Generalized Linear Models and Extensions, Second Edition

Generalized Linear Models and Extensions, Second Edition provides a comprehensive overview of the nature and scope of generalized linear models (GLMs) and of the major changes to the basic GLM algorithm that allow modeling of data that violate GLM distributional assumptions. Deftly balancing theory and application, the book stands out in its coverage of the derivation of the GLM families and their foremost links, while also guiding readers in the application of the various models to real data. This edition has new sections on discrete response models, including zero-truncated, zero-inflated, censored, and hurdle count models, as well as heterogeneous negative binomial, generalized Poisson, and generalized binomial models. The book also includes a substantially expanded discussion of both proportional-odds and generalized ordered models, making it easy for readers to use these models in their own research.

Praise for the first edition
This book is a very useful and definitive handbook for anybody who wants to understand [GLMs] and to choose one to apply to a particular data analysis. The authors have written a very comprehensive account of a very large subject indeed, which is still very much under construction. I know of no other book where as much equally up-to-the-minute information on GLMs and their extensions can be found in one place.
- Roger Newson, The Stata Journal, 2001