Multivariate Statistical Modelling Based on Generalized Linear Models (Undergraduate Texts in Mathematics) [Hardcover]

L. Fahrmeir (Author)

Book Description

ISBN-10: 0387942335 | ISBN-13: 978-0387942339 | Publication Date: January 1994

This book is concerned with the use of generalized linear models for univariate and multivariate regression analysis. Its emphasis is to provide a detailed introductory survey of the subject based on the analysis of real data drawn from a variety of subjects including the biological sciences, economics, and the social sciences. Where possible, technical details and proofs are deferred to an appendix in order to provide an accessible account for non-experts. Topics covered include: models for multi-categorical responses, model checking, time series and longitudinal data, random effects models, and state-space models. Throughout, the authors have taken great pains to discuss the underlying theoretical ideas in ways that relate well to the data at hand. As a result, numerous researchers whose work relies on the use of these models will find this an invaluable account to have on their desks. "The basic aim of the authors is to bring together and review a large part of recent advances in statistical modelling of multivariate and multicategorical models within the generalized linear models framework. Based on well-chosen sets of data, these new developments are introduced to a not necessarily expert audience. Completeness was not an aim. The result is a self-contained, well-written text offering the applied researcher a useful insight into the applicability of the general linear model methodology." P.A.L. Embrechts, ETH-Zentrum, Zurich, Switzerland

Editorial Reviews

Review

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)

--This text refers to an alternate Hardcover edition.

Product Details

• Hardcover: 425 pages
• Publisher: Springer (January 1994)
• Language: English
• ISBN-10: 0387942335
• ISBN-13: 978-0387942339
• Product Dimensions: 9.3 x 6.2 x 1.5 inches
• Shipping Weight: 1.8 pounds
• Average Customer Review: 4.7 out of 5 stars  See all reviews (3 customer reviews)
• Amazon Best Sellers Rank: #4,525,977 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

23 of 24 people found the following review helpful:

4.0 out of 5 stars nice theory on multivariate generalized linear models, January 23, 2008

By 

Michael R. Chernick "statman31147" (Holland PA) - See all my reviews
(REAL NAME)   

This review is from: Multivariate Statistical Modelling Based on Generalized Linear Models (Springer Series in Statistics) (Hardcover)

Back in 2000 Stephen Fienberg gave a talk at the University of California at Irvine on the 2000 census and his book "Who Counts". After the talk I went to dinner with him, my colleague Bob Newcomb and Anita Iannucci. Driving to dinner Bob ask Steve for a recommendation on a multivariate textbook. A number of choice were mentioned. Bob's favorite was Cooley and Lohnes but that was a bit dated. He was definitely looking for an applied text and not a theoretical one. I learned my multivariate analysis out of the first edition of Ted Anderson's book. But that is traditional multivariate Gaussian theory and is not at all an applied text. I always liked Gnanadesikan's book and I mentioned that. Srivastava and carter is an applied text that I like and there are many other choices.
I don't recall many of Fienberg's suggestions but I do distinctly recall that he did say that now you can teach it as a special case of the generalized linear models. The idea seemed to make sense to me but I couldn't picture the details. This book is apparently the book Fienberg had in mind. He might have been thinking about the first edition because this second edition was not out then.

The book is very applied and modern and covers many important topics for biostatisticians. Coverage includes multicategorical responses, semi and nonparametric modelling, time series and longitudinal data, random effects models, state space models including Kalman Filters and nonlinear models, and survival analysis. This is not traditional multivariate data but covers many type of multivariate data and models that do not fit the standard multivariate Gaussian theory.

Chapter 4 on selecting and checking models seems to deal with the classical linear models taking a non-standard approach through the methods of generalized linear models.

Excellent text for an applied course and for a reference book. It also covers hidden Markov models and Bayesian methods (including the MCMC implementation and the WinBugs software).

9 of 9 people found the following review helpful:

5.0 out of 5 stars Absolutely an excellent work. Don't hesitate to pay for it!, September 21, 2005

By 

supercutepig (USA) - See all my reviews

This review is from: Multivariate Statistical Modelling Based on Generalized Linear Models (Springer Series in Statistics) (Hardcover)

[1] Studying bioinformatics? You must be familiar with multivariate analysis. This book is absolutely an important reference.
[2] A researcher of statistical pattern recognition? Without doubt, you need this up-to-date book to stuff your toolbox.

6 of 6 people found the following review helpful:

5.0 out of 5 stars A quality text, April 3, 2001

By 

prof.dr. P.C.M. Molenaar (amsterdam Netherlands) - See all my reviews

This review is from: Multivariate Statistical Modelling Based on Generalized Linear Models (Undergraduate Texts in Mathematics) (Hardcover)

Great book! Presents clear information about statistical computational details, as well as a number of nonstandard models (including those of Tutz's original work). The book has a transparent build-up, from more easy modeling exercises to advanced applications. I like best the part on generalized linear time series modeling, using the extended Kalman filter in the context of the EM algorithm. The only critique I have concerns the handling of (the variance of) the measurement error term in the associated generalized state space model (this measurement error should be modeled as a constrained martingale difference).