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The Coordinate-Free Approach to Linear Models PDF

215 Pages·2006·1.386 MB·English
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by Michael J. Wichura| 2006| 215 pages| 1.386| English

About 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 nonrandom 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 include inner product spaces, orthogonal projections, book orthogonal spaces, Tjur experimental designs, basic distribution theory, the geometric version of the Gauss-Markov theorem, optimal and nonoptimal properties of Gauss-Markov, Bayes, and shrinkage estimators under the assumption of normality, the optimal properties of F-tests, and the analysis of covariance and missing observations.

Detailed Information

Author:Michael J. Wichura
Publication Year:2006
ISBN:9780521868426
Pages:215
Language:English
File Size:1.386
Format:PDF
Price:FREE
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