Linear Regression / by David J. Olive.

Format:

Book

Author/Creator:

Olive, David J., Author.

Language:

English

Subjects (All):

Statistics.

Mathematical statistics--Data processing.

Mathematical statistics.

Statistical Theory and Methods.

Statistics and Computing.

Local Subjects:

Statistical Theory and Methods.

Statistics and Computing.

Physical Description:

1 online resource (XIV, 494 p. 57 illus.)

Edition:

1st ed. 2017.

Place of Publication:

Cham : Springer International Publishing : Imprint: Springer, 2017.

Summary:

This text covers both multiple linear regression and some experimental design models. The text uses the response plot to visualize the model and to detect outliers, does not assume that the error distribution has a known parametric distribution, develops prediction intervals that work when the error distribution is unknown, suggests bootstrap hypothesis tests that may be useful for inference after variable selection, and develops prediction regions and large sample theory for the multivariate linear regression model that has m response variables. A relationship between multivariate prediction regions and confidence regions provides a simple way to bootstrap confidence regions. These confidence regions often provide a practical method for testing hypotheses. There is also a chapter on generalized linear models and generalized additive models. There are many R functions to produce response and residual plots, to simulate prediction intervals and hypothesis tests, to detect outliers, andto choose response transformations for multiple linear regression or experimental design models. This text is for graduates and undergraduates with a strong mathematical background. The prerequisites for this text are linear algebra and a calculus based course in statistics. .

Contents:

Introduction

Multiple Linear Regression

Building an MLR Model

WLS and Generalized Least Squares

One Way Anova

The K Way Anova Model

Block Designs

Orthogonal Designs

More on Experimental Designs

Multivariate Models

Theory for Linear Models

Multivariate Linear Regression

GLMs and GAMs

Stuff for Students.

Notes:

Includes bibliographical references and index.

ISBN:

3-319-55252-X

OCLC:

984514200