Linear Regression Analysis, Second Edition

Concise, mathematically clear, and comprehensive treatment of the subject. \* Expanded coverage of diagnostics and methods of model fitting. \* Requires no specialized knowledge beyond a good grasp of matrix algebra and some acquaintance with straight-line regression and simple analysis of variance models. \* More than 200 problems throughout the book plus outline solutions for the exercises. \* This revision has been extensively class-tested.Content: Chapter 1 Vectors of Random Variables (pages 1–16): Chapter 2 Multivariate Normal Distribution (pages 17–33): Chapter 3 Linear Regression: Estimation and Distribution Theory (pages 35–95): Chapter 4 Hypothesis Testing (pages 97–118): Chapter 5 Confidence Intervals and Regions (pages 119–137): Chapter 6 Straight?Line Regression (pages 139–163): Chapter 7 Polynomial Regression (pages 165–185): Chapter 8 Analysis of Variance (pages 187–226): Chapter 9 Departures from Underlying Assumptions (pages 227–263): Chapter 10 Departures from Assumptions: Diagnosis and Remedies (pages 265–328): Chapter 11 Computational Algorithms for Fitting a Regression (pages 329–389): Chapter 12 Prediction and Model Selection (pages 391–456): An extensive treatment of a key method in the statistician's toolbox

For more than two decades, the First Edition of Linear Regression Analysis has been an authoritative resource for one of the most common methods of handling statistical data. There have been many advances in the field over the last twenty years, including the development of more efficient and accurate regression computer programs, new ways of fitting regressions, and new methods of model selection and prediction. Linear Regression Analysis, Second Edition, revises and expands this standard text, providing extensive coverage of state-of-the-art theory and applications of linear regression analysis.

Requiring no specialized knowledge beyond a good grasp of matrix algebra and some acquaintance with straight-line regression and simple analysis of variance models, this new edition features:

• Up-to-date accounts of computational methods and algorithms currently in use without getting entrenched in minor computing details
• A careful and detailed survey of the research literature, making this a highly useful reference
• Expanded coverage of diagnostics, and more discussion of methods of model fitting, model selection and prediction
• More than 200 problems throughout the book plus outline solutions

Concise, mathematically clear, and comprehensive, Linear Regression Analysis, Second Edition, serves as both a reliable reference for the practitioner and a valuable textbook for the student.

For more than two decades, the First Edition of Linear Regression Analysis has been an authoritative resource for one of the most common methods of handling statistical data. There have been many advances in the field over the last twenty years, including the development of more efficient and accurate regression computer programs, new ways of fitting regressions, and new methods of model selection and prediction. Linear Regression Analysis, Second Edition, revises and expands this standard text, providing extensive coverage of state-of-the-art theory and applications of linear regression analysis. Requires no specialized knowledge beyond a good grasp of matrix algebra and some acquaintance with straight-line regression and simple analysis of variance models. Concise, mathematically clear, and comprehensive, Linear Regression Analysis, Second Edition, serves as both a reliable reference for the practitioner and a valuable textbook for the student "Concise, mathematically clear, and comprehensive treatment of the subject.* Expanded coverage of diagnostics and methods of model fitting.* Requires no specialized knowledge beyond a good grasp of matrix algebra and some acquaintance with straight-line regression and simple analysis of variance models.* More than 200 problems throughout the book plus outline solutions for the exercises.* This revision has been extensively class-tested"--Provided by publisher