First Course in Linear Model Theory

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A01=Dipak K. Dey
A01=Nalini Ravishanker
A01=Zhiyi Chi
advanced statistical modeling techniques
Author_Dipak K. Dey
Author_Nalini Ravishanker
Author_Zhiyi Chi
Binary Response Model
Canonical Link
Canonical Link Function
Canonical Parameter
Category=PBT
Complementary Log Log Link
Dispersion Parameter
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Fisher Information
Fisher Scoring Algorithm
generalized inverses
Generalized Sample Variance
High Dimensional Linear Models
IRLS Algorithm
Linear Models
Linear Regression
Link Function
Log Likelihood Function
longitudinal data models
LRT
LRT Statistic
matrix algebra
missing data analysis
Multiple Correlation Coefficient
multivariate distributions
Newton Raphson Algorithm
Nonsingular Transformations
Observed Fisher Information
Overdispersed Poisson Model
Poisson Model
Quasi-likelihood Function
Quasi-score Function
regularized regression
Sample Covariance Matrix
Statistical Methods
Wishart Distribution

Product details

  • ISBN 9781439858059
  • Weight: 1400g
  • Dimensions: 178 x 254mm
  • Publication Date: 19 Oct 2021
  • Publisher: Taylor & Francis Inc
  • Publication City/Country: US
  • Product Form: Hardback
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Thoroughly updated throughout, A First Course in Linear Model Theory, Second Edition is an intermediate-level statistics text that fills an important gap by presenting the theory of linear statistical models at a level appropriate for senior undergraduate or first-year graduate students. With an innovative approach, the authors introduce to students the mathematical and statistical concepts and tools that form a foundation for studying the theory and applications of both univariate and multivariate linear models. In addition to adding R functionality, this second edition features three new chapters and several sections on new topics that are extremely relevant to the current research in statistical methodology. Revised or expanded topics include linear fixed, random and mixed effects models, generalized linear models, Bayesian and hierarchical linear models, model selection, multiple comparisons, and regularized and robust regression.

New to the Second Edition:

  • Coverage of inference for linear models has been expanded into two chapters.
  • Expanded coverage of multiple comparisons, random and mixed effects models, model selection, and missing data.
  • A new chapter on generalized linear models (Chapter 12).
  • A new section on multivariate linear models in Chapter 13, and expanded coverage of the Bayesian linear models and longitudinal models.
  • A new section on regularized regression in Chapter 14.
  • Detailed data illustrations using R.

The authors' fresh approach, methodical presentation, wealth of examples, use of R, and introduction to topics beyond the classical theory set this book apart from other texts on linear models. It forms a refreshing and invaluable first step in students' study of advanced linear models, generalized linear models, nonlinear models, and dynamic models.

Nalini Ravishanker, Zhiyi Chi and Dipak K. Dey are Professors in the Department of Statistics at the University of Connecticut, Storrs, USA.

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