Title:
The Linear Model and Hypothesis A General Unifying Theory / by George Seber.
Springer Series in Statistics,
Springer series in statistics,
Author:
Seber, George. author.
SpringerLink (Online service)
General Notes:
1.Preliminaries -- 2. The Linear Hypothesis -- 3.Estimation -- 4.Hypothesis Testing -- 5.Inference Properties -- 6.Testing Several Hypotheses -- 7.Enlarging the Model -- 8.Nonlinear Regression Models -- 9.Multivariate Models -- 10.Large Sample Theory: Constraint-Equation Hypotheses -- 11.Large Sample Theory: Freedom-Equation Hypotheses -- 12.Multinomial Distribution -- Appendix -- Index.
This book provides a concise and integrated overview of hypothesis testing in four important subject areas, namely linear and nonlinear models, multivariate analysis, and large sample theory. The approach used is a geometrical one based on the concept of projections and their associated idempotent matrices, thus largely avoiding the need to involve matrix ranks. It is shown that all the hypotheses encountered are either linear or asymptotically linear, and that all the underlying models used are either exactly or asymptotically linear normal models. This equivalence can be used, for example, to extend the concept of orthogonality in the analysis of variance to other models, and to show that the asymptotic equivalence of the likelihood ratio, Wald, and Score (Lagrange Multiplier) hypothesis tests generally applies.
Publisher:
Springer International Publishing : Imprint: Springer,
Publication Place:
Cham :
ISBN:
9783319219301
Subject:
Statistics.
Statistics.
Statistical Theory and Methods.
Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law.
Series:
Springer Series in Statistics,
Springer series in statistics,
Edition:
1st ed. 2015.
Contents:
1.Preliminaries -- 2. The Linear Hypothesis -- 3.Estimation -- 4.Hypothesis Testing -- 5.Inference Properties -- 6.Testing Several Hypotheses -- 7.Enlarging the Model -- 8.Nonlinear Regression Models -- 9.Multivariate Models -- 10.Large Sample Theory: Constraint-Equation Hypotheses -- 11.Large Sample Theory: Freedom-Equation Hypotheses -- 12.Multinomial Distribution -- Appendix -- Index.
Physical Description:
IX, 205 p. online resource.
Electronic Location:
http://dx.doi.org/10.1007/978-3-319-21930-1
Publication Date:
2015.
Log in
Help
