Good GLIM Books I finished my B.S in Statistics in the early 80's. Recently, for a variety of reasons, I've got interested in Generalized Linear Models. Would you guys please point me some good books on the theory and applications of GLIM's? Any references with lots of worked examples, proofs of the main results, and many exercises would be great. A solutions manual for self study would be very useful. Thanks!
 A: I like the book by McCullagh and Nelder .  It is a nice monograph.
Generalized Linear Models, Second Edition (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) [Hardcover] 
P. McCullagh
P. McCullagh (Author) 
(Author), John A. Nelder (Author) 
Other good texts include
An Introduction to Generalized Linear Models, Third Edition (Chapman & Hall/CRC Texts in Statistical Science) [Paperback] 
Annette J. Dobson
Annette J. Dobson (Author) 
 Adrian Barnett (Author) 
Generalized Linear Models and Extensions, Second Edition [Paperback] (Chapman & Hall/CRC Monographs in Statistics and Probability)
James W. Hardin
James W. Hardin (Author) 
› Visit Amazon's James W. Hardin Page
 Joseph M. Hilbe (Author) 
Generalized, Linear, and Mixed Models (Wiley Series in Probability and Statistics) [Hardcover] 
Charles E. McCulloch
Charles E. McCulloch (Author) 
Shayle R. Searle (Author), John M. Neuhaus (Author) 
I think the books Peter Flom mentioned deal mostly with mixed linear models rather than mixed generalized linear models.
All my references are included in the link provided by TenaliRaman in the comment above and the book by Lindsey mention there is another good one..
A: I think Pinheiro and Bates, Mixed Effect Models in S and S+ may suit you.
If you prefer SAS, there are two books by Verbeke and Mollenberghs.
A: I just started the 3rd edition of Generalized Linear Models and Extensions by James W. Hardin and Joseph M. Hilbe (which I believe is actually a different book than the one mentioned by Michael Chernick). This one is targeted at Stata users, but it seems really excellent. 
