Plane answers to complex questions

The theory of linear models

Ronald Christensen

474 pages, parution le 08/07/2002 (3^eme édition)

Ajouter à une liste

Indisponible

Résumé

This textbook provides a wide-ranging introduction to the use and theory of linear models for analyzing data. The author's emphasis is on providing a unified treatment of linear models, including analysis of variance models and regression models, based on projections, orthogonality, and other vector space ideas. Every chapter comes with numerous exercises and examples that make it ideal for a graduate- level course. All of the standard topics are covered in depth: ANOVA, estimation including Bayesian estimation, hypothesis testing, multiple comparisons, regression analysis, and experimental design models. In addition, the book covers topics that are not usually treated at this level, but which are important in their own right: balanced incomplete block designs, testing for lack of fit, testing for independence, models with singular covariance matrices, variance component estimation, best linear and best linear unbiased prediction, collinearity, and variable selection. This new edition includes discussion of identifiability and its relationship to estimability, different approaches to the theories of testing parametric hypotheses and analysis of covariance, additional discussion of the geometry of least squares estimation and testing, new discussion of models for experiments with factorial treatment structures, and a new appendix on possible causes for getting test statistics that are so small as to be suspicious. Ronald Christensen is a Professor of Statistics at the University of New Mexico. He is a Fellow of the American Statistical Association and the Institute of Mathematical Statistics.

Contents

Introduction
Estimation
Testing Hypotheses
One-Way ANOVA
Multiple Comparison Techniques
Regression Analysis
Multifactor Analysis of Variance
Experimental Design Models
Analysis of Covariance
Estimation and Testing in General Gauss-Markov Models
Split Plot Models
Mixed Models and Variance Components
Checking
Assumptions, Residuals, and Influential Observations
Variable Selection and Collinearity.

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Ronald Christensen
Parution	08/07/2002
Édition	3^eme édition
Nb. de pages	474
Format	16 x 24
Couverture	Relié
Poids	820g
Intérieur	Noir et Blanc
EAN13	9780387953618
ISBN13	978-0-387-95361-8