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Linear Regression [2003]

1
Vectors of Random Variables
3
Fundamentals
17
Multivariate Normal Distribution
33
The Linear Regression Model
35
Linear Regression: Estimation and Distribution Theory
89
Alternative Estimators
97
Hypothesis Testing
119
Confidence Intervals and Regions
139
Straight‐Line Regression
165
Polynomial Regression
187
Analysis of Variance
213
Linear Admissibility
227
Departures from Underlying Assumptions
259
The Covariance Matrix of the Error Vector
265
Departures from Assumptions: Diagnosis and Remedies
293
Regression Diagnostics
329
Computational Algorithms for Fitting a Regression
331
Matrix Algebra
359
Stochastic Vectors
369
An Example Analysis with R
391
Prediction and Model Selection
457
Appendix A: Some Matrix Algebra
475
Appendix B: Orthogonal Projections
479
Appendix C: Tables
491
Outline Solutions to Selected Exercises
531
References
549
Index
559
Wiley Series in Probability and Statistics
i
Front Matter
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