Ebook: Advances in GLIM and Statistical Modelling: Proceedings of the GLIM92 Conference and the 7th International Workshop on Statistical Modelling, Munich, 13–17 July 1992

This volume presents the published Proceedings of the joint meeting of GUM92 and the 7th International Workshop on Statistical Modelling, held in Munich, Germany from 13 to 17 July 1992. The meeting aimed to bring together researchers interested in the development and applications of generalized linear modelling in GUM and those interested in statistical modelling in its widest sense. This joint meeting built upon the success of previous workshops and GUM conferences. Previous GUM conferences were held in London and Lancaster, and a joint GUM Conference/4th Modelling Workshop was held in Trento. (The Proceedings of previous GUM conferences/Statistical Modelling Workshops are available as numbers 14 , 32 and 57 of the Springer Verlag series of Lecture Notes in Statistics). Workshops have been organized in Innsbruck, Perugia, Vienna, Toulouse and Utrecht. (Proceedings of the Toulouse Workshop appear as numbers 3 and 4 of volume 13 of the journal Computational Statistics and Data Analysis). Much statistical modelling is carried out using GUM, as is apparent from many of the papers in these Proceedings. Thus the Programme Committee were also keen on encouraging papers which addressed problems which are not only of practical importance but which are also relevant to GUM or other software development. The Programme Committee requested both theoretical and applied papers. Thus there are papers in a wide range of practical areas, such as ecology, breast cancer remission and diabetes mortality, banking and insurance, quality control, social mobility, organizational behaviour.

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This volume comprises the Proceedings of the 1992 GLIM Workshop held in Munich. Papers present numerous applications of GLIM in statistical analyses. An important theme of the volume is the release of GLIM 4, including descriptions of the new features of GLIM 4.

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This volume comprises the Proceedings of the 1992 GLIM Workshop held in Munich. Papers present numerous applications of GLIM in statistical analyses. An important theme of the volume is the release of GLIM 4, including descriptions of the new features of GLIM 4.
Content:
Front Matter....Pages i-x
The new facilities of GLIM4....Pages 1-5
Model fitting applications in GLIM4....Pages 6-12
Medical applications in GLIM4....Pages 13-19
Residuals and Influential Points in Mean Structures Estimated with Pseudo Maximum Likelihood Methods....Pages 20-26
Fitting the Continuation Ratio Model using GLIM4....Pages 27-33
A New Approach for the Analysis of Multi-Episode Duration Data....Pages 34-39
Approaches to Estimation with Errors in Predictors....Pages 40-47
The Frontit Model: A Stochastic Frontier for Dichotomic Random Variables....Pages 48-53
Investigation of an Ordered Logistic Model for Consumer Debt....Pages 54-59
On Link Selection in Generalized Linear Models....Pages 60-65
Estimation of Heterogeneity — A GLM-Approach....Pages 66-71
Generalized Linear Models with P-splines....Pages 72-77
Modelling Excess Mortality of Diabetics: Generalised Linear Models and Dynamic Estimation....Pages 78-84
Smoothing in dynamic generalized linear models by Gibbs sampling....Pages 85-90
Bias reduction, the Jeffreys prior and GLIM....Pages 91-100
Approximate Predictive Integrals for Dynamic Generalized Linear Models....Pages 101-106
Symmetric Interaction Models to Study Innovation Processes in the Software Industry....Pages 107-112
Ordinal Time Series Models with Application to Forest Damage Data....Pages 113-118
Choosing Between Non-nested Models: a Simulation Approach....Pages 119-124
A class of models for the simultaneous analysis of square contingency tables....Pages 125-130
Estimation of the parameters of the bilinear association model using the Gibbs sampler....Pages 131-138
Marginal modelling of Correlated Ordinal Data using an n-way Plackett Distribution....Pages 139-144
The Evaluation of Bank Accounts using Optimized Moving Local Regression....Pages 145-150
Common Factor Model Stochastic Model, Data Analysis Technique or What?....Pages 151-158
The Design of Experiments to Discriminate Between Two Rival Generalized Linear Models....Pages 159-164
A Changepoint Model for Infant Survival in the British Births Survey....Pages 165-174
The Construction of Life and other Actuarial Graduated Tables using GLIM....Pages 175-180
Age-Period-Cohort Models: A Comparison of Methods....Pages 181-187
Estimation of a First Order Autoregressive Process with Poisson Marginals for Count Data....Pages 188-194
Saddlepoint Approximations for Generalized Linear Models: A Gentle Introduction....Pages 195-200
Robust Poisson Regression....Pages 201-206
Parametric and Seminonparametric Analysis of Nonlinear Time Series....Pages 207-212
Nonparametric Approaches to Generalized Linear Models....Pages 213-225
Back Matter....Pages 226-232

