A Primer on Linear Models
1st Edition
Published on 9. August 2017
Book
Hardback
304 pages
978-1-138-46953-2 (ISBN)
Description
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.
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.
Reviews / Votes
"I found the book very helpful. aEUR| the result is very nice, very readable. In particular, I like the idea of avoiding leaps in the development and proofs, or referring to other sources for the details of the proofs. This is a useful well-written instructive book."~International Statistical Review
"This work provides a brief, and also complete, foundation for the theory of basic linear models . . . can be used for graduate courses on linear models."
~Nicoleta Breaz, Zentralblatt Math
". . . well written . . . would serve well as the textbook for an introductory course in linear models, or as references for researchers who would like to review the theory of linear models."
~Justine Shults, Journal of Biopharmaceutical Statistics "I found the book very helpful. aEUR| the result is very nice, very readable. In particular, I like the idea of avoiding leaps in the development and proofs, or referring to other sources for the details of the proofs. This is a useful well-written instructive book."
~International Statistical Review
"This work provides a brief, and also complete, foundation for the theory of basic linear models . . . can be used for graduate courses on linear models."
~Nicoleta Breaz, Zentralblatt Math
". . . well written . . . would serve well as the textbook for an introductory course in linear models, or as references for researchers who would like to review the theory of linear models."
~Justine Shults, Journal of Biopharmaceutical Statistics
More details
Series
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
College/higher education
Undergraduate
Dimensions
Height: 234 mm
Width: 156 mm
Weight
640 gr
ISBN-13
978-1-138-46953-2 (9781138469532)
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Schweitzer Classification
Other editions
Additional editions
John F. Monahan
A Primer on Linear Models
E-Book
03/2008
1st Edition
Chapman and Hall
€86.99
Available for download
John F. Monahan
A Primer on Linear Models
E-Book
03/2008
1st Edition
Chapman & Hall/CRC
€86.99
Available for download
John F. Monahan
A Primer on Linear Models
Book
03/2008
1st Edition
Chapman & Hall/CRC
€94.10
Shipment within 15-20 days
Person
John F. Monahan
Content
Preface. Examples of the General Linear Model. The Linear Least Squares Problem. Estimability and Least Squares Estimators. Gauss-Markov Model. Distributional Theory. Statistical Inference. Further Topics in Testing. Variance Components and Mixed Models. The Multivariate Linear Model. Appendices. Bibliography.