ABSTRACT
In this chapter first in Section 2.1 examples of various regression situations are given covering a wide range of distributions for responses and relations between regressors and parameters of distributions used to model responses. Then in Section 2.2 the concept of generalized regression model is introduced. In Section 2.3 many well-known regression models are discussed as special cases of generalized regression models. Sections 2.4 and 2.5 contain information on likelihood inference and maximum likelihood estimation, respectively. Finally in Section 2.6 a brief introduction to model checking is presented.
