Peter McCullagh
Tel: 773 702 8340
FAX: 773 702 9810
email: pmcc@galton.uchicago.edu
Research Publications
Books
 Generalized Linear Models (with J.A. Nelder).
Chapman and Hall, London, 1983.
 Tensor Methods in Statistics
Chapman and Hall, London, 1987.
 Generalized Linear Models, 2nd edition (with J.A. Nelder).
Chapman and Hall, London, 1989.
Articles

A logistic model for paired comparisons with ordered categorical data.
Biometrika, 64 1977, 449453.

A class of parametric models for the analysis of square contingency tables with
ordered categories. Biometrika, 65 1978, 413418.

The use of the logistic function in the analysis of ordinal data.
Bulletin of the I.S.I. Manila, Dec. 1979, 48 2133.

Regression models for ordinal data (with discussion).
J. Roy. Statist. Soc. B 42 1980, 109142.

A rapidly convergent series for computing $\psi(z)$ and its derivatives.
Mathematics of Computation 36 1981, 247250.

Some aspects of analysis of covariance (with discussion). (with D.R. Cox)
Biometrics 38 1982, 541561.

Some applications of quasisymmetry.
Biometrika, 69 1982, 303308.

Quasilikelihood functions.
Annals of Statistics 11 1983, 5967.

On the elimination of nuisance parameters in the proportional odds model.
J. Roy. Statist. Soc. B 46 1984, 250256.

Stochastic models for rock instability in tunnels. (with P. Lang).
J. Roy. Statist. Soc. B 46 1984, 344352.

Recurrence processes.
J. Appl. Prob. 21 1984, 167172.

Generalized linear models.
European Journal of Operational Research 16 1984, 285292.
doi:10.1016/03772217(84)902820

Local sufficiency. Biometrika, 71 1984, 233244.

Tensor notation and cumulants of polynomials.
Biometrika, 71 1984, 461476.

Statistical and scientific aspects of models for qualitative data.
In Measuring the Unmeasurable Ed. P. Nijkamp. NATO Scientific
Publications, 1985, 3949.

On the asymptotic distribution of Pearson's statistic in linear
exponential family models. Int. Statist. Rev. 53 1985, 6167.

Sparse data and conditional tests.
Bulletin of the I.S.I. 51 Amsterdam, Aug. 1985.

Quasilikelihood functions. Encyclopedia of Statistical Sciences,
(S Kotz and N. Johnson eds.)
7 1986 464467.

Invariants and likelihood ratio statistics. (with D.R. Cox)
Annals of Statistics 14 1986, 14191430.

On the conditional distribution of goodness of fit statistics for discrete data.
J. Amer. Statist. Assoc. 81 1986, 104107.

kstatistics and dispersion effects in regression.
(with D. Pregibon)
Annals of Statistics 15 1987, 202219.

Regression methods and performance criteria for smallarea
population estimation. (with J.V. Zidek).
In Small Area Statistics, Eds. Rao, Platek, Sarndal, Singh.
6274, 1987, New York: Wiley.

Tensors. Encyclopedia of Statistical Sciences,
1988, (S Kotz and N. Johnson eds.)
9 1958.

Complementary set partitions. (with Allan Wilks).
Proc. Roy. Soc. Lond. A 415 1988, 347362.

What can go wrong with iteratively reweighted least squares?
In Multilevel Analysis of Educational Data, Ed. D. Bock.
1989 Academic Press,
147157.

Some statistical properties of a family of continuous univariate distributions.
J. Amer. Statist. Assoc 84 1989 1259.

Models for discrete multivariate responses.
Bulletin of the I.S.I., Paris 1989, 53 407418.

A simple method for the adjustment of profile likelihoods.
(with R. Tibshirani).
J. Roy. Statist. Soc. B 52 1990 325344.

Edgeworth series for lattice distributions.
(with J. Kolassa).
Annals of Statistics 18 1990 981985.

Quasilikelihood and estimating functions.
In Statistical Theory and Modelling: In Honour of Sir David Cox.
(1990) London: Chapman and Hall,
265286.

Bias correction in generalized linear models. (with G. Cordeiro)
J. Roy. Statist. Soc. B 1991 53 629643.

Generalized linear models: Introduction to Nelder and Wedderburn (1972).
In Breakthroughs in Statistics, vol II, 1992,
S. Kotz and N. Johnson, eds.,
543545, Springer.

Conditional inference and Cauchy models.
Biometrika, 1992 79 24759.

Permutations and regression models. (1993)
In
Probability Models and Statistical Analyses for Ranking Data.
Springer Lecture Notes 80 196215,
M. Fligner and J. Verducci, editors.

