Linear Regression Analysis, 2nd Edition
* 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.
Vectors of Random Variables.
Multivariate Normal Distribution.
Linear Regression: Estimation and Distribution Theory.
Confidence Intervals and Regions.
Analysis of Variance.
Departures from Underlying Assumptions.
Departures from Assumptions: Diagnosis and Remedies.
Computational Algorithms for Fitting a Regression.
Prediction and Model Selection.
Appendix A. Some Matrix Algebra.
Appendix B. Orthogonal Projections.
Appendix C. Tables.
Outline Solutions to Selected Exercises.
ALAN J. LEE, PhD, is the Chairman of the Department of Statistics at the University of Auckland.
"...revises and expands the standard text, providing extensive coverage of state-of-the-art theory..." (Zentralblatt Math, Vol. 1029, 2004)
"...largely rewritten...very useful for self-study...an excellent choice for a course in linear models and researchers who are interested in recent literature in the fields..." (Technometrics, Vol. 45, No. 4, November 2003)
“...rewritten to reflect current thinking, such as the major advances in computing during the past 25 years.” (Quarterly of Applied Mathematics, Vol. LXI, No. 3, September 2003)