Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Parametric inference under constraints (62F30) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)
The book gives an up-to-date and comprehensive account of the theory and applications of linear models along with a number of new results. Throughout its ten chapters as well as its appendices, it covers theoretical issues and practical applications that make it suitable and useful not only to students but also to researchers and consultants in statistics. More specifically, the first chapter of the book provides an introduction to linear models and regression analysis that constitutes the subject matter of the book. Chapter 2 describes the simple linear regression models and standard statistical approaches, such as direct regression, inverse regression, orthogonal regression, etc., in order to lay the foundations for better understanding of the topics of the next chapters. Chapter 3 presents standard procedures for estimation and testing in multiple linear regression models, while chapter 4 addresses issues related to generalised linear regression models. Chapter 5 is devoted to estimation under exact or stochastic linear restrictions, while chapter 6 presents the theory of optimal linear prediction along with recent related studies. Sensitivity analysis and analysis of incomplete data sets are the topics discussed in chapters 7 and 8, respectively, while chapter 9 contains recent contributions to robust statistical inference. Chapter 10, finally, describes model extensions for categorical responses and explanatory variables. The book includes also three appendices presenting standard theorems and proofs of matrix algebra, a few statistical tables, and an overview of available software for regression models.
- Linear models. Least squares and alternatives
- Linear models. Least squares and alternatives.
- scientific article; zbMATH DE number 1855730
- scientific article; zbMATH DE number 6441125
- Linear models. An integrated approach
- Foundations of linear and generalized linear models
- scientific article; zbMATH DE number 4098542
- Fitting generalized linear models and their nonlinear extensions with least squares calculations
- scientific article; zbMATH DE number 1260618
- scientific article; zbMATH DE number 724003
- Use of prior information in the consistent estimation of regression coefficients in measurement error models
- Linear regression.
- Test for high-dimensional regression coefficients using refitted cross-validation variance estimation
- Bilinear regression analysis. An introduction
- A new data assimilation technique based on ensemble Kalman filter and Brownian bridges: an application to Richards' equation
- On decompositions of estimators under a general linear model with partial parameter restrictions
- Transformation approaches of linear random-effects models
- Local influence for spatially correlated binomial data: an application to the \textit{spodoptera frugiperda} infestation in corn
- Quantile regression for linear models with autoregressive errors using EM algorithm
- Two competing linear random-effects models and their connections
- Linear models. Least squares and alternatives.
- Testing linearity and relevance of ordinal predictors
- Scalable Monte Carlo inference and rescaled local asymptotic normality
- Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
- A Laplacian approach to _1-norm minimization
- Miscellaneous equalities for idempotent matrices with applications
- Generating optimal order-of-addition designs with flexible run sizes
- Optimal stochastic restricted logistic estimator
- Simultaneous optimal predictions under two seemingly unrelated linear random-effects models
- An adaptive observer for uncertain linear time-varying systems with unknown additive perturbations
- A new least squares parameter estimator for nonlinear regression equations with relaxed excitation conditions and forgetting factor
- Quantum tomography by regularized linear regressions
- A time domain finite element approach based on time series estimation
- Two kinds of weighted biased estimators in stochastic restricted regression model
- On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression
- Optimal estimation of direction in regression models with large number of parameters
- Logistic Liu estimator under stochastic linear restrictions
- On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models
- Performance of the restricted almost unbiased type principal components estimators in linear regression model
- Estimation in singular linear models with stepwise inclusion of linear restrictions
- Sensitivity analysis in linear models
- Efficiency of a stochastic restricted two-parameter estimator in linear regression
- A class of biased estimators based on QR decomposition
- scientific article; zbMATH DE number 431728 (Why is no real title available?)
- On multilevel best linear unbiased estimators
- Maximum consistency method for data fitting under interval uncertainty
- scientific article; zbMATH DE number 3868446 (Why is no real title available?)
- Defining a two-parameter estimator: a mathematical programming evidence
- The bias and risk functions of some Stein-rules in elliptically contoured distributions
- scientific article; zbMATH DE number 3909561 (Why is no real title available?)
- scientific article; zbMATH DE number 3928120 (Why is no real title available?)
- scientific article; zbMATH DE number 4098542 (Why is no real title available?)
- On extension of some identities for the bias and risk functions in elliptically contoured distributions
- A ridge regression estimation approach to the measurement error model
- scientific article; zbMATH DE number 48362 (Why is no real title available?)
- scientific article; zbMATH DE number 54090 (Why is no real title available?)
- scientific article; zbMATH DE number 193125 (Why is no real title available?)
- scientific article; zbMATH DE number 1315210 (Why is no real title available?)
- Statistical inference for restricted partially linear varying coefficient errors-in-variables models
- Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
- Equality of BLUEs or BLUPs under two linear models using stochastic restrictions
- Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information
- Mixed Liu estimator in linear measurement error models
- Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
- Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
- Improved Liu-type estimator of parameters in two seemingly unrelated regressions
- scientific article; zbMATH DE number 1855730 (Why is no real title available?)
- scientific article; zbMATH DE number 872246 (Why is no real title available?)
- Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity
- On Liu-type biased estimators in measurement error models
- Robust sparse regression by modeling noise as a mixture of Gaussians
- On the stochastic restricted Liu estimator in logistic regression model
- Two parameter weighted mixed estimator in linear measurement error models
- A new biased estimation method in tobit regression: theory and application
- Using Liu estimator for detection of influential observations in linear measurement error models
- Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model
- Comments on “Improvement of generalized difference-based mixed Liu estimator in partially linear model”
- Estimation of parameters in linear mixed measurement error models with stochastic linear restrictions
- Elliptical difference based ridge and Liu type estimators in partial linear measurement error models
- The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions
- The new mixed ridge estimator in a linear mixed model with measurement error under stochastic linear mixed restrictions
- Stochastic restricted Liu estimator in linear mixed measurement error models
- A restricted gamma ridge regression estimator combining the gamma ridge regression and the restricted maximum likelihood methods of estimation
- Performance of the principal component two-parameter estimator in misspecified linear regression model
- A new stochastic mixed Liu estimator in linear regression model
- Robust restricted Liu estimator in censored semiparametric linear models
- Diagnostic measures for the restricted Liu estimator in linear measurement error models
- A new stochastic restricted Liu-type estimator in linear regression model
- Liu-type estimator for the gamma regression model
- Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
- The feasible generalized restricted ridge regression estimator
- A revised Cholesky decomposition to combat multicollinearity in multiple regression models
- Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
- Improvement of generalized difference-based mixed Liu estimator in partially linear model
- Matrix rank and inertia formulas in the analysis of general linear models
- Effect of depth and width on local minima in deep learning
- Principal components regression estimator of the parameters in partially linear models
- Permutation inference distribution for linear regression and related models
- Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation
- On the stochastic restricted Liu-type maximum likelihood estimator in logistic regression model
- Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions
- Goodness of fit in restricted measurement error models
- Restricted difference-based Liu estimator in partially linear model
- Simultaneous prediction using target function based on principal components estimator with correlated errors
- Efficiency of a Liu-type estimator in semiparametric regression models
- Multi-output multilevel best linear unbiased estimators via semidefinite programming
- Inverse Gaussian Liu-type estimator
- Liu-type estimator in Conway–Maxwell–Poisson regression model: theory, simulation and application
- Robust Liu-type estimator based on GM estimator
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