Peter McCullagh


Tel: 773 702 8340
FAX: 773 702 9810
email: pmcc@galton.uchicago.edu


Research Publications

Books

  1. Generalized Linear Models (with J.A. Nelder). Chapman and Hall, London, 1983.
  2. Tensor Methods in Statistics Chapman and Hall, London, 1987.
  3. Generalized Linear Models, 2nd edition (with J.A. Nelder). Chapman and Hall, London, 1989.

Articles

  1. A logistic model for paired comparisons with ordered categorical data. Biometrika, 64 1977, 449-453.
  2. A class of parametric models for the analysis of square contingency tables with ordered categories. Biometrika, 65 1978, 413-418.
  3. The use of the logistic function in the analysis of ordinal data. Bulletin of the I.S.I. Manila, Dec. 1979, 48 21-33.
  4. Regression models for ordinal data (with discussion). J. Roy. Statist. Soc. B 42 1980, 109-142.
  5. A rapidly convergent series for computing $\psi(z)$ and its derivatives. Mathematics of Computation 36 1981, 247-250.
  6. Some aspects of analysis of covariance (with discussion). (with D.R. Cox) Biometrics 38 1982, 541-561.
  7. Some applications of quasi-symmetry. Biometrika, 69 1982, 303-308.
  8. Quasi-likelihood functions. Annals of Statistics 11 1983, 59-67.
  9. On the elimination of nuisance parameters in the proportional odds model. J. Roy. Statist. Soc. B 46 1984, 250-256.
  10. Stochastic models for rock instability in tunnels. (with P. Lang). J. Roy. Statist. Soc. B 46 1984, 344-352.
  11. Recurrence processes. J. Appl. Prob. 21 1984, 167-172.
  12. Generalized linear models. European Journal of Operational Research 16 1984, 285-292. doi:10.1016/0377-2217(84)90282-0
  13. Local sufficiency. Biometrika, 71 1984, 233-244.
  14. Tensor notation and cumulants of polynomials. Biometrika, 71 1984, 461-476.
  15. Statistical and scientific aspects of models for qualitative data. In Measuring the Unmeasurable Ed. P. Nijkamp. NATO Scientific Publications, 1985, 39-49.
  16. On the asymptotic distribution of Pearson's statistic in linear exponential family models. Int. Statist. Rev. 53 1985, 61-67.
  17. Sparse data and conditional tests. Bulletin of the I.S.I. 51 Amsterdam, Aug. 1985.
  18. Quasi-likelihood functions. Encyclopedia of Statistical Sciences, (S Kotz and N. Johnson eds.) 7 1986 464-467.
  19. Invariants and likelihood ratio statistics. (with D.R. Cox) Annals of Statistics 14 1986, 1419-1430.
  20. On the conditional distribution of goodness of fit statistics for discrete data. J. Amer. Statist. Assoc. 81 1986, 104-107.
  21. k-statistics and dispersion effects in regression. (with D. Pregibon) Annals of Statistics 15 1987, 202-219.
  22. Regression methods and performance criteria for small-area population estimation. (with J.V. Zidek). In Small Area Statistics, Eds. Rao, Platek, Sarndal, Singh. 62-74, 1987, New York: Wiley.
  23. Tensors. Encyclopedia of Statistical Sciences, 1988, (S Kotz and N. Johnson eds.) 9 195-8.
  24. Complementary set partitions. (with Allan Wilks). Proc. Roy. Soc. Lond. A 415 1988, 347-362.
  25. What can go wrong with iteratively re-weighted least squares? In Multi-level Analysis of Educational Data, Ed. D. Bock. 1989 Academic Press, 147-157.
  26. Some statistical properties of a family of continuous univariate distributions. J. Amer. Statist. Assoc 84 1989 125-9.
