The coordinate-free approach to linear models

This book is about the coordinate-free, or geometric, approach to the theory of linear models; more precisely, Model I ANOVA and linear regression models with non-random predictors in a finite-dimensional setting. This approach is more insightful, more elegant, more direct, and simpler than the more...

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Bibliographische Detailangaben
1. Verfasser: Wichura, Michael J. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cambridge Cambridge University Press 2006
Schriftenreihe:Cambridge series on statistical and probabilistic mathematics 19
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Online-Zugang:DE-12
DE-92
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Beschreibung
Zusammenfassung:This book is about the coordinate-free, or geometric, approach to the theory of linear models; more precisely, Model I ANOVA and linear regression models with non-random predictors in a finite-dimensional setting. This approach is more insightful, more elegant, more direct, and simpler than the more common matrix approach to linear regression, analysis of variance, and analysis of covariance models in statistics. The book discusses the intuition behind and optimal properties of various methods of estimating and testing hypotheses about unknown parameters in the models. Topics covered range from linear algebra, such as inner product spaces, orthogonal projections, book orthogonal spaces, Tjur experimental designs, basic distribution theory, the geometric version of the Gauss-Markov theorem, optimal and non-optimal properties of Gauss-Markov, Bayes, and shrinkage estimators under assumption of normality, the optimal properties of F-test, and the analysis of covariance and missing observations
Beschreibung:Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Beschreibung:1 online resource (xiii, 199 pages)
ISBN:9780511546822
DOI:10.1017/CBO9780511546822