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| About glmlab: A basic overview and introduction for new users of glmlab; what glmlab can do. | The Features of glmlab: What it can be used for and it's features, including screen shots and details of menu items. |
| Downloading glmlab: How to get the latest official version from MathWorks, and un-official versions locally. | On-Line Manual: Links to the on-line manual, which includes a section on installing glmlab. |
| Cost: More details about using glmlab for free. | Comments about glmlab: What others users have said about glmlab. |
| Links to Other Useful Pages: A couple of links to other statistics and glm pages. | MATLAB Conference Paper: A conference paper presented about glmlab at the 1997 MATLAB Conference in Sydney. |
| Giving Feedback: How to supply feedback to the author. | Frequently Asked Questions: Find answers to common questions regarding glmlab |
Dr. Joseph Hilbe
Course Discussion Board: Click here to go to the course discussion board (pre-paid registration required, see above to register). Note that the discussion board is not activated until the course start date.
Aim of the Course: This course will explain the theory of generalized linear models (GLM), outline the algorithms used for GLM estimation, and explain how to determine which algorithm to use for a given data analysis.
Generalized Linear Models is a unified method used to extend the general linear model, or ordinary least squares (OLS) regression, to incorporate responses other than normal. GLM models are all members of the exponential family of distributions, and allow the modeling of responses, or dependent variables, that take the form of counts, proportions, dichotomies (1/0), positive continuous values, as well as values that follow the normal Gaussian distribution. Logistic, Poisson, and negative binomial regression models are three of the most noteworthy GLM family members.
The course will detail the basic theory of GLM and will schematically outline the various algorithms that have been used in GLM estimation. Explanations will involve determining which algorithms and models are optimal for a given data analysis as well as how to best interpret parameter estimates, standard errors, p-values, scale/dispersion values, and fit statistics.
Each type of GLM model will be addressed, with separate discussion sections being given to continuous response and to discrete response data situations. Particular emphasis shall be given to goodness-of-fit, residual analysis, and to adjustments of standard errors, for discrete response models, when there is excessive correlation in the data. The latter is known as the problem of overdispersion.
The course concludes by discussing how the basic GLM algorithm can be adjusted for certain data situations that do not follow explicit GLM model assumptions; e.g. truncated, censored, and zero-inflated models.
Who Should Take This Course: Analysts in any field who need to move beyond standard multiple linear regression models for modeling their data.
Instructors:Dr. Joseph Hilbe, Professor Emeritus, University of Hawaii, and Adjunct Professor of sociology and statistics, Arizona State University. Dr Hilbe has lectured worldwide on the topic of generalized linear models, has written extensively in the area, and wrote the first GLM command for the Stata statistical package in 1992 and a well-used negative binomial macro for SAS in 1993. He is the co-author (with James Hardin) of Generalized Linear Models and Extensions and Generalized Estimating Equations. Dr. Hilbe is currently software reviews editor for The American Statistician and is on the editorial board of the international journals Health Services Outcomes and Research Methodology and the Journal of Modern Applied Statistical Methods. He was also the founding editor of the Stata Technical Bulletin (1991), was a biostatistical consultant to the Health Care Financing Administration (HCFA) and lead biostatistician for both NRMI-2 and FASTRAK, the U.S. and Canadian national cardiovascular registries respectively.
Prerequisite: Participants should be familiar with basic probability and statistics, including multiple linear regression. Basic Concepts in Probability and Statistics and Introduction to Statistics: Design and Analysis at statistics.com cover introductory statistics, including a brief treatment of linear regression. For a more complete coverage of regression, see Introduction to Regression.
Organization of the Course: The course takes place over the Internet, at statistics.com. Course participants will be given an alias and access to a private bulletin board that serves as a forum for discussion of ideas, problem solving, and interaction with the instructor. The course is scheduled to take place over four weeks, and should require about 10 hours per week. At the beginning of each week, participants receive the relevant material, in addition to answers to exercises from the previous session. During the week, participants are expected to go over the course materials and work through exercises. Discussion among participants is encouraged. The instructor will provide answers and comments.