  27. Models for discrete multivariate responses. Bulletin of the I.S.I., Paris 1989, 53 407-418.
  28. A simple method for the adjustment of profile likelihoods. (with R. Tibshirani). J. Roy. Statist. Soc. B 52 1990 325-344.
  29. Edgeworth series for lattice distributions. (with J. Kolassa). Annals of Statistics 18 1990 981-985.
  30. Quasi-likelihood and estimating functions. In Statistical Theory and Modelling: In Honour of Sir David Cox. (1990) London: Chapman and Hall, 265-286.
  31. Bias correction in generalized linear models. (with G. Cordeiro)  J. Roy. Statist. Soc. B 1991 53 629-643.
  32. Generalized linear models: Introduction to Nelder and Wedderburn (1972). In Breakthroughs in Statistics, vol II, 1992, S. Kotz and N. Johnson, eds., 543-545, Springer.
  33. Conditional inference and Cauchy models. Biometrika, 1992 79 247-59.
  34. Permutations and regression models. (1993) In Probability Models and Statistical Analyses for Ranking Data. Springer Lecture Notes 80 196-215, M. Fligner and J. Verducci, editors.
  35. Models on spheres and models for permutations. (1993) In Probability Models and Statistical Analyses for Ranking Data. Springer Lecture Notes 80 278-283, M. Fligner and J. Verducci, editors.
  36. Matched pairs and ranked data. (1993) (with J. Ye) In Probability Models and Statistical Analyses for Ranking Data. Springer Lecture Notes 80 299-306, M. Fligner and J. Verducci, editors.
  37. REML estimation with the exact covariance in the logistic mixed model. (with M. Drum). Biometrics 1993 49 677-89.
  38. Case studies in binary dispersion. (with K-Y. Liang) Biometrics 1993 49 623-30.
  39. On the choice of ancillary in the Cauchy location-scale problem. (1993) In Statistics and Probability: A R.R. Bahadur Festschrift, Ghosh, Mitra, Partasarathy and Prakasa Rao, editors. Wiley Eastern, 445-62.
  40. On the distribution of the Cauchy maximum likelihood estimator. Proc. Roy. Soc. Lond. A 1993 440 475-79.
  41. A note on the relation between modified profile likelihood and the Cox-Reid adjusted profile likelihood. (with O.E. Barndorff-Nielsen) Biometrika, 1993 321-8.
  42. Potential functions and conservative estimating functions. (with B. Li) Annals of Statistics 1994 22 340-356.
  43. Does the moment generating function characterize a distribution? Amer. Statistician 1994, 48 208.
  44. Exponential mixtures and quadratic exponential models. Biometrika, 81 1994 721-9. corr. 83 248.
  45. Multivariate logistic models. (with G.F.V. Glonek) J. Roy. Statist. Soc. B 53 1995 533-46.
  46. Laplace approximation of high-dimensional integrals. (with Zhenming Shun) J. Roy. Statist. Soc. B 53 1995 749-60.
  47. Mobius transformation and Cauchy parameter estimation. Annals of Statistics 24 1996 786-808.
  48. The proportional odds model. In Encyclopedia of Biostatistics 5 3560-63.
  49. Linear models, vector spaces, and residual likelihood. In Modelling Longitudinal and Spatially Correlated Data, Gregoire et al editors, 1996, 1-10, Springer Lecture Notes No. 122.
  50. Quotient spaces and statistical models (1999). Canadian J. Statist. 27 447-456.
  51. Re-sampling and exchangeable arrays (2000). Bernoulli 6 303-322.
  52. Invariance and factorial models (2000) (with discussion). J. Roy Statist. Soc. B 62 209-256.
