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Beschreibung
This textbook presents a unified and rigorous approach to best linear unbiased estimation and prediction of parameters and random quantities in linear models, as well as other theory upon which much of the statistical methodology associated with linear models is based. The single most unique feature of the book is that each major concept or result is illustrated with one or more concrete examples… or special cases. Commonly used methodologies based on the theory are presented in methodological interludes scattered throughout the book, along with a wealth of exercises that will benefit students and instructors alike. Generalized inverses are used throughout, so that the model matrix and various other matrices are not required to have full rank. Considerably more emphasis is given to estimability, partitioned analyses of variance, constrained least squares, effects of model misspecification, and most especially prediction than in many other textbooks on linear models. This book is intended for master and PhD students with a basic grasp of statistical theory, matrix algebra and applied regression analysis, and for instructors of linear models courses. Solutions to the book’s exercises are available in the companion volume Linear Model Theory - Exercises and Solutions by the same author. 117,69 €
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Technische Daten
Erscheinungsdatum
03.11.2021
Sprache
Englisch
EAN
9783030520656
Herausgeber
Springer International Publishing
Sonderedition
Nein
Autor
Dale L. Zimmerman
Seitenanzahl
504
Einbandart
Broschiert
Buch Untertitel
With Examples and Exercises
Schlagwörter
62J05, 62J10, 62F03, 62F10, 62F25, linear models, statistical theory, regression methods, generalized inverse, least squares estimation, ANOVA, best linear unbiased estimation and prediction, variance component estimation, examples and exercises, estimability, matrix algebra, random vectors, model misspecication, mean and error structures, Gauss-Markov model, Aitken model, distribution theory, mixed and random effects models, BLUE and BLUP
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBF - Algebra
Höhe
235 mm
Breite
15.5 cm
Transparenz & Sicherheit
Hersteller: Springer, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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