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
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A logistic model for paired comparisons with ordered categorical data.
Biometrika, 64 1977, 449-453.
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A class of parametric models for the analysis of square contingency tables with
ordered categories. Biometrika, 65 1978, 413-418.
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The use of the logistic function in the analysis of ordinal data.
Bulletin of the I.S.I. Manila, Dec. 1979, 48 21-33.
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Regression models for ordinal data (with discussion).
J. Roy. Statist. Soc. B 42 1980, 109-142.
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A rapidly convergent series for computing $\psi(z)$ and its derivatives.
Mathematics of Computation 36 1981, 247-250.
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Some aspects of analysis of covariance (with discussion). (with D.R. Cox)
Biometrics 38 1982, 541-561.
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Some applications of quasi-symmetry.
Biometrika, 69 1982, 303-308.
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Quasi-likelihood functions.
Annals of Statistics 11 1983, 59-67.
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On the elimination of nuisance parameters in the proportional odds model.
J. Roy. Statist. Soc. B 46 1984, 250-256.
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Stochastic models for rock instability in tunnels. (with P. Lang).
J. Roy. Statist. Soc. B 46 1984, 344-352.
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Recurrence processes.
J. Appl. Prob. 21 1984, 167-172.
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Generalized linear models.
European Journal of Operational Research 16 1984, 285-292.
doi:10.1016/0377-2217(84)90282-0
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Local sufficiency. Biometrika, 71 1984, 233-244.
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Tensor notation and cumulants of polynomials.
Biometrika, 71 1984, 461-476.
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Statistical and scientific aspects of models for qualitative data.
In Measuring the Unmeasurable Ed. P. Nijkamp. NATO Scientific
Publications, 1985, 39-49.
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On the asymptotic distribution of Pearson's statistic in linear
exponential family models. Int. Statist. Rev. 53 1985, 61-67.
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Sparse data and conditional tests.
Bulletin of the I.S.I. 51 Amsterdam, Aug. 1985.
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Quasi-likelihood functions. Encyclopedia of Statistical Sciences,
(S Kotz and N. Johnson eds.)
7 1986 464-467.
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Invariants and likelihood ratio statistics. (with D.R. Cox)
Annals of Statistics 14 1986, 1419-1430.
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On the conditional distribution of goodness of fit statistics for discrete data.
J. Amer. Statist. Assoc. 81 1986, 104-107.
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k-statistics and dispersion effects in regression.
(with D. Pregibon)
Annals of Statistics 15 1987, 202-219.
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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.
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Tensors. Encyclopedia of Statistical Sciences,
1988, (S Kotz and N. Johnson eds.)
9 195-8.
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Complementary set partitions. (with Allan Wilks).
Proc. Roy. Soc. Lond. A 415 1988, 347-362.
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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.
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Some statistical properties of a family of continuous univariate distributions.
J. Amer. Statist. Assoc 84 1989 125-9.
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Models for discrete multivariate responses.
Bulletin of the I.S.I., Paris 1989, 53 407-418.
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A simple method for the adjustment of profile likelihoods.
(with R. Tibshirani).
J. Roy. Statist. Soc. B 52 1990 325-344.
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Edgeworth series for lattice distributions.
(with J. Kolassa).
Annals of Statistics 18 1990 981-985.
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Quasi-likelihood and estimating functions.
In Statistical Theory and Modelling: In Honour of Sir David Cox.
(1990) London: Chapman and Hall,
265-286.
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Bias correction in generalized linear models. (with G. Cordeiro)
J. Roy. Statist. Soc. B 1991 53 629-643.
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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.
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Conditional inference and Cauchy models.
Biometrika, 1992 79 247-59.
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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.
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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.
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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.
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REML estimation with the exact covariance in the logistic mixed model.
(with M. Drum).
Biometrics 1993 49 677-89.
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Case studies in binary dispersion. (with K-Y. Liang)
Biometrics 1993 49 623-30.
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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.
