of work into this book ... . There are nearly 40 examples ... drawn from a variety of fields, extensively worked, and then reworked in succeeding chapters. ... The vast amount of material is accurately presented ... and laid out in an orderly and clear manner. ... I conclude by endorsing this book whole-heartedly. Fahrmeir and Tutz have given the statistics community a wonderful resource for both teaching and reference." (Rick Chappell, Journal of the American Statistical Association, Vol. 98 (463), 2003)
"The 6 page subject index, the author index, the bibliography (updated considerably), and the nice LaTeX layout highlight the top quality we have come to expect from these authors and this publisher. ... Statisticians everywhere will want to consult ‘Multivariate Modelling’, when confronted with multivariate data. Many scientists from the fields where examples originated will do so, too, and demand the application of the new and sophisticated procedures as described in the second edition. ... Recommendation: buy." (Reinhard Vonthein, Metrika, December, 2003)
"This is an excellent book. Given the activity in the field, it substantially updates the material that is contained in the first edition and contains over 700 references. As well as providing references to work that is contained in the book, it makes ample suggestions for further reading of closely related topics. The result is a comprehensive book which provides an authoritative coverage of the subject area. ... This book is a valuable edition to our library and is very highly recommended." (Paul Hewson, Journal of the Royal Statistical Society, Series A: Statistics in Society, Vol. 157 (3), 2004)
"This book brings together and reviews a large part of recent advances in the type of statistical modelling that are based on or related to generalized linear models. ... Many real data examples from different fields illustrate the wide variety of applications of the methods. ... The strength of this book is its extensive and thorough review by means of a unified notation and set of concepts of the basic ideas of the relevant literature. ... The book is well written." (Jon Stene, Mathematical Reviews, Issue 2002 h)
"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. ... this book gives a thorough exposition of recent developments in categorical data based on GLMs." (Oleksandr Kukush, Zentralblatt MATH, Vol. 980, 2002)
