This textbook presents a unified and rigorous approach to best linear unbiased estimation and prediction of parameters and random quantities in linear models, as well as other theory upon which much of the statistical methodology associated with linear models is based. The single most unique feature of the book is that each major concept or result is illustrated with one or more concrete examples or special cases. Commonly used methodologies based on the theory are presented in methodological interludes scattered throughout the book, along with a wealth of exercises that will benefit students and instructors alike. Generalized inverses are used throughout, so that the model matrix and various other matrices are not required to have full rank. Considerably more emphasis is given to estimability, partitioned analyses of variance, constrained least squares, effects of model misspecification, and most especially prediction than in many other textbooks on linear models. This book is intended for master and PhD students with a basic grasp of statistical theory, matrix algebra and applied regression analysis, and for instructors of linear models courses. Solutions to the book’s exercises are available in the companion volume Linear Model Theory - Exercises and Solutions by the same author.
This book contains 296 exercises and solutions covering a wide variety of topics in linear model theory, including generalized inverses, estimability, best linear unbiased estimation and prediction, ANOVA, confidence intervals, simultaneous confidence intervals, hypothesis testing, and variance component estimation. The models covered include the Gauss-Markov and Aitken models, mixed and random effects models, and the general mixed linear model. Given its content, the book will be useful for students and instructors alike. Readers can also consult the companion textbook Linear Model Theory - With Examples and Exercises by the same author for the theory behind the exercises.
Many applied researchers equate spatial statistics with prediction or mapping, but this book naturally extends linear models, which includes regression and ANOVA as pillars of applied statistics, to achieve a more comprehensive treatment of the analysis of spatially autocorrelated data. Spatial Linear Models for Environmental Data, aimed at students and professionals with a master’s level training in statistics, presents a unique, applied, and thorough treatment of spatial linear models within a statistics framework. Two subfields, one called geostatistics and the other called areal or lattice models, are extensively covered. Zimmerman and Ver Hoef present topics clearly, using many examples and simulation studies to illustrate ideas. By mimicking their examples and R code, readers will be able to fit spatial linear models to their data and draw proper scientific conclusions. Topics covered include: Exploratory methods for spatial data including outlier detection, (semi)variograms, Moran’s I, and Geary’s c. Ordinary and generalized least squares regression methods and their application to spatial data. Suitable parametric models for the mean and covariance structure of geostatistical and areal data. Model-fitting, including inference methods for explanatory variables and likelihood-based methods for covariance parameters. Practical use of spatial linear models including prediction (kriging), spatial sampling, and spatial design of experiments for solving real world problems. All concepts are introduced in a natural order and illustrated throughout the book using four datasets. All analyses, tables, and figures are completely reproducible using open-source R code provided at a GitHub site. Exercises are given at the end of each chapter, with full solutions provided on an instructor’s FTP site supplied by the publisher.
This book contains 296 exercises and solutions covering a wide variety of topics in linear model theory, including generalized inverses, estimability, best linear unbiased estimation and prediction, ANOVA, confidence intervals, simultaneous confidence intervals, hypothesis testing, and variance component estimation. The models covered include the Gauss-Markov and Aitken models, mixed and random effects models, and the general mixed linear model. Given its content, the book will be useful for students and instructors alike. Readers can also consult the companion textbook Linear Model Theory - With Examples and Exercises by the same author for the theory behind the exercises.
The First Book Dedicated to This Class of Longitudinal Models Although antedependence models are particularly useful for modeling longitudinal data that exhibit serial correlation, few books adequately cover these models. By gathering results scattered throughout the literature, Antedependence Models for Longitudinal Data offers a convenient, systematic way to learn about antedependence models. Illustrated with numerous examples, the book also covers some important statistical inference procedures associated with these models. After describing unstructured and structured antedependence models and their properties, the authors discuss informal model identification via simple summary statistics and graphical methods. They then present formal likelihood-based procedures for normal antedependence models, including maximum likelihood and residual maximum likelihood estimation of parameters as well as likelihood ratio tests and penalized likelihood model selection criteria for the model’s covariance structure and mean structure. The authors also compare the performance of antedependence models to other models commonly used for longitudinal data. With this book, readers no longer have to search across widely scattered journal articles on the subject. The book provides a thorough treatment of the properties and statistical inference procedures of various antedependence models.
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