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Summary
Table of Contents
| Preface | p. xiii |
| Examples of the General Linear Model | p. 1 |
| Introduction | p. 1 |
| One-Sample Problem | p. 1 |
| Simple Linear Regression | p. 2 |
| Multiple Regression | p. 2 |
| One-Way ANOVA | p. 3 |
| First Discussion | p. 4 |
| Two-Way Nested Model | p. 5 |
| Two-Way Crossed Model | p. 6 |
| Analysis of Covariance | p. 8 |
| Autoregression | p. 8 |
| Discussion | p. 9 |
| Summary | p. 10 |
| Notes | p. 10 |
| Exercises | p. 11 |
| The Linear Least Squares Problem | p. 13 |
| The Normal Equations | p. 13 |
| The Geometry of Least Squares | p. 15 |
| Reparameterization | p. 23 |
| Gram-Schmidt Orthonormalization | p. 27 |
| Summary of Important Results | p. 30 |
| Notes | p. 30 |
| Exercises | p. 31 |
| Estimability and Least Squares Estimators | p. 37 |
| Assumptions for the Linear Mean Model | p. 37 |
| Confounding, Identifiability, and Estimability | p. 37 |
| Estimability and Least Squares Estimators | p. 38 |
| First Example: One-Way ANOVA | p. 41 |
| Second Example: Two-Way Crossed without Interaction | p. 45 |
| Two-Way Crossed with Interaction | p. 48 |
| Reparameterization Revisited | p. 50 |
| Imposing Conditions for a Unique Solution to the Normal Equations | p. 56 |
| Constrained Parameter Space | p. 60 |
| Summary | p. 64 |
| Exercises | p. 64 |
| Gauss-Markov Model | p. 71 |
| Model Assumptions | p. 71 |
| The Gauss-Markov Theorem | p. 73 |
| Variance Estimation | p. 75 |
| Implications of Model Selection | p. 76 |
| Underfitting or Misspecification | p. 77 |
| Overfitting and Multicollinearity | p. 79 |
| The Aitken Model and Generalized Least Squares | p. 82 |
| Estimability | p. 82 |
| Linear Estimator | p. 83 |
| Generalized Least Squares Estimators | p. 83 |
| Estimation of ¿2 | p. 83 |
| Application: Aggregation Bias | p. 87 |
| Best Estimation in a Constrained Parameter Space | p. 88 |
| Summary | p. 90 |
| Notes | p. 90 |
| Exercises | p. 91 |
| Addendum: Variance of Variance Estimator | p. 95 |
| Distributional Theory | p. 99 |
| Introduction | p. 99 |
| Multivariate Normal Distribution | p. 99 |
| Chi-Square and Related Distributions | p. 103 |
| Distribution of Quadratic Forms | p. 110 |
| Cochran's Theorem | p. 113 |
| Regression Models with Joint Normality | p. 115 |
| Summary | p. 118 |
| Notes | p. 118 |
| Exercises | p. 119 |
| Statistical Inference | p. 125 |
| Introduction | p. 125 |
| Results from Statistical Theory | p. 125 |
| Testing the General Linear Hypothesis | p. 128 |
| The Likelihood Ratio Test and Change in SSE | p. 136 |
| First Principles Test and LRT | p. 139 |
| Confidence Intervals and Multiple Comparisons | p. 141 |
| Identifiability | p. 147 |
| Summary | p. 150 |
| Notes | p. 151 |
| Exercises | p. 151 |
| Further Topics in Testing | p. 157 |
| Introduction | p. 157 |
| Reparameterization | p. 157 |
| Applying Cochran's Theorem for Sequential SS | p. 160 |
| Orthogonal Polynomials and Contrasts | p. 169 |
| Pure Error and the Lack of Fit Test | p. 173 |
| Heresy: Testing Nontestable Hypotheses | p. 175 |
| Summary | p. 177 |
| Exercises | p. 177 |
| Variance Components and Mixed Models | p. 181 |
| Introduction | p. 181 |
| Variance Components: One Way | p. 181 |
| Variance Components: Two-Way Mixed ANOVA | p. 186 |
| Variance Components: General Case | p. 189 |
| Maximum Likelihood | p. 190 |
| Restricted Maximum Likelihood (REML) | p. 192 |
| The ANOVA Approach | p. 193 |
| The Split Plot | p. 194 |
| Predictions and BLUPs | p. 199 |
| Summary | p. 202 |
| Notes | p. 202 |
| Exercises | p. 203 |
| The Multivariate Linear Model | p. 207 |
| Introduction | p. 207 |
| The Multivariate Gauss-Markov Model | p. 207 |
| Inference under Normality Assumptions | p. 211 |
| Testing | p. 216 |
| First Principles Again | p. 217 |
| Likelihood Ratio Test and Wilks' Lambda | p. 220 |
| Other Test Statistics | p. 223 |
| Power of Tests | p. 224 |
| Repeated Measures | p. 228 |
| Confidence Intervals | p. 231 |
| Summary | p. 233 |
| Notes | p. 233 |
| Exercises | p. 234 |
| Review of Linear Algebra | p. 237 |
| Notation and Fundamentals | p. 237 |
| Rank, Column Space, and Nullspace | p. 239 |
| Some Useful Results | p. 244 |
| Solving Equations and Generalized Inverses | p. 245 |
| Projections and Idempotent Matrices | p. 251 |
| Trace, Determinants, and Eigenproblems | p. 254 |
| Definiteness and Factorizations | p. 257 |
| Notes | p. 260 |
| Exercises | p. 261 |
| Lagrange Multipliers | p. 269 |
| Main Results | p. 269 |
| Notes | p. 271 |
| Exercises | p. 272 |
| Bibliography | p. 273 |
| Index | p. 277 |
| Table of Contents provided by Ingram. All Rights Reserved. |
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