Since they were first formulated in 1972, generalized linear models have enjoyed a veritable boom, with numerous applications in insurance, economics and biostatistics. Today, they are still the subject of a great deal of research.
This book provides an overview of the theory of generalized linear models. Particular attention is paid to the problems of censoring, missing data and excess zeros. Didactic and accessible, Generalized Linear Models is illustrated with exercises and numerous R codes.
With all the necessary prerequisites introduced in a step-by-step fashion, this book is aimed at students (at master’s or engineering school level), as well as teachers and practitioners of mathematics and statistical modeling.
1. Exponential Families.
2. From Linear Models to GLMs.
3. Censored and Missing Data in GLMs.
4. Zero-Inflated Models.
Jean-François Dupuy is Professor of Applied Mathematics at the University of Rennes and is a member of the Institut de recherche mathématique de Rennes, France. His research focuses on statistical modeling, generalized linear models and duration models.