ISMOD: an all-subsets regression program for generalized linear models. I. Statistical and computational background

Abstract

This paper describes a system written to carry out regression analyses under certain generalized linear models that are widely used in biomedical research. These include continuous response models such as the Weibull, log-logistic, log-normal and Cox proportional hazards models used in survival analysis, and also discrete Poisson, binomial and multinomial response regression models. The system fits models, generates residuals and other diagnostic output, and has an all-subsets regression feature. This paper describes the models implemented and gives statistical background; Part II describes the ISMOD system and presents examples of its application.