  53. What is a statistical model? (with discussion). Annals of Statistics (2002) 30, 1225-1310.
  54. The extendibility of statistical models (with E.~Wit). Algebraic Methods in Statistics AMS Contemporary Mathematics Series, M.~Viana and D.~Richards Editors. 327-340.
  55. Quasi-symmetry and representation theory. Ann. Fac. Sci. Toulouse X1, 4 2002, 541-561.
  56. A theory of statistical models for Monte-Carlo integration (with discussion). (joint with A. Kong, X.-L.~Meng, D. Nicolae and Z. Tan). J. Roy. Statist. Soc. B 65 2003, 585-618.
  57. John Wilder Tukey 1915--2000. Biographical Memoirs of the Royal Society of London 49 2003, 537-555. JWT Bibliography
  58. Exchangeability and regression models. In Celebrating Statistics (Festscrift for D.R.~Cox) 2005, 89-113.
  59. Discussion of analysis of variance: why it is more important than ever. by A. Gelman. Ann. Statist, 33 2005, 33-38.
  60. Evidence for conformal invariance of crop yields. (joint with D. Clifford). Proc Roy Soc A 2006, 2119-2143
  61. The regress function. (Joint with D. Clifford). R News vol 6 pages6-10.
  62. Stochastic classification models. (joint with J. Yang). Proc. Int. Congress of Mathematicians (2006) III 669-686.
  63. The permanental process. (joint with J. Moller). Advances in Applied Probability (2006) 38 873-888.
  64. Further Explorations of Likelihood Theory for Monte Carlo Integration (with A.~Kong, XL Meng and D.~Nicolae). In Advances in Statistical Modeling and Inference; Essays in Honor of Kjell Doksum World Scientific Publishing Company, Imperial College Press (2007), 563-592
  65. How many clusters? (joint with J. Yang) Bayesian Analysis 3 2008, 101-120.
  66. Sampling bias and logistic models. (2008) J. Roy. Statist. Soc B 70 643-677. (with discussion).
  67. Marginal likelihood for parallel series. Bernoulli (2008) 593-603.
  68. Gibbs fragmentation trees. (joint with J. Pitman and M. Winkel) Bernoulli (2008) 14 988-1002.
  69. Marginal likelihood for distance matrices. Statistica Sinica (2009) 19 631-649.
  70. Approximating the alpha-permanent. (joint with S. Kou). Biometrika 2009, 96 635-644.
  71. Cumulants. (joint with J. Kolassa). Scholarpedia, 4(3):4699
  72. Conditional prediction intervals for linear regression McCullagh, P., Vovk, V., Nouretdinov, I., Devetyarov, D. and Gammerman, A. (2009) Proceedings of the 2009 International Conference on Machine Learning and Applications ISBN:978-0-7695-3926-3, pages 131-138.
  73. Random permutations and partition models International Encyclopedia of Statistical Science M. Lovic, editor.
  74. On Bayes's theorem for improper mixtures Annals of Statistics 39 2007-2020.
  75. An asymptotic approximation for the permanent of a doubly stochastic matrix Journal of Statistical Computation and Simulation 2012, 1--11. DOI:10.1080/00949655.2012.712122
  76. Cumulants and partition lattices. Introduction to Chapter 6 of {\it Selected works of Terry Speed}, Ed.~S. Dudoit. 277-282. Springer
  77. Natural statistics for spectral samples. with E. Di Nardo and D. Senato (2013) Ann. Statist. 41 982-1004.
  78. Reversible Markov structures on divisible set partitions. (joint with H. Crane). Advances in Applied Probability (to appear 2015) .
  79. Poisson superposition processes. (joint with H. Crane). Advances in Applied Probability (to appear 2015) .

