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Generalized Linear Models

Books

• Dobson, A. J. (2001). An Introduction to Generalized Linear Models, Second Edition. Chapman and Hall/CRC (November 2001), London.
• Hardin, J., and Hible, J. (2001). Generalized Linear Models and Extensions. Stata Press (May 2001), College Station, Texas.
• McCulloch, C., and Searle, S. (2001). Generalized, linear and mixed models. Wiley, New York.
• Dey, D. K., Ghosh, S. K., and Mallick, B. K. (eds.) (2000). Generalized Linear Models: A Bayesian Perspective. Marcel Dekker, New York.
• Wei, Bo-Cheng (1998). Exponential Family Nonlinear Models. Springer-Verlag, Sinpagore. (My review of this book.)
• Jørgensen, B. (1997). Theory of Dispersion Models. Chapman and Hall, London.
  [This book does not discuss GLMs themselves, but is the definitive reference on the family of response distributions for GLMs.]
• Applying Generalized Linear Models, James Lindsey (Limburghs Universitair Centrum, Belgium), Springer-Verlag, 1997.
• Markov Chain Monte Carlo in Practice, W.R. Gilks, S. Richardson, D.J. Spiegelhalter, Chapman & Hall, 1996.
• Modelling Frequency and Count Data, J. K. Lindsey (University of Liege, Belgium), Oxford University Press, 1995.
• Bayesian Data Analysis, A. Gelman, J. Carlin, H. Stern, D. Rubin, Chapman & Hall, 1995.
• Multivariate Statistical Modelling Based on Generalized Linear Models, Tutz, L. Fahrmeir (University of Munich, Germany), and G. Tutz, (Technische Universität Berlin, Germany), Springer Series in Statistics, New York, 1994.
• Nonparametric Regression and Generalized Linear Models: A roughness penalty approach, Peter J. Green, Bernard W Silverman, Chapman & Hall, 1994.
• Crawley, M. J. (1993). GLIM for Ecologists. Blackwell Scientific Publications, Oxford.
• Statistical Models in S, John M Chambers, Trevor J Hastie, Chapman & Hall, 1992.
• Generalized Additive Models, T.J. Hastie, R.J. Tibshirani, Chapman & Hall, 1990.
• An Introduction to Generalized Linear Models, Second Edition, A.J. Dobson (University of Newcastle), Chapman & Hall, 1990.
  [The gentlest introduction to GLMs.]
• Generalized Linear Models, Second Edition, Peter McCullagh (University of Chicago) and John A Nelder (Imperial College), Chapman and Hall, 1989. Data Sets.