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PRIMER ON LINEAR MODELS.
- Format:
- Book
- Author/Creator:
- Monahan, John F.
- Series:
- Texts in statistical science.
- Chapman & Hall/CRC Texts in Statistical Science
- Language:
- English
- Subjects (All):
- Linear models (Statistics).
- Physical Description:
- 1 online resource (292 p.)
- Edition:
- First edition.
- Place of Publication:
- [S.l.] : CRC PRESS, 2017.
- Language Note:
- English
- Summary:
- 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.
- Contents:
- Front cover; Contents; Preface; Chapter 1: Examples of the General Linear Model; Chapter 2: The Linear Least Squares Problem; Chapter 3: Estimability and Least Squares Estimators; Chapter 4: Gauss-Markov Model; Chapter 5. Distributional Theory; Chapter 6. Statistical Inference; Chapter 7. Further Topics in Testing; Chapter 8. Variance Components and Mixed Models; Chapter 9. The Multivariate Linear Model; Appendix A: Review of Linear Algebra; Appendix B: Lagrange Multipliers; Bibliography; Back cover
- Notes:
- Description based upon print version of record.
- Includes bibliographical references.
- Description based on print version record.
- ISBN:
- 9781040079218
- 1040079210
- 9780429196065
- 0429196067
- 9781420062045
- 1420062042
- OCLC:
- 908079043
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