1. Introduction -- 2. Generalized linear models for continuous/interval scale data -- 3. Generalized linear models for other types of data -- 4. Family of generalized linear models -- 5. Mixed models for continuous/interval scale data -- 6. Mixed models for binary data -- 7. Mixed models for ordinal data -- 8. Mixed models for count data -- 9. Family of two-level generalized linear models -- 10. Three-level generalized linear models -- 11. Models for multivariate data -- 12. Models for duration and event history data -- 13. Stayers, non-susceptibles and endpoints -- 14. Handling initial conditions/state dependence in binary data -- 15. Incidental parameters : an empirical comparison of fixed effects and random effects models.