Linear models. An integrated approach
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) Diagnostics, and linear inference and regression (62J20)
This is a new and comprehensive book on linear models mainly based on the matrix-approach, not the coordinate-free approach. The authors call it an integrated one since they use two techniques for dealing with the subject. The first technique is the linear Lehmann-Scheffé theorem and using LZFs (linear zero functions). This idea goes probably back to the late Suijt Kumar Mitra from the Indian Statistical Institute. The second technique is covariance-adjustment which is essentially described by the conditional covariance-matrix in the normal case and the Schur-complement. The book consists of 11 chapters and a lot of exercises for every chapter. The solutions of the exercises can be found at the end of the book. The bibliography is comprehensive but not exhaustive. Nevertheless, the references are in general up to-date.NEWLINENEWLINE The first chapter introduces the linear model, the second one gives the necessary results in matrix theory and linear algebra. The third chapter reviews basic concepts and results from mathematical statistics. Chapter 4, on the estimation in the general Gauss-Markov model, is the central chapter of this monograph. It is followed by chapter 5 on confidence intervals, hypotheses testing and prediction in linear models. Chapter 6 is on applications, mainly in variance analysis. The linear model with possibly singular covariance-matrix is the subject of chapter 7. The BLUE is obtained by rewriting the linear model as a restriction model. The BLUE can in this case be obtained without inverting the covariance-matrix. This approach is already contained in the reviewer's monograph, The coordinate-free approach to Gauss-Markov estimation. (1970; Zbl 0215.26504). The 8\,th chapter is entitled ``Misspecification or unknown dispersion. Here also a part of the theory of variance components is dealt with, but Jordan algebras and quadratic subspaces do not appear. Chapter 9 is called ``Updates in the general linear model. It deals with adding and removing observations and/or variables, including regression diagnostics and the Kalman filter. This chapter is followed by a chapter on the Multivariate Linear Regression Model and a chapter on Linear Inference. It includes such topics as linear sufficiency, linear Bayes-estimation, linear minimax estimation, and miscellenious subjects.NEWLINENEWLINE This monograph can highly be recommended to anyone who is interested in an up to date information on linear models.
- Linear sufficiency and completeness in the context of estimating the parametric function in the general Gauss-Markov model
- A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss-Markov model
- Effect of adding regressors on the equality of the BLUEs under two linear models
- Linear models. Least squares and alternatives.
- On the Kalman filter with possibly degenerate and correlated errors
- Linear models. Least squares and alternatives
- Improved confidence regions based on Edgeworth expansions
- All about the \(\bot\) with its applications in the linear statistical models
- On the connectivity problem for \(m\)-way designs
- Preliminary test and Stein-type shrinkage ridge estimators in robust regression
- The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review
- Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
- Two local operators and the BLUE
- Boxplot for circular variables
- Inclusion and exclusion of data or parameters in the general linear model
- Estimation in singular linear models with stepwise inclusion of linear restrictions
- scientific article; zbMATH DE number 431728 (Why is no real title available?)
- Linear Model Theory
- scientific article; zbMATH DE number 3928120 (Why is no real title available?)
- Equality of the BLUPs under the mixed linear model when random components and errors are correlated
- A linear model of intermediate statistics
- scientific article; zbMATH DE number 1315210 (Why is no real title available?)
- scientific article; zbMATH DE number 734969 (Why is no real title available?)
- scientific article; zbMATH DE number 1054387 (Why is no real title available?)
- Equality of BLUEs or BLUPs under two linear models using stochastic restrictions
- Feasible robust estimator in restricted semiparametric regression models based on the LTS approach
- scientific article; zbMATH DE number 777588 (Why is no real title available?)
- A Partially Linear Model with Its Applications
- Improving linear quantile regression for replicated data
- Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
- Some notes on linear sufficiency
- Linear Models and Regression with R
- Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model
- Properties of BLUEs in full versus small linear models
- Disjoint sections of positive semidefinite matrices and their applications in linear statistical models
- Data analysis on nonstandard spaces
- Subspace-restricted elastic net estimation: applications in medical data
- Dispersion matrix comparisons among estimators under two competing restricted linear regression models
- Rank-based Liu regression
- Closed-form estimation of two randomly missing observations in non-replicated two-way factorial experiments (MultiMiss2)
- Equalities between OLSE, BLUE and BLUP in the linear model
- Further remarks on the connection between fixed linear model and mixed linear model
This page was built for publication: Linear models. An integrated approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2713469)
