Linear Models and Generalizations
Least Squares and Alternatives
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Beschreibung
Thoroughly revised and updated with the latest results, this Third Edition provides an account of the theory and applications of linear models. The authors present a unified theory of inference from linear models and its generalizations with minimal assumptions. They not only use least squares theory, but also alternative methods of estimation and testing based on convex loss functions and general estimating equations. Highlights include sensitivity analysis and model selection, an analysis of incomplete data, and an analysis of categorical data based on a unified presentation of generalized linear models. There is also an extensive appendix on matrix theory that is particularly useful for researchers in econometrics, engineering, and optimization theory. This text is recommended for courses in statistics at the graduate level as well as for other courses in which linear models play a role.
Essential text for graduate statistics courses and courses where linear models play a part Presents advanced research results and gives an overview of generalizations New edition has been extensivley revised and contains the latest results in the area Includes supplementary material: sn.pub/extras
Autor*in
C. Radhakrishna Rao
Themen in »Linear Models and Generalizations«
Fitting Generalized linear model Least Squares Likelihood Optimization Theory Regression best fit calculus econometrics linear regression optimization statistics
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From the reviews of the third edition:
"The book contains a massive amount of useful results related to the world of linear models. … I find my life more comfortable when I have this book in my bookshelf while checking whether some results have appeared in the literature. … a natural source book for a student and researcher of linear models. … written with great care and, of course, with great skills under the leadership of Professor C. Radhakrishna Rao. This is a very useful book and the authors earn congratulations." (Simo Puntanen, International Statistical Review, Vol. 75 (3), 2007)
"The book gives an up-to-date and comprehensive account of the theory and applications of linear models along with a number of new results. Throughout its ten chapters as well as its appendices, it covers theoretical issues and practical applications that make it suitable and useful not only to students but also to researchers and consultants in statistics." (Vangelis Grigoroudis, Zentralblatt MATH, Vol. 1151, 2009)
"This book has two laudable strengths. First, the coverage of topics is vast and varied. Second, extensive material is included on many modern, cutting-edge directions. … The book would also function as an excellent reference for graduate students and researchers on classical and current developments in linear model theory." (Joseph Cavanaugh, Journal of the American Statistical Association, Vol. 104 (486), June, 2009)
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