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A thorough re-working of the previous GLIM manual to take account of updates to the software, this book includes case studies for medical examples. In statistics, fitting linear models to data is a general theme. This manual describes how GLIM 4 may be used for statistical analysis in its most general sense, including data manipulation and display, model fitting, and prediction. The manual has three parts. The user guide introduces and illustrates all the facilities in GLIM 4 in an informal way. Each chapter describes the GLIM 4 directives relevant to a particular type of activity involved in the statistical mmodelling of data. The modelling guide presents a broad array of examples of the use of GLIM as an effective introduction to new users. The last section, the reference guide, contains a formal description of the syntax and semantics of the GLIM 4 language, of the data structures it handles, and of the directives provided, constituting a reference manual for the experienced user. An annotated list of key sources of generalized linear models is also supplied.