Plane Answers to Complex Questions : The Theory of Linear Models (Springer Texts in Statistics) - Hardcover

Christensen, Ronald

Hardcover

ISBN 10: 0387947671 ISBN 13: 9780387947679

Publisher: Springer, 1996

Synopsis

This textbook provides a wide-ranging introduction to the use of linear models in analyzing data. The author's emphasis is on providing a unified treatment of the analysis of variance models and regression models by presenting a vector space and projections approach to the subject. Every chapter comes with numerous exercises and examples which will make it ideal for a graduate-level course on this subject.

All the standard topics are covered in depth: ANOVA, estimation, hypothesis testing, multiple comparison, regression analysis, experimental design. In addition this book covers topics which are not usually treated at this level, but which are important in their own right: testing for lack of fit, models with singular covariance matrices, variance component estimation, best linear prediction, collinearity, and variable selection.

In this new edition, the author has added new examples, and discussions of Bayesian estimation, testing independence assumptions, and interblock analysis.

About this title

From the Back Cover

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 a more extensive discussion of best prediction and associated ideas of R2, as well as new sections on inner products and perpendicular projections for more general spaces and Milliken and Graybill’s generalization of Tukey’s one degree of freedom for nonadditivity test.

About the Author

Ronald Christensen is Professor of Statistics at the University of New Mexico, Fellow of the American Statistical Association (ASA) and the Institute of Mathematical Statistics, and former Chair of the ASA Section on Bayesian Statistical Science.

Edition details

• Publisher: Springer
• Publication date: 1996
• Language: English
• ISBN 10: 0387947671
• ISBN 13: 9780387947679
• Binding: Hardcover
• Edition number: 2