Models on spheres and models for permutations. (1993)
In
Probability Models and Statistical Analyses for Ranking Data.
Springer Lecture Notes 80 278283,
M. Fligner and J. Verducci, editors.

Matched pairs and ranked data. (1993)
(with J. Ye)
In
Probability Models and Statistical Analyses for Ranking Data.
Springer Lecture Notes 80 299306,
M. Fligner and J. Verducci, editors.

REML estimation with the exact covariance in the logistic mixed model.
(with M. Drum).
Biometrics 1993 49 67789.

Case studies in binary dispersion. (with KY. Liang)
Biometrics 1993 49 62330.

On the choice of ancillary in the Cauchy locationscale problem. (1993)
In Statistics and Probability: A R.R. Bahadur Festschrift,
Ghosh, Mitra, Partasarathy and Prakasa Rao, editors.
Wiley Eastern, 44562.

On the distribution of the Cauchy maximum likelihood estimator.
Proc. Roy. Soc. Lond. A 1993 440 47579.

A note on the relation between modified profile likelihood and
the CoxReid adjusted profile likelihood.
(with O.E. BarndorffNielsen)
Biometrika, 1993 3218.

Potential functions and conservative estimating functions.
(with B. Li)
Annals of Statistics 1994 22 340356.

Does the moment generating function characterize a distribution?
Amer. Statistician 1994, 48 208.

Exponential mixtures and quadratic exponential models.
Biometrika, 81 1994 7219.
corr. 83 248.

Multivariate logistic models. (with G.F.V. Glonek)
J. Roy. Statist. Soc. B 53 1995 53346.

Laplace approximation of highdimensional integrals. (with Zhenming
Shun)
J. Roy. Statist. Soc. B 53 1995 74960.

Mobius transformation and Cauchy parameter estimation.
Annals of Statistics 24 1996 786808.

The proportional odds model.
In Encyclopedia of Biostatistics 5 356063.

Linear models, vector spaces, and residual likelihood.
In Modelling Longitudinal and Spatially Correlated Data,
Gregoire et al editors, 1996, 110,
Springer Lecture Notes No. 122.

Quotient spaces and statistical models (1999).
Canadian J. Statist. 27 447456.

Resampling and exchangeable arrays (2000).
Bernoulli 6 303322.

Invariance and factorial models (2000) (with discussion).
J. Roy Statist. Soc. B 62 209256.

What is a statistical model? (with discussion).
Annals of Statistics (2002) 30, 12251310.

The extendibility of statistical models (with E.~Wit).
Algebraic Methods in Statistics
AMS Contemporary Mathematics Series, M.~Viana and D.~Richards Editors.
327340.

Quasisymmetry and representation theory.
Ann. Fac. Sci. Toulouse X1, 4 2002, 541561.

A theory of statistical models for MonteCarlo integration (with discussion).
(joint with A. Kong, X.L.~Meng, D. Nicolae and Z. Tan).
J. Roy. Statist. Soc. B 65 2003, 585618.

John Wilder Tukey 19152000.
Biographical Memoirs of the Royal Society of London 49 2003, 537555.
JWT Bibliography

Exchangeability and regression models.
In Celebrating Statistics (Festscrift for D.R.~Cox) 2005, 89113.

Discussion of analysis of variance: why it is more important than ever. by A. Gelman.
Ann. Statist, 33 2005, 3338.

Evidence for conformal invariance of crop yields.
(joint with D. Clifford).
Proc Roy Soc A 2006, 21192143

The regress function.
(Joint with D. Clifford).
R News vol 6 pages610.

Stochastic classification models. (joint with J. Yang).
Proc. Int. Congress of Mathematicians (2006) III 669686.

The permanental process. (joint with J. Moller).
Advances in Applied Probability (2006) 38 873888.

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), 563592

How many clusters? (joint with J. Yang)
Bayesian Analysis 3 2008, 101120.

Sampling bias and logistic models. (2008)
J. Roy. Statist. Soc B 70 643677. (with discussion).

Marginal likelihood for parallel series.
Bernoulli (2008) 593603.

Gibbs fragmentation trees.
(joint with J. Pitman and M. Winkel)
Bernoulli (2008) 14 9881002.

Marginal likelihood for distance matrices.
Statistica Sinica (2009) 19 631649.

Approximating the alphapermanent.
(joint with S. Kou).
Biometrika 2009, 96 635644.

Cumulants.
(joint with J. Kolassa).
Scholarpedia, 4(3):4699

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:9780769539263, pages 131138.

Random permutations and partition models
International Encyclopedia of Statistical Science M. Lovic, editor.

On Bayes's theorem for improper mixtures
Annals of Statistics 39 20072020.