Course Requirements: James Hardin and Joseph Hilbe (2001), Generalized Linear Models and Extensions, (not included in course price) available here. PLEASE ORDER YOUR COPY IN TIME FOR THE COURSE STARTING DATE. In some lessons, you will benefit from being able to implement models in a software program that is able to do GLM (for example, Stata, SAS, S-PLUS, R). Click Here for information on obtaining a free (or nominal cost) copy of various software packages for use during the course.
Course Program: The course is structured as follows
SESSION 1: General overview of GLM
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An Introduction to Generalized Linear Models, 2nd Edition Annette J. Dobson
This is one of the books available for loan from Academic Technology Services (see Statistics Books for Loan for other such books, and details about borrowing). See Where to buy books for tips on different places you can buy these books.
Read it Online! (UC Only)
| Stata | SAS | Chapter Title | |
| Chapter 1 | Chap 1 | Introduction | |
| Chapter 2 | Chap 2 | Model Fitting | |
| Chapter 3 | Chap 3 | Exponential Family and Generalized Linear Models | |
| Chapter 4 | Chap 4 | Estimation | |
| Chapter 5 | Chap 5 | Inference | |
| Chapter 6 | Chap 6 | Chap 6 | Normal Linear Models |
| Chapter 7 | Chap 7 | Binary Variables and Logistic Regression | |
| Chapter 8 | Chap 8 | Nominal and Ordinal Logistic Regression | |
| Chapter 9 | Chap 9 | Count Data, Poisson Regression and Log-Linear Models | |
| Chapter 10 | Chap 10 | Survival Analysis | |
| Chapter 11 | Chap 11 | Clustered and Longitudinal Data |
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| Data Set | SAS Code | Data | Codebook |
| Campbell et al. American Voter data | Campbell.sas, Campbell-loglinear.sas | ||
| Chilean plebiscite data | Chile.sas | Chile.txt | Chile.cbk |
| Greene refugee-appeals data | Greene.sas | Greene.txt | Greene.cbk |
| Long's research-productivity data | Long.sas | Long.txt | Long.cbk |
| Mroz's women's labour-force data | Mroz.sas | Mroz.txt | Mroz.cbk |
| Ornstein's interlocking-directorate data | Ornstein.sas | Ornstein.txt | Ornstein.cbk |
| Power and Xia's high-school-graduation data | Powers.sas | Powers.txt | Powers.cbk |
| Canadian women's labour-force participation data | Womenlf.sas, Womenlf-polynomous.sas, Womenlf-diagnostics.sas | Womenlf.txt | Womenlf.cbk |
| Attitudes towards working mothers data | WorkingMoms.sas | WorkingMoms.txt | WorkingMoms.cbk |
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As noted below, the notes are offered in two formats: HTML and PDF. Use the table below to jump directly to each of the Chapters in the notes. If you are browsing, check out the more detailed table of contents available for the HTML version.
| Chapter | Browse | |
| 2. Linear Models for Continuous Data | html | pdf (332 KB) |
| 3. Logit Models for Binary Data | html | pdf (261 KB) |
| 4. Poisson Models for Count Data | html | pdf (123 KB) |
| 5. Log-Linear Models for Contingency Tables | html | pdf (146KB) |
| 6. Multinomial Response Models | html | pdf (166 KB |
| 7. Survival Models | html | pdf (214 KB) |
| A. Review of Likelihood Theory | html | pdf (114 KB) |
| B. Generalized Linear Model Theory | html | pdf (126 KB) |
No, there is no Chapter 1 ... yet. One day I will write an introduction to the course and that will be Chapter 1.
It turns out that making the lecture notes available on the web was a bit of a challenge, because the web browsers in current use were designed to render text and graphs but not equations. After looking at a number of options, I decided to offer the notes in two formats: HTML and PDF.
Our PDF files are now smaller and look better on the screen! If you find an error in the notes please let me know. Make sure you note the section (e.g. 2.1.7) or page, and as much detail as you can. I will keep an up-to-date list of corrections.
The notes were prepared using LaTeX, which produces PostScript and hence PDF. I generated the HTML pages from the original LaTeX source using a program called TtH written by Ian Hutchinson. I found the output from this program better than alternatives such as LaTeX2Html.
If you are interested in the problem of publishing mathematics on the Web you may want to visit the W3C Mathematics page, which describes MathML and provides a number of useful links. You may also want to read Ian Hutchinson's views, including comments and links to reviews of various approaches.
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