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Linear Models and Generalizations Least Squares and Alternatives /

Thebookisbasedonseveralyearsofexperienceofbothauthorsinteaching linear models at various levels. It gives an up-to-date account of the theory and applications of linear models. The book can be used as a text for courses in statistics at the graduate level and as an accompanying text for courses in o...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Rao, C. Radhakrishna (Autor), Toutenburg, Helge (Autor), Shalabh (Autor), Heumann, Christian (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edición:3rd ed. 2008.
Colección:Springer Series in Statistics,
Temas:
Acceso en línea:Texto Completo

MARC

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245 1 0 |a Linear Models and Generalizations  |h [electronic resource] :  |b Least Squares and Alternatives /  |c by C. Radhakrishna Rao, Helge Toutenburg, Shalabh, Christian Heumann. 
250 |a 3rd ed. 2008. 
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300 |a XIX, 572 p.  |b online resource. 
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490 1 |a Springer Series in Statistics,  |x 2197-568X 
505 0 |a The Simple Linear Regression Model -- The Multiple Linear Regression Model and Its Extensions -- The Generalized Linear Regression Model -- Exact and Stochastic Linear Restrictions -- Prediction in the Generalized Regression Model -- Sensitivity Analysis -- Analysis of Incomplete Data Sets -- Robust Regression -- Models for Categorical Response Variables. 
520 |a Thebookisbasedonseveralyearsofexperienceofbothauthorsinteaching linear models at various levels. It gives an up-to-date account of the theory and applications of linear models. The book can be used as a text for courses in statistics at the graduate level and as an accompanying text for courses in other areas. Some of the highlights in this book are as follows. A relatively extensive chapter on matrix theory (Appendix A) provides the necessary tools for proving theorems discussed in the text and o?ers a selectionofclassicalandmodernalgebraicresultsthatareusefulinresearch work in econometrics, engineering, and optimization theory. The matrix theory of the last ten years has produced a series of fundamental results aboutthe de?niteness ofmatrices,especially forthe di?erences ofmatrices, which enable superiority comparisons of two biased estimates to be made for the ?rst time. We have attempted to provide a uni?ed theory of inference from linear models with minimal assumptions. Besides the usual least-squares theory, alternative methods of estimation and testing based on convex loss fu- tions and general estimating equations are discussed. Special emphasis is given to sensitivity analysis and model selection. A special chapter is devoted to the analysis of categorical data based on logit, loglinear, and logistic regression models. The material covered, theoretical discussion, and a variety of practical applications will be useful not only to students but also to researchers and consultants in statistics. 
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650 2 4 |a Statistical Theory and Methods. 
650 2 4 |a Quantitative Economics. 
650 2 4 |a Probability and Statistics in Computer Science. 
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