Read: Generalized Linear Models for Categorical and Continuous Limited Dependent Variables
On first impression, the small textbook by Smithson and Merkle is a nice companion for Agresti’s Categorical Data Analysis and Analysis of Ordinal Categorical Data. It briefly discusses the theoretical foundation of the applied modelling approaches, explains the models using concrete examples, and provides a brief introduction to the relevant R (and Stata) functions.
On a more careful inspection, however, it becomes clear that the discussions are often too shallow. In particular the applied models would have benefited from more detail. The reader is referred to other textbooks for the missing details that would be necessary to really learn and understand why a certain approach should be taken and how to interpret and check any estimations. The text cannot stand alone. Its contribution is, thus, a mere cursory overview of a few select functions in R (and stata). Some additional functions for R are provided on a accompanying webpage. What, of course, begs the questions why the authors did not package these functions in an R library that is made available an the standard electronic archive for R, CRAN.
What really made me question the text, however, were phrases like: “…its p value is 0.057, which conventionally would not be regarded as not quite significant…", and “This model is not quite significantly superior to the preceding one (… p=0.068).” This is not quite good scientific practice. In a textbook of all things.