    Discussions and Miscellaneous Publications

    1. Review of The Information in Contingency Tables by D. Gokhale and S. Kullback, J. Amer. Statist Assoc 1979, 724.
    2. Review of The GLIM System Release 3: Generalized Linear Interactive Modelling. by R. Baker and J.A. Nelder, J. Amer. Statist. Assoc. 1979, 934-935.
    3. Concerning the Anturane Re-infarction Trial. (Letter to the New England Journal of Medicine), June 1, 1980, 1257.
    4. Some comments on Professor Goldstein's article on log-linear models. GLIM Newsletter 2 2-6.
    5. A comparison of transformations of chimpanzee learning data. GLIM Newsletter 2 14-18.
    6. The Analysis of Categorical Data. by R.L. Plackett, (book review). Biometrics 1983, 1127.
    7. Approximating the hypergeometric likelihood. GLIM Newsletter, 7 36-38.
    8. Discussion of a paper by D.M. Bates and D.G. Watts (1980) J. Roy. Statist. Soc. B 42 22.
    9. Discussion of a paper by J. Bather (1981) J. Roy. Statist. Soc. B 43 286-287.
    10. Discussion of a paper by Titterington et al. (1981) J. Roy. Statist. Soc. A 144 168-169.
    11. Discussion of a paper by A.C. Atkinson (1982) J. Roy. Statist. Soc. B 44 29-30.
    12. Discussion of a paper by J. Landwehr, D. Pregibon and A. Shoemaker (1984) (with A.C. Atkinson) J. Amer. Statist. Assoc 7972.
    13. Discussion of a paper by J. Anderson (1984) J. Roy. Statist. Soc. B 46 22-23.
    14. Discussion of a paper by P. Diaconis and B. Efron (1985) (with D. Pregibon) Annals of Statistics 13 898-900.
    15. On the conditional cumulants of Pearson's statistic. GLIM Newsletter 10 (to appear).
    16. Analysis of Ordinal Categorical Data. by A. Agresti. (book review). Technometrics 1985, 27 317-8.
    17. Discussion of a paper by T. Hastie and R. Tibshirani. Statistical Science 1 314.
    18. Commentary on `Testing in industrial experiments with ordered categorical data' by V.N. Nair. Technometrics 28 307.
    19. On iterative generalized least squares: Discussion of a paper by G. del Pino. Statistical Science 4 404-5.
    20. Discussion of a paper by van der Heijden et al. Applied Statistics (1989) 38284.
    21. Discussion of papers by Letac, Seshadri and Bar-Lev. Proceedings of the 48th ISI conference (1991) 4 270-271.
    22. Discussion of a paper by S. Zeger and K.-Y. Liang. J. Roy. Statist. Soc. B (1992) 54 33-34.
    23. Discussion of a paper by C. Geyer and E. Thompson. J. Roy. Statist. Soc. B (1992) 54 691-2.
    24. Discussion of a paper by V.P. Godambe. Proceedings of a Symposium in honour of V.P. Godambe, August 1991, University of Waterloo.
    25. Discussion of a paper by Fitzmaurice, Laird and Rotnitzky. (with M. Drum.) Statistical Science 1993, 8 300-301.
    26. Discussion of a paper by D. Donoho, I. Johnstone, G. Kerryacharian, and D. Picard. J. Roy. Statist. Soc. B 1995 57 358.
    27. Discussion of a paper by N. Reid and a paper by K-Y. Liang and S. Zeger. Statistical Science 1995 10 177-9.
    28. Review of Principles of Statistical Inference from a Neo-Fisherian Perspective by L. Pace and A. Salvan. Statistics in Medicine 1998, 17.
    29. Discussion of a paper by J. Lindsey (1998). J. Roy. Statist. Soc. D 48, 34-35
    30. Discussion of a paper on power transformations by Chen, Lockhart and Stephens. Can. J. Statist. 2002 30 212-213.
    31. Discussion of a paper by Mizera and Muller. J. Amer. Statist. Assoc. 2005 99 980-981.
    32. Introduction to a paper by Efron and Thisted. In Chapter 5 of The Science of Bradley Efron. Editors C.N. Morris and R. Tibshirani. Springer
    33. Comments on a paper by M. Fygenson. Modeling and predicting extrapolated probabilities with outlooks. Statistica Sinica 18 46-48.
    34. Comments on a paper by P. Diggle, R.~Menezes and T-L Su. Geostatistical inference under preferential sampling. J. Roy. Statist. Soc C 59 page 220.


    Return to: Peter McCullagh's home page

    Last update: Feb 22, 2000