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Contents

2. Linear Models for Continuous Data

3. Logit Models for Binary Data

4. Poisson Models for Count Data

5. Log-Linear Models for Contingency Tables

6. Multinomial Response Models

7. Survival Models

A. Review of Likelihood Theory

B. Generalized Linear Model Theory

Browsing or Printing?

The notes are offered in two formats: HTML and PDF, see the discussion below for more details.

I expect most of you will want to print the notes, in which case you can use the links below to access the PDF file for each chapter:

Chapters in PDF format
2. Linear Models for Continuous Data
3. Logit Models for Binary Data
4. Poisson Models for Count Data
4a*. Addendun on Overdispersed Count Data
5. Log-Linear Models for Contingency Tables
6. Multinomial Response Models
7. Survival Models
8*. Panel and Clustered Data
A. Review of Likelihood Theory
B. Generalized Linear Model Theory

If you are browsing you can use the table of contents on the right to go directly to a specific chapter or section.

No, there is no Chapter 1 ... yet. One day I will write an introduction to the course and that will be Chapter 1.

* The list above has two extensions to the original notes: an addendum on Modeling Over-Dispersed Count Data, which describes models with extra-Poisson variation and negative binomial regression, and a brief discussion of models for longitudinal and clustered data.

Suggested Citation

Rodríguez, G. (2007). Lecture Notes on Generalized Linear Models. Available at http://data.princeton.edu/wws509/notes/

The Choice of Formats

It turns out that making the lecture notes available on the web was a bit of a challenge because web browsers were designed to render text and graphs but not equations, which are often shown using bulky graphs or translated into text with less than ideal results.

PDF The notes were written using LaTeX, which produces postscript or PDF, so the simplest solution was to post the generated PDF files, one per chapter. This format is best for printing the notes. Our PDF files are now smaller and look better on the screen that before. To view the files you will need Adobe Reader, unless you use a browser like Chrome that can render PDF natively.

Powered by MathJax I also wanted to offer a version in HTML, which is best for browsing. Fortunately, there is now an excellent Javascript library called MathJax that does a superb job of rendering mathematics on the web. I combined this library with a custom program that translates the rest of the LaTeX source into HTML, leaving all equations to MathJax. This approach supersedes the original pages, which had been generated using TtH, a program that worked much better than alternatives such as LaTeX2Html and served us us well for many years.


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