Linear Models and Generalizations

Download or read book Linear Models and Generalizations written by C. Radhakrishna Rao and published by Springer Science & Business Media. This book was released on 2007-10-15 with total page 583 pages. Available in PDF, EPUB and Kindle. Book excerpt: Revised and updated with the latest results, this Third Edition explores the theory and applications of linear models. The authors present a unified theory of inference from linear models and its generalizations with minimal assumptions. They not only use least squares theory, but also alternative methods of estimation and testing based on convex loss functions and general estimating equations. Highlights of coverage include sensitivity analysis and model selection, an analysis of incomplete data, an analysis of categorical data based on a unified presentation of generalized linear models, and an extensive appendix on matrix theory.