Linear Models: Least Squares and Alternatives - Rilegato

Rao, C. Radhakrishna; Toutenburg, Helge

Rilegato

ISBN 10: 0387988483 ISBN 13: 9780387988481

Casa editrice: Springer Verlag, 1999

Riassunto

This book provides an up-to-date account of the theory and applications of linear models. It can be used as a text for courses in statistics at the graduate level as well as an accompanying text for other courses in which linear models play a part. The authors present a unified theory of inference from linear models with minimal assumptions, not only through least squares theory, but also using alternative methods of estimation and testing based on convex loss functions and general estimating equations.Some of the highlights include: a special emphasis on sensitivity analysis and model selection; a chapter devoted to the analysis of categorical data based on logit, loglinear, and logistic regression models; a chapter devoted to incomplete data sets; an extensive appendix on matrix theory, useful to researchers in econometrics, engineering, and optimization theory; a chapter devoted to the analysis of categorical data based on a unified presentation of generalized linear models including GEE- methods for correlated response; a chapter devoted to incomplete data sets including regression diagnostics to identify Non-MCAR-processes. The material covered will be invaluable not only to graduate students, but also to research workers and consultants in statistics.Helge Toutenburg is Professor for Statistics at the University of Muenchen. He has written about 15 books on linear models, statistical methods in quality engineering, and the analysis of designed experiments. His main interest is in the application of statistics to the fields of medicine and engineering.

Su questo libro

Recensione

From a review:

L'ENSEIGNEMENT MATHEMATIQUE

"This book provides an up-to-date account of the theory and applications of linear models. It can be used as a text for courses instatistics at the graduate level as well as an accompanying text for other courses in which linear models play a part."

Contenuti

Introduction * Linear Models * The Linear Regression Model * The Generalized Linear Regression Model * Exact and Stochastic Linear Restrictions * Prediction Problems in the Generalized Regression Model * Linear Mixed Models * Sensitivity Analysis * Analysis of Incomplete Data Sets * Robust Regression * Models for Categorical Response Variables * Fitting Smooth Functions

Dettagli dell'edizione

• Editore: Springer Verlag
• Data di pubblicazione: 1999
• Lingua: Inglese
• ISBN 10: 0387988483
• ISBN 13: 9780387988481
• Rilegatura: Copertina rigida
• Numero di pagine: 427
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania