Primer on Linear Models

Monahan, John F.

ISBN 10: 1420062018 / ISBN 13: 9781420062014

Verlag: Chapman and Hall/CRC, 2011

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Inhaltsangabe:

A Primer on Linear Models presents a unified, thorough, and rigorous development of the theory behind the statistical methodology of regression and analysis of variance (ANOVA). It seamlessly incorporates these concepts using non-full-rank design matrices and emphasizes the exact, finite sample theory supporting common statistical methods.

With coverage steadily progressing in complexity, the text first provides examples of the general linear model, including multiple regression models, one-way ANOVA, mixed-effects models, and time series models. It then introduces the basic algebra and geometry of the linear least squares problem, before delving into estimability and the Gauss–Markov model. After presenting the statistical tools of hypothesis tests and confidence intervals, the author analyzes mixed models, such as two-way mixed ANOVA, and the multivariate linear model. The appendices review linear algebra fundamentals and results as well as Lagrange multipliers.

This book enables complete comprehension of the material by taking a general, unifying approach to the theory, fundamentals, and exact results of linear models.

Über die Autorin bzw. den Autor: John F. Monahan

Bibliografische Details

Titel: Primer on Linear Models
Verlag: Chapman and Hall/CRC
Erscheinungsdatum: 2011
Einband: Softcover
Zustand: good