Linear Regression Analysis

2. Auflage 2003
ISBN: 978-0-471-41540-4
Verlag: Wiley

Buch, Englisch, 592 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 1032 g

Reihe: Wiley Series in Probability and Statistics

Concise, mathematically clear, and comprehensive treatment of the subject.
* Expanded coverage of diagnostics and methods of model fitting.
* Requires no specialized knowledge beyond a good grasp of matrix algebra and some acquaintance with straight-line regression and simple analysis of variance models.
* More than 200 problems throughout the book plus outline solutions for the exercises.
* This revision has been extensively class-tested.

Autoren/Hrsg.

Seber, George A F

Lee, Alan J

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis Reelle Analysis
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik EDV | Informatik Daten / Datenbanken Automatische Datenerfassung, Datenanalyse
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung

Inhaltsverzeichnis

Preface.

Vectors of Random Variables.

Multivariate Normal Distribution.

Linear Regression: Estimation and Distribution Theory.

Hypothesis Testing.

Confidence Intervals and Regions.

Straight-Line Regression.

Polynomial Regression.

Analysis of Variance.

Departures from Underlying Assumptions.

Departures from Assumptions: Diagnosis and Remedies.

Computational Algorithms for Fitting a Regression.

Prediction and Model Selection.

Appendix A. Some Matrix Algebra.

Appendix B. Orthogonal Projections.

Appendix C. Tables.

Outline Solutions to Selected Exercises.

References.

Index.

Über Autor(innen)

GEORGE A. F. SEBER, PhD, is Professor Emeritus of Statistics at the University of Auckland, New Zealand.

ALAN J. LEE, PhD, is the Chairman of the Department of Statistics at the University of Auckland.