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On the distribution of the Cauchy maximum likelihood estimator.
Proc. Roy. Soc. Lond. A 1993 440 475-79.
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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.
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Potential functions and conservative estimating functions.
(with B. Li)
Annals of Statistics 1994 22 340-356.
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Does the moment generating function characterize a distribution?
Amer. Statistician 1994, 48 208.
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Exponential mixtures and quadratic exponential models.
Biometrika, 81 1994 721-9.
corr. 83 248.
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Multivariate logistic models. (with G.F.V. Glonek)
J. Roy. Statist. Soc. B 53 1995 533-46.
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Laplace approximation of high-dimensional integrals. (with Zhenming
Shun)
J. Roy. Statist. Soc. B 53 1995 749-60.
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Mobius transformation and Cauchy parameter estimation.
Annals of Statistics 24 1996 786-808.
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The proportional odds model.
In Encyclopedia of Biostatistics 5 3560-63.
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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.
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Quotient spaces and statistical models (1999).
Canadian J. Statist. 27 447-456.
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Re-sampling and exchangeable arrays (2000).
Bernoulli 6 303-322.
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Invariance and factorial models (2000) (with discussion).
J. Roy Statist. Soc. B 62 209-256.
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What is a statistical model? (with discussion).
Annals of Statistics (2002) 30, 1225-1310.
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The extendibility of statistical models (with E.~Wit).
Algebraic Methods in Statistics
AMS Contemporary Mathematics Series, M.~Viana and D.~Richards Editors.
327-340.
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Quasi-symmetry and representation theory.
Ann. Fac. Sci. Toulouse X1, 4 2002, 541-561.
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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.
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John Wilder Tukey 1915--2000.
Biographical Memoirs of the Royal Society of London 49 2003, 537-555.
JWT Bibliography
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Exchangeability and regression models.
In Celebrating Statistics (Festscrift for D.R.~Cox) 2005, 89-113.
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Discussion of analysis of variance: why it is more important than ever. by A. Gelman.
Ann. Statist, 33 2005, 33-38.
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Evidence for conformal invariance of crop yields.
(joint with D. Clifford).
Proc Roy Soc A 2006, 2119-2143
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The regress function.
(Joint with D. Clifford).
R News vol 6 pages6-10.
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Stochastic classification models. (joint with J. Yang).
Proc. Int. Congress of Mathematicians (2006) III 669-686.
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The permanental process. (joint with J. Moller).
Advances in Applied Probability (2006) 38 873-888.
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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
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How many clusters? (joint with J. Yang)
Bayesian Analysis 3 2008, 101-120.
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Sampling bias and logistic models. (2008)
J. Roy. Statist. Soc B 70 643-677. (with discussion).
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Marginal likelihood for parallel series.
Bernoulli (2008) 593-603.
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Gibbs fragmentation trees.
(joint with J. Pitman and M. Winkel)
Bernoulli (2008) 14 988-1002.
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Marginal likelihood for distance matrices.
Statistica Sinica (2009) 19 631-649.
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Approximating the alpha-permanent.
(joint with S. Kou).
Biometrika 2009, 96 635-644.
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Cumulants.
(joint with J. Kolassa).
Scholarpedia, 4(3):4699
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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.
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Random permutations and partition models
International Encyclopedia of Statistical Science M. Lovic, editor.
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On Bayes's theorem for improper mixtures
Annals of Statistics 39 2007-2020.
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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
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Cumulants and partition lattices.
Introduction to Chapter 6 of
{\it Selected works of Terry Speed}, Ed.~S. Dudoit.
277-282.
Springer
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Natural statistics for spectral samples.
with E. Di Nardo and D. Senato (2013)
Ann. Statist. 41 982-1004.
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Reversible Markov structures on divisible set partitions. (joint with H. Crane).
Advances in Applied Probability (to appear 2015) .
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Poisson superposition processes. (joint with H. Crane).
Advances in Applied Probability (to appear 2015) .
