Linear Models and Generalizations: Least Squares and Alternatives

byM. Schomaker, C. Radhakrishna Rao, Helge Toutenburg

Paperback | November 20, 2010

Linear Models and Generalizations: Least Squares and Alternatives by M. Schomaker
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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.
Title:Linear Models and Generalizations: Least Squares and AlternativesFormat:PaperbackProduct dimensions:572 pages, 9.25 X 6.1 X 0 inShipping dimensions:572 pages, 9.25 X 6.1 X 0 inPublished:November 20, 2010Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3642093531

ISBN - 13:9783642093531

Appropriate for ages: All ages

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