By assuming it is possible to understand regression analysis without fully comprehending all its underlying proofs and theories, this introduction to the widely used statistical technique is accessible to readers who may have only a rudimentary knowledge of mathematics.
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"Allen's book will, no doubt, earn the praises of statistics instructors and students alike...Provides the reader a thorough, yet lucid, journey through a variety of statistical concepts...This gem should be made a part of every prospective statistician's collection. Undergraduates through professional."
(Choice, March 1998)
The Origins and Uses of Regression Analysis. Basic Matrix Algebra: Manipulating Vectors. The Mean and Variance of a Variable. Regression Models and Linear Functions. Errors of Prediction and Least-Squares Estimation. Least-Squares Regression and Covariance. Covariance and Linear Independence. Separating Explained and Error Variance. Transforming Variables to Standard Form. Regression Analysis with Standardized Variables. Populations, Samples, and Sampling Distributions. Sampling Distributions and Test Statistics. Testing Hypotheses Using the t Test. The t Test for the Simple Regression Coefficient. More Matrix Algebra: Manipulating Matrices. The Multiple Regression Model. Normal equations and Partial Regression Coefficients. Partial Regression and Residualized Variables. The Coefficient of Determination in Multiple Regression. Standard Errors of Partial Regression Coefficients. The Incremental Contributions of Variables. Testing Simple Hypotheses Using the F Test. Testing Compound Hypotheses Using the F Test. Testing Hypotheses in Nested Regression Models. Testing for Interaction in Multiple Regression. Nonlinear Relationships and Variable Transformations. 13 Additional Chapters. Appendices. Index.
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