chapter Introduction -- chapter 1 Classical likelihood theory -- chapter 2 Generalized Linear Models -- chapter 3 Quasi-likelihood -- chapter 4 Extended Likelihood Inferences -- chapter 5 Normal linear mixed models -- chapter 6 Hierarchical GLMs -- chapter 7 HGLMs with structured dispersion -- chapter 8 Correlated random effects for HGLMs -- chapter 9 Smoothing -- chapter 10 Random-effect models for survival data -- chapter 11 Double HGLMs -- chapter 12 Further topics.