An asymptotic approximation for the permanent of a doubly stochastic matrix
Journal of Statistical Computation and Simulation 2012, 111.
DOI:10.1080/00949655.2012.712122

Cumulants and partition lattices.
Introduction to Chapter 6 of
{\it Selected works of Terry Speed}, Ed.~S. Dudoit.
277282.
Springer

Natural statistics for spectral samples.
with E. Di Nardo and D. Senato (2013)
Ann. Statist. 41 9821004.

Reversible Markov structures on divisible set partitions. (joint with H. Crane).
Advances in Applied Probability (to appear 2015) .

Poisson superposition processes. (joint with H. Crane).
Advances in Applied Probability (to appear 2015) .
Discussions and Miscellaneous Publications

Review of
The Information in Contingency Tables
by D. Gokhale and S. Kullback,
J. Amer. Statist Assoc 1979, 724.

Review of
The GLIM System Release 3: Generalized Linear Interactive Modelling.
by R. Baker and J.A. Nelder,
J. Amer. Statist. Assoc. 1979, 934935.

Concerning the Anturane Reinfarction Trial. (Letter to the New England
Journal of Medicine), June 1, 1980, 1257.

Some comments on Professor Goldstein's article on loglinear models.
GLIM Newsletter 2 26.

A comparison of transformations of chimpanzee learning data.
GLIM Newsletter 2 1418.

The Analysis of Categorical Data.
by R.L. Plackett, (book review).
Biometrics 1983, 1127.

Approximating the hypergeometric likelihood.
GLIM Newsletter, 7 3638.

Discussion of a paper by D.M. Bates and D.G. Watts (1980)
J. Roy. Statist. Soc. B 42 22.

Discussion of a paper by J. Bather (1981)
J. Roy. Statist. Soc. B 43 286287.

Discussion of a paper by Titterington et al. (1981)
J. Roy. Statist. Soc. A 144 168169.

Discussion of a paper by A.C. Atkinson (1982)
J. Roy. Statist. Soc. B 44 2930.

Discussion of a paper by J. Landwehr, D. Pregibon and A. Shoemaker (1984)
(with A.C. Atkinson)
J. Amer. Statist. Assoc 7972.

Discussion of a paper by J. Anderson (1984)
J. Roy. Statist. Soc. B 46 2223.

Discussion of a paper by P. Diaconis and B. Efron (1985)
(with D. Pregibon)
Annals of Statistics 13 898900.

On the conditional cumulants of Pearson's statistic.
GLIM Newsletter 10 (to appear).

Analysis of Ordinal Categorical Data.
by A. Agresti. (book review).
Technometrics 1985, 27 3178.

Discussion of a paper by T. Hastie and R. Tibshirani.
Statistical Science 1 314.

Commentary on `Testing in industrial experiments with ordered
categorical data' by V.N. Nair.
Technometrics 28 307.

On iterative generalized least squares: Discussion of a paper
by G. del Pino.
Statistical Science 4 4045.

Discussion of a paper by van der Heijden et al.
Applied Statistics (1989) 38284.

Discussion of papers by Letac, Seshadri and BarLev.
Proceedings of the 48th ISI conference (1991) 4 270271.

Discussion of a paper by S. Zeger and K.Y. Liang.
J. Roy. Statist. Soc. B (1992) 54 3334.

Discussion of a paper by C. Geyer and E. Thompson.
J. Roy. Statist. Soc. B (1992) 54 6912.

Discussion of a paper by V.P. Godambe. Proceedings of a Symposium in
honour of V.P. Godambe, August 1991, University of Waterloo.

Discussion of a paper by Fitzmaurice, Laird and Rotnitzky.
(with M. Drum.)
Statistical Science 1993, 8 300301.

Discussion of a paper by D. Donoho, I. Johnstone, G. Kerryacharian,
and D. Picard.
J. Roy. Statist. Soc. B 1995 57 358.

Discussion of a paper by N. Reid and a paper by KY. Liang and S. Zeger.
Statistical Science 1995 10 1779.

Review of Principles of Statistical Inference from a NeoFisherian
Perspective by L. Pace and A. Salvan.
Statistics in Medicine 1998, 17.

Discussion of a paper by J. Lindsey (1998).
J. Roy. Statist. Soc. D 48, 3435

Discussion of a paper on power transformations by Chen, Lockhart and Stephens.
Can. J. Statist. 2002 30 212213.

Discussion of a paper by Mizera and Muller.
J. Amer. Statist. Assoc. 2005 99 980981.

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

Comments on a paper by M. Fygenson.
Modeling and predicting extrapolated probabilities with outlooks.
Statistica Sinica 18 4648.

Comments on a paper by P. Diggle, R.~Menezes and TL Su.
Geostatistical inference under preferential sampling.
J. Roy. Statist. Soc C 59 page 220.
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Last update: Feb 22, 2000