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Software

Genstat. VSN International.
GLIM. NAG, Oxford.
GARMA Generalized Autoregressive Moving Average Models. Mikis Stasinopoulos, University of North London.
MADAM: Mean and Dispersion Additive Models. Mikis Stasinopoulos, University of North London.

Generalized Linear Models in LispStat. Luke Tierney, University of Minnesota.
Generalized Linear Models using the R-Code. Sandy Weisberg, University of Minnesota.

glmlab. Interactive modules in MATLAB for fitting GLMs, by Pete Dunn, University of Southern Queensland.
StatBox. Statistical toolbox including binomial and Poisson generalized linear models. Gordon Smyth, Walter and Eliza Hall Institute of Medical Research.

Negative Binomial Regression. Uses the GENMOD procedure to fit a Log Negative Binomial Regression model, estimating the heterogeneity parameter.
Generalized Linear Models. Examples and SAS code for a reading course on generalized linear models by Robert Hanneman, University of California, Riverside.

GLMBOX. An implementation of generalized linear models for the SciLab environment.

Generalized Linear Models in S. Notes on S-Plus by Bill Venables. Erik Moledor, Duke University.
Statlib S Archive. Contains a number of entries applicable to generalized linear models.
StatMod Library. A library of S-Plus functions for statistical modelling, including generalized linear models. Gordon Smyth, Walter and Eliza Hall Institute of Medical Research.

Digamma Family. The gamma deviance family. Gordon Smyth, Walter and Eliza Hall Institute of Medical Research.
Double generalized linear models. Simultaneously model the mean and the dispersion in generalized linear models. Gordon Smyth, Walter and Eliza Hall Institute of Medical Research.
Negative Binomial Family. An S-Plus function by Bill Venables. Gordon Smyth, Walter and Eliza Hall Institute of Medical Research.
Randomized quantile residuals. An improvement on deviance and Pearson residuals, especially when the response takes on a relatively small number of distinct values. Gordon Smyth, Walter and Eliza Hall Institute of Medical Research.
Tweedie Family. Generalized linear models with any power variance function and any Box-Cox family link. Gordon Smyth, Walter and Eliza Hall Institute of Medical Research.

Stata Houndouts for WWS509. Handouts in ps or pdf on using Stata for a graduate course at Princeton. Includes linear models, logit models, Poisson regression, contingency tables, multinomial responses, ordered response models and survival models. Germán Rodríguez, Princeton University.

Generalized Linear Models in XploRe. Marlene Müller, Institute of Statistics and Econometrics, Berlin.

Hilbe, J. M. (1994). Generalized linear models. American Statistician, 48(3), 155-265. Reviews software for generalized linear models including Genstat, SAS, GLIM, S-Plus and others.