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Linear regression : a mathematical introduction / Damodar N. Gujarati.
LIBRA QA278.2 .G8445 2019
Available from offsite location
- Format:
- Book
- Author/Creator:
- Gujarati, Damodar N., author.
- Series:
- Quantitative applications in the social sciences ; no. 07-177.
- Quantitative applications in the social sciences ; 177
- Language:
- English
- Subjects (All):
- Regression analysis.
- Matrices.
- Sampling (Statistics).
- Local Subjects:
- Matrices.
- Regression analysis.
- Sampling (Statistics).
- Physical Description:
- xxiv, 242 pages : illustrations ; 22 cm.
- Place of Publication:
- Thousand Oaks, California : Sage Publications, Inc., [2019]
- Contents:
- The linear regression model (LRM)
- The classical linear regression model (CLRM)
- The classical normal linear regression model: the method of maximum likelihood (ML)
- Linear regression model: distribution theory and hypothesis testing
- Generalized least squares (GLS): extensions of the classical linear regression model
- Extensions of the classical linear regression model: the case of stochastic or endogenous regressors
- Selected topics in linear regression.
- Notes:
- Includes bibliographical references and index.
- ISBN:
- 9781544336572
- 1544336578
- OCLC:
- 1031041736
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