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This volume comprises the Proceedings of the 1992 GLIM Workshop held in Munich. Papers present numerous applications of GLIM in statistical analyses. An important theme of the volume is the release of GLIM 4, including descriptions of the new features of GLIM 4.
Content:
Front Matter....Pages i-x
The new facilities of GLIM4....Pages 1-5
Model fitting applications in GLIM4....Pages 6-12
Medical applications in GLIM4....Pages 13-19
Residuals and Influential Points in Mean Structures Estimated with Pseudo Maximum Likelihood Methods....Pages 20-26
Fitting the Continuation Ratio Model using GLIM4....Pages 27-33
A New Approach for the Analysis of Multi-Episode Duration Data....Pages 34-39
Approaches to Estimation with Errors in Predictors....Pages 40-47
The Frontit Model: A Stochastic Frontier for Dichotomic Random Variables....Pages 48-53
Investigation of an Ordered Logistic Model for Consumer Debt....Pages 54-59
On Link Selection in Generalized Linear Models....Pages 60-65
Estimation of Heterogeneity — A GLM-Approach....Pages 66-71
Generalized Linear Models with P-splines....Pages 72-77
Modelling Excess Mortality of Diabetics: Generalised Linear Models and Dynamic Estimation....Pages 78-84
Smoothing in dynamic generalized linear models by Gibbs sampling....Pages 85-90
Bias reduction, the Jeffreys prior and GLIM....Pages 91-100
Approximate Predictive Integrals for Dynamic Generalized Linear Models....Pages 101-106
Symmetric Interaction Models to Study Innovation Processes in the Software Industry....Pages 107-112
Ordinal Time Series Models with Application to Forest Damage Data....Pages 113-118
Choosing Between Non-nested Models: a Simulation Approach....Pages 119-124
A class of models for the simultaneous analysis of square contingency tables....Pages 125-130
Estimation of the parameters of the bilinear association model using the Gibbs sampler....Pages 131-138
Marginal modelling of Correlated Ordinal Data using an n-way Plackett Distribution....Pages 139-144
The Evaluation of Bank Accounts using Optimized Moving Local Regression....Pages 145-150
Common Factor Model Stochastic Model, Data Analysis Technique or What?....Pages 151-158
The Design of Experiments to Discriminate Between Two Rival Generalized Linear Models....Pages 159-164
A Changepoint Model for Infant Survival in the British Births Survey....Pages 165-174
The Construction of Life and other Actuarial Graduated Tables using GLIM....Pages 175-180
Age-Period-Cohort Models: A Comparison of Methods....Pages 181-187
Estimation of a First Order Autoregressive Process with Poisson Marginals for Count Data....Pages 188-194
Saddlepoint Approximations for Generalized Linear Models: A Gentle Introduction....Pages 195-200
Robust Poisson Regression....Pages 201-206
Parametric and Seminonparametric Analysis of Nonlinear Time Series....Pages 207-212
Nonparametric Approaches to Generalized Linear Models....Pages 213-225
Back Matter....Pages 226-232
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