Discussions and Miscellaneous Publications
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Review of
The Information in Contingency Tables
by D. Gokhale and S. Kullback,
J. Amer. Statist Assoc 1979, 724.
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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.
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Concerning the Anturane Re-infarction Trial. (Letter to the New England
Journal of Medicine), June 1, 1980, 1257.
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Some comments on Professor Goldstein's article on log-linear models.
GLIM Newsletter 2 2-6.
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A comparison of transformations of chimpanzee learning data.
GLIM Newsletter 2 14-18.
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The Analysis of Categorical Data.
by R.L. Plackett, (book review).
Biometrics 1983, 1127.
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Approximating the hypergeometric likelihood.
GLIM Newsletter, 7 36-38.
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Discussion of a paper by D.M. Bates and D.G. Watts (1980)
J. Roy. Statist. Soc. B 42 22.
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Discussion of a paper by J. Bather (1981)
J. Roy. Statist. Soc. B 43 286-287.
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Discussion of a paper by Titterington et al. (1981)
J. Roy. Statist. Soc. A 144 168-169.
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Discussion of a paper by A.C. Atkinson (1982)
J. Roy. Statist. Soc. B 44 29-30.
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Discussion of a paper by J. Landwehr, D. Pregibon and A. Shoemaker (1984)
(with A.C. Atkinson)
J. Amer. Statist. Assoc 7972.
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Discussion of a paper by J. Anderson (1984)
J. Roy. Statist. Soc. B 46 22-23.
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Discussion of a paper by P. Diaconis and B. Efron (1985)
(with D. Pregibon)
Annals of Statistics 13 898-900.
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On the conditional cumulants of Pearson's statistic.
GLIM Newsletter 10 (to appear).
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Analysis of Ordinal Categorical Data.
by A. Agresti. (book review).
Technometrics 1985, 27 317-8.
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Discussion of a paper by T. Hastie and R. Tibshirani.
Statistical Science 1 314.
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Commentary on `Testing in industrial experiments with ordered
categorical data' by V.N. Nair.
Technometrics 28 307.
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On iterative generalized least squares: Discussion of a paper
by G. del Pino.
Statistical Science 4 404-5.
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Discussion of a paper by van der Heijden et al.
Applied Statistics (1989) 38284.
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Discussion of papers by Letac, Seshadri and Bar-Lev.
Proceedings of the 48th ISI conference (1991) 4 270-271.
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Discussion of a paper by S. Zeger and K.-Y. Liang.
J. Roy. Statist. Soc. B (1992) 54 33-34.
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Discussion of a paper by C. Geyer and E. Thompson.
J. Roy. Statist. Soc. B (1992) 54 691-2.
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Discussion of a paper by V.P. Godambe. Proceedings of a Symposium in
honour of V.P. Godambe, August 1991, University of Waterloo.
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Discussion of a paper by Fitzmaurice, Laird and Rotnitzky.
(with M. Drum.)
Statistical Science 1993, 8 300-301.
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Discussion of a paper by D. Donoho, I. Johnstone, G. Kerryacharian,
and D. Picard.
J. Roy. Statist. Soc. B 1995 57 358.
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Discussion of a paper by N. Reid and a paper by K-Y. Liang and S. Zeger.
Statistical Science 1995 10 177-9.
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Review of Principles of Statistical Inference from a Neo-Fisherian
Perspective by L. Pace and A. Salvan.
Statistics in Medicine 1998, 17.
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Discussion of a paper by J. Lindsey (1998).
J. Roy. Statist. Soc. D 48, 34-35
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Discussion of a paper on power transformations by Chen, Lockhart and Stephens.
Can. J. Statist. 2002 30 212-213.
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Discussion of a paper by Mizera and Muller.
J. Amer. Statist. Assoc. 2005 99 980-981.
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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
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Comments on a paper by M. Fygenson.
Modeling and predicting extrapolated probabilities with outlooks.
Statistica Sinica 18 46-48.
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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.
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Last update: Feb 22, 2000