Linear models and generalizations
Subtitle: least squares and alternatives
By: C. Radhakrishna Rao ... [et al.] ; with contributions by Michael Schomaker.
Contributors: Rao, C. Radhakrishna 1920-; Rao, C. Radhakrishna 1920-
Edition: 3rd extended ed.
Series: Springer series in statistics
Publisher: Springer
Published: 2008
Place of publication: Berlin; New York
Language: eng
Number of pages: 570
ISBN-13: 9783540742265
Subjects: Linear models (Statistics)
Description: Thebookisbasedonseveralyearsofexperienceofbothauthorsinteaching linear models at various levels. It gives an up-to-date account of the theory and applications of linear models. The book can be used as a text for courses in statistics at the graduate level and as an accompanying text for courses in other areas. Some of the highlights in this book are as follows. A relatively extensive chapter on matrix theory (Appendix A) provides the necessary tools for proving theorems discussed in the text and o?ers a selectionofclassicalandmodernalgebraicresultsthatareusefulinresearch work in econometrics, engineering, and optimization theory. The matrix theory of the last ten years has produced a series of fundamental results aboutthe de?niteness ofmatrices,especially forthe di?erences ofmatrices, which enable superiority comparisons of two biased estimates to be made for the ?rst time. We have attempted to provide a uni?ed theory of inference from linear models with minimal assumptions. Besides the usual least-squares theory, alternative methods of estimation and testing based on convex loss fu- tions and general estimating equations are discussed. Special emphasis is given to sensitivity analysis and model selection. A special chapter is devoted to the analysis of categorical data based on logit, loglinear, and logistic regression models. The material covered, theoretical discussion, and a variety of practical applications will be useful not only to students but also to researchers and consultants in statistics.
Notes: Includes bibliographical references (p. [539]-562) and index.