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Methods of Statistical Model Estimation

Publisher: 
Chapman & Hall/CRC
Number of Pages: 
243
Price: 
89.95
ISBN: 
9781439858028
Date Received: 
Monday, June 17, 2013
Reviewable: 
No
Include In BLL Rating: 
No
Joseph M. Hilbe and Andrew P. Robinson
Publication Date: 
2013
Format: 
Hardcover
Category: 
Monograph

Programming and R
Introduction
R Specifics
Programming
Making R Packages
Further Reading

Statistics and Likelihood-Based Estimation
Introduction
Statistical Models
Maximum Likelihood Estimation
Interval Estimates
Simulation for Fun and Profit

Ordinary Regression
Introduction
Least-Squares Regression
Maximum-Likelihood Regression
Infrastructure
Conclusion

Generalized Linear Models
Introduction
GLM: Families and Terms
The Exponential Family
The IRLS Fitting Algorithm
Bernoulli or Binary Logistic Regression
Grouped Binomial Models
Constructing a GLM Function
GLM Negative Binomial Model
Offsets
Dispersion, Over and Under
Goodness-of-Fit and Residual Analysis
Weights
Conclusion

Maximum Likelihood Estimation
Introduction
MLE for GLM
Two-Parameter MLE

Panel Data
What Is a Panel Model?
Fixed-Effects Model
Random-Intercept Model
Handling More Advanced Models
The EM Algorithm
Further Reading

Model Estimation Using Simulation
Simulation: Why and When?
Synthetic Statistical Models
Bayesian Parameter Estimation
Discussion

Bibliography

Index

Publish Book: 
Modify Date: 
Monday, June 17, 2013

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