Generalized Linear Models for Categorical and Continuous Limited Dependent Variables

Michael Smithson, Edgar C. Merkle

"… a very useful contribution for anyone who needs modern extensions of statistical modeling tools. I was also impressed with the elegant way in which the authors went about the demanding task of explaining complex methods to readers."—International Statistical Review, 2015"What new perspective or emphasis could be brought to this crowded market? This contribution from Smithson and Merkle is distinctive in several respects. It is geared toward a social-science audience … The authors cover an impressive amount of ground … in one book, the authors cover many different models for a wide array of discrete and limited dependent variables (LDVs). … a valuable resource for graduate students and practitioners in psychology, political science, international relations, anthropology, sociology, education, and communication … . The Beta GLM and some of the models for censored and truncated responses are much newer and more exotic than say, logistic regression or count models, making Smithson and Merkle’s book a welcome addition even for seasoned practitioners … ."—Journal of the American Statistical Association, June 2015

• Introduction and Overview. DISCRETE VARIABLES: Binary. Nominal Multi-Category. Ordinal-Categorical. Count Data. CONTINUOUS VARIABLES: Doubly Bounded. Censored and Truncated. EXTENSIONS: Multi-Level Models. Bayesian MCMC Estimation. Appendices. Web-Based Supplementary Materials.