Linear Models: An Integrated Approach aims to provide a clear and deep understanding of the general linear model using simple statistical ideas. Elegant geometric arguments are also invoked as needed and a review of vector spaces and matrices is provided to make the treatment self-contained. Complex...

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1. Verfasser:	Sengupta, Debasis (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Singapore World Scientific Pub. Co. c2003
Schriftenreihe:	Series on multivariate analysis v. 6
Schlagworte:	Linear models (Statistics) Analysis of covariance Regression analysis Statistik Lineares Modell
Online-Zugang:	FHN01 Volltext
Zusammenfassung:	Linear Models: An Integrated Approach aims to provide a clear and deep understanding of the general linear model using simple statistical ideas. Elegant geometric arguments are also invoked as needed and a review of vector spaces and matrices is provided to make the treatment self-contained. Complex, matrix-algebraic methods, such as those used in the rank-deficient case, are replaced by statistical proofs that are more transparent and that show the parallels with the simple linear model.This book has the following special features: use of simple statistical ideas such as linear zero functions and covariance adjustment to explain the fundamental as well as advanced concepts; emphasis on the statistical interpretation of complex algebraic results; a thorough treatment of the singular linear model, including the case of multivariate response; a unified discussion on models with a partially unknown dispersion matrix, including mixed-effects/variance-components models and models for spatial and time series data; insight into updates on the linear model and their connection with diagnostics, design, variable selection, the Kalman filter, etc.; an extensive discussion on the foundations of linear inference, along with linear alternatives to least squares; coverage of other special topics, such as collinearity, stochastic and inequality constraints, misspecified models, etc.; simpler proofs of numerous known results; pointers to current research through examples and exercises
Beschreibung:	xxi, 622 p. ill
ISBN:	9789812564900