| This is an important book. It is a mature, deep introduction to generalized linear models. General linear models extend multiple linear models to include cases in which the distribution of the dependent variable is part of the exponential family and the expected value of the dependent variable is a function of the linear predictor. Besides the normal (Gaussian) distribution, the binomial distribution, the Poisson distribution and the Gamma distribution, are just some of the exponential family members most frequently encountered in the scientific literature. Using appropriate functions to join the dependent variable to the linear predictor many classic models of applied statistics are included in the broad frame of generalized linear models: "logistic regression", log-linear models, Cox's proportional hazards models are just some of them. Further extensions to the "base" family of generalized linear models, such as those based on the use of quasi-likelihood functions, and models in which both the expected value and the dispersion are function of a linear predictor, are well presented in the book. Examples, and exercises, introduce many non-banal, useful, designs. There are some minor drawbacks. Some more advanced topics might have been introduced more smoothly (i.e. conditional likelihood). Some other topics are better understood when you are already familiar with the specific object of study (i.e. Cox's proportional hazards models as a generalized linear model). The book does not provide software examples, nor is it related with any specific statistical package. However, the maturity of the reader to whom the book is addressed should be so high that translating the majority of the examples presented in the book in the "language" of a familiar statistical package should not be a problem. |