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Introduction to Linear Models. Linear Regression Models. Nonlinear Regression Models. Logistic and Poisson Regression Models. The Family of Generalized Linear Models. Generalized Estimating Equations. Further Advances and Applications in GLM. Appendix 1: Background on Basic Test Statistics. Appendix 2: Background from the Theory of Linear Models. Appendix 3: The Gauss-Markov Theroem. Appendix 4: Computational Details for Logistic Regression. Appendix 5: Computational Details for GLMs for a Canonical Link. Appendix 6: Computational Details for GLMs for a Non-Canonical Link. References.