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1、Log-LinearModelsandLogisticRegressionRonaldChristensenSpringerToSharonandFletchThispageintentionallyleftblankPrefacetotheSecondEditionAsthenewtitleindicates,thissecondeditionofLog-LinearModelshasbeenmodifiedtoplacegreateremphasisonlogisticregression.Inaddit
2、iontonewmaterial,thebookhasbeenradicallyrearranged.ThefundamentalmaterialiscontainedinChapters1-4.IntermediatetopicsarepresentedinChapters5through8.GeneralizedlinearmodelsarepresentedinChap-ter9.Thematrixapproachtolog-linearmodelsandlogisticregressionispre
3、sentedinChapters10-12,withChapters10and11attheappliedPh.D.levelandChapter12doingtheoryatthePh.D.level.ThelargestsingleadditiontothebookisChapter13onBayesianbino-mialregression.Thischapterincludesnotonlylogisticregressionbutalsoprobitandcomplementarylog-log
4、regression.WiththesimplicityoftheBayesianapproachandtheabilitytodo(almost)exactsmallsamplesta-tisticalinference,Ipersonallyfindithardtojustifydoingtraditionallargesampleinferences.(Anotherpossibilityistodoexactconditionalinference,butthatisanotherstory.)Nat
5、urally,IhavecleaneduptheminorflawsinthetextthatIhavefound.Allexamples,theorems,proofs,lemmas,etc.arenumberedconsecutivelywithineachsectionwithnodistinctionsbetweenthem,thusExample2.3.1willcomebeforeProposition2.3.2.Exercisesthatdonotappearinasectionattheend
6、haveaseparatenumberingscheme.Withinthesectioninwhichitappears,anequationisnumberedwithasinglevalue,e.g.,equation(1).Whenreferenceismadetoanequationthatappearsinadifferentsection,thereferenceincludestheappropriatechapterandsection,e.g.,equation(2.1.1).viiiPr
7、efacetotheSecondEditionTheprimaryprerequisiteforusingthisbookisknowledgeofanalysisofvarianceandregressionatthemastersdegreelevel.Itwouldalsobeadvantageoustohavesomepriorfamiliaritywiththeanalysisoftwo-waytablesofcountdata.Christensen(1996a)waswrittenwithth
8、eideaofpreparingpeopleforthisbookandforChristensen(1996b).Inaddition,familiaritywithmasterslevelprobabilityandmathematicalstatisticswouldbehelpful,especiallyforthelaterchapters.Sections9.3,10.2,11.6,and12.3us