Power series generalized nonlinear models [Comput. Statist. Data Anal. 53 (2009) 1155–1166] can be used when the Poisson assumption of equidispersion is not valid. In these models, we consider a more ...

Vector time series data are widely met in practice. In this paper we propose a multivariate functional-coefficient regression model with heteroscedasticity for modelling such data. A local linear ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...