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A Primer on Linear Models

by John F. Monahan

CRC Press

Paperback or Softback 304 pages Mar 01, 2008

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Employing non-full-rank design matrices throughout, this text provides a concise yet solid foundation for understanding basic linear models. It introduces the basic algebra and geometry of the linear least squares problem, before delving into estimability and the Gauss-Markov model. After presenting the statistical tools of hypothesis tests and confidence intervals, the author analyzes mixed models, such as two-way mixed ANOVA, and the multivariate linear model. The text presents proofs and discussions from both algebraic and geometric viewpoints and includes exercises of varying levels of difficulty at the end of each chapter.
Author:
John F. Monahan
Publisher:
CRC Press
Publication Date:
Mar 01, 2008
Number of pages:
304 pages
Binding:
Paperback or Softback
ISBN-10:
1420062018
ISBN-13:
9781420062014