Preface |
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xiii | |
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xvii | |
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xix | |
Notation |
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xxi | |
About the Authors |
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xxiii | |
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1 Introduction and Overview |
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1 | (14) |
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1.1 The Nature of Limited Dependent Variables |
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1 | (1) |
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2 | (4) |
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2 | (2) |
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4 | (2) |
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1.3 Estimation Methods and Model Evaluation |
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6 | (6) |
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1.3.1 Model Evaluation and Diagnosis |
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6 | (3) |
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1.3.2 Model Selection and Interpretation Issues |
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9 | (3) |
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1.4 Organization of This Book |
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12 | (3) |
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15 | (136) |
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17 | (34) |
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18 | (2) |
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20 | (12) |
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2.2.1 Latent Variable Interpretation |
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22 | (1) |
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2.2.2 Interpretation of Coefficients |
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22 | (3) |
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25 | (2) |
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27 | (3) |
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2.2.5 Alternative Link Functions |
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30 | (2) |
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2.3 Estimation Methods and Issues |
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32 | (8) |
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2.3.1 Model Evaluation and Diagnostics |
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32 | (6) |
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38 | (1) |
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2.3.3 Relationships to Other Models |
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39 | (1) |
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2.4 Analyses in R and Stata |
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40 | (9) |
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40 | (5) |
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45 | (4) |
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49 | (2) |
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3 Nominal Polytomous Variables |
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51 | (30) |
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3.1 Multinomial Logit Model |
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51 | (7) |
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3.2 Conditional Logit and Choice Models |
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58 | (3) |
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3.3 Multinomial Processing Tree Models |
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61 | (5) |
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3.4 Estimation Methods and Model Evaluation |
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66 | (5) |
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3.4.1 Estimation Methods and Model Comparison |
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66 | (1) |
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3.4.2 Model Evaluation and Diagnosis |
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67 | (4) |
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3.5 Analyses in R and Stata |
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71 | (9) |
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71 | (6) |
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77 | (3) |
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80 | (1) |
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4 Ordinal Categorical Variables |
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81 | (32) |
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4.1 Modeling Ordinal Variables: Common Practice versus Best Practice |
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81 | (1) |
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4.2 Ordinal Model Alternatives |
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82 | (2) |
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4.2.1 The Proportional Odds Assumption |
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82 | (1) |
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4.2.2 Modeling Relative Probabilities |
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83 | (1) |
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84 | (5) |
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4.3.1 The Proportional Odds Model |
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84 | (2) |
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86 | (3) |
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89 | (2) |
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4.4.1 The Adjacent Categories Model |
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89 | (1) |
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90 | (1) |
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91 | (6) |
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4.5.1 The Continuation Ratio Model |
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92 | (2) |
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94 | (3) |
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4.6 Estimation Methods and Issues |
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97 | (5) |
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98 | (1) |
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98 | (4) |
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4.7 Analyses in R and Stata |
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102 | (9) |
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102 | (5) |
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107 | (4) |
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111 | (2) |
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113 | (38) |
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5.1 Distributions for Count Data |
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113 | (3) |
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5.2 Poisson Regression Models |
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116 | (7) |
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116 | (2) |
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118 | (1) |
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119 | (1) |
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5.2.4 Overdispersion and Quasi-Poisson Models |
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120 | (3) |
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5.3 Negative Binomial Models |
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123 | (2) |
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123 | (2) |
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125 | (1) |
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5.4 Truncated and Censored Models |
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125 | (2) |
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5.5 Zero-Inflated and Hurdle Models |
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127 | (6) |
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127 | (3) |
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5.5.2 Zero-Inflated Models |
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130 | (3) |
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5.6 Estimation Methods and Issues |
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133 | (4) |
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5.6.1 Negative Binomial Model Estimation |
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133 | (1) |
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133 | (4) |
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5.7 Analyses in R and Stata |
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137 | (11) |
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138 | (6) |
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144 | (4) |
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148 | (3) |
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151 | (110) |
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6 Doubly Bounded Continuous Variables |
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153 | (40) |
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6.1 Doubly Bounded versus Censored |
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153 | (1) |
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153 | (6) |
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6.3 Modeling Location and Dispersion |
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159 | (7) |
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6.3.1 Judged Probability of Guilt |
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160 | (2) |
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6.3.2 Reading Accuracy for Dyslexic and Non-Dyslexic Readers |
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162 | (2) |
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164 | (2) |
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6.4 Estimation Methods and Issues |
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166 | (10) |
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168 | (3) |
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171 | (5) |
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6.5 Zero- and One-Inflated Models |
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176 | (2) |
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6.6 Finite Mixture Models |
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178 | (4) |
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6.6.1 Car Dealership Example |
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180 | (2) |
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6.7 Analyses in R and Stata |
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182 | (9) |
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182 | (4) |
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186 | (5) |
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191 | (2) |
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7 Censoring and Truncation |
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193 | (42) |
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7.1 Models for Censored and Truncated Variables |
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193 | (10) |
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197 | (6) |
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7.2 Non-Gaussian Censored Regression |
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203 | (5) |
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7.3 Estimation Methods, Model Comparison, and Diagnostics |
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208 | (3) |
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7.4 Extensions of Censored Regression Models |
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211 | (11) |
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7.4.1 Proportional Hazard and Proportional Odds Models |
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212 | (2) |
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7.4.2 Double and Interval Censoring |
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214 | (6) |
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7.4.3 Censored Quantile Regression |
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220 | (2) |
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7.5 Analyses in R and Stata |
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222 | (10) |
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222 | (6) |
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228 | (4) |
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232 | (3) |
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235 | (26) |
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8.1 Extensions and Generalizations |
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235 | (1) |
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236 | (9) |
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8.2.1 Multilevel Binary Logistic Regression |
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236 | (3) |
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8.2.2 Multilevel Count Models |
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239 | (2) |
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8.2.3 Multilevel Beta Regression |
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241 | (4) |
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245 | (11) |
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8.3.1 Bayesian Binomial GLM |
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247 | (3) |
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8.3.2 Bayesian Beta Regression |
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250 | (3) |
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8.3.3 Modeling Random Sums |
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253 | (3) |
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8.4 Evaluating Relative Importance of Predictors in GLMs |
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256 | (5) |
References |
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261 | (14) |
Author Index |
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275 | (6) |
Subject Index |
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281 | |