The aim of this book is an applied and unified introduction into parametric, non- and semiparametric regression that closes the gap between theory and application. The most important models and methods in regression are presented on a solid formal basis, and their appropriate application is shown through many real data examples and case studies. Availability of (user-friendly) software has been a major criterion for the methods selected and presented. Thus, the book primarily targets an audience that includes students, teachers and practitioners in social, economic, and life sciences, as well as students and teachers in statistics programs, and mathematicians and computer scientists with interests in statistical modeling and data analysis. It is written on an intermediate mathematical level and assumes only knowledge of basic probability, calculus, and statistics. The most important definitions and statements are concisely summarized in boxes. Two appendices describe required matrix algebra, as well as elements of probability calculus and statistical inference.
Ludwig Fahrmeir Book order
January 23, 1945






- 2013
- 2001
Multivariate statistical modelling based on generalized linear models
- 548 pages
- 20 hours of reading
The book is aimed at applied statisticians, graduate students of statistics, and students and researchers with a strong interest in statistics and data analysis. This second edition is extensively revised, especially those sections relating with Bayesian concepts.