Author : Michael J. Wichura
Publisher : Cambridge University Press
ISBN 13 : 1139461044
Total Pages : 188 pages
Book Rating : 4.1/5 (394 download)
Book Synopsis The Coordinate-Free Approach to Linear Models by : Michael J. Wichura
Download or read book The Coordinate-Free Approach to Linear Models written by Michael J. Wichura and published by Cambridge University Press. This book was released on 2006-10-23 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 non-random 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 range from linear algebra, such as inner product spaces, orthogonal projections, book orthogonal spaces, Tjur experimental designs, basic distribution theory, the geometric version of the Gauss-Markov theorem, optimal and non-optimal properties of Gauss-Markov, Bayes, and shrinkage estimators under assumption of normality, the optimal properties of F-test, and the analysis of covariance and missing observations.