I am looking for an introductory to intermediate level book on Generalized Linear Models. Ideally, in addition to the theory behind the models, I would want it to include applications and examples in R or another programming language – I hear SAS is also a popular choice. I intend to study it on my own and so it would help if it provided the answers to its own exercises.
You can assume I have taken the traditional year-long courses in calculus and probability theory. I am also familiar with the basics of regression analysis.
Gelman, Andrew, and Jennifer Hill. Data analysis using regression and multilevel/hierarchical models. Cambridge University Press, 2007, is not about GLMs per se, but also covers that and has a nice mix of theory, hands-on-advice, implementation in R, and exercises (and, when you websearch for it, you might find an ebook version of it!).
Not a textbook, but freely available is this graduate statistics course from the Harvard Government Department, which also covers the most common GLMs. The section videos cover implementation in R. The textbook is King, Gary. Unifying political methodology: The likelihood theory of statistical inference. University of Michigan Press, 1989.