Generalized linear models for categorical and continuous limited dependent variables

摘要

This book, with its eight chapters, discusses various types of dependent variables broadly, involving binary, nominal, ordinal, count, integer-valued, (doubly) bounded continuous, censored and truncated variables, for generalized linear models. Issues of estimation and diagnostics for models for such variables are investigated. Appropriate models for the data types are illustrated through the book. Wherever possible, the book uses R and Stata software to illustrate concepts, models and techniques with examples and real data sets.