Matrix Tricks For Linear Statistical Models
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Author | : Simo Puntanen |
Publisher | : Springer Science & Business Media |
Total Pages | : 504 |
Release | : 2011-08-24 |
Genre | : Mathematics |
ISBN | : 3642104738 |
In teaching linear statistical models to first-year graduate students or to final-year undergraduate students there is no way to proceed smoothly without matrices and related concepts of linear algebra; their use is really essential. Our experience is that making some particular matrix tricks very familiar to students can substantially increase their insight into linear statistical models (and also multivariate statistical analysis). In matrix algebra, there are handy, sometimes even very simple “tricks” which simplify and clarify the treatment of a problem—both for the student and for the professor. Of course, the concept of a trick is not uniquely defined—by a trick we simply mean here a useful important handy result. In this book we collect together our Top Twenty favourite matrix tricks for linear statistical models.
Author | : Ravindra B. Bapat |
Publisher | : Springer Science & Business Media |
Total Pages | : 145 |
Release | : 2008-01-18 |
Genre | : Mathematics |
ISBN | : 038722601X |
This book provides a rigorous introduction to the basic aspects of the theory of linear estimation and hypothesis testing, covering the necessary prerequisites in matrices, multivariate normal distribution and distributions of quadratic forms along the way. It will appeal to advanced undergraduate and first-year graduate students, research mathematicians and statisticians.
Author | : Alvin C. Rencher |
Publisher | : John Wiley & Sons |
Total Pages | : 690 |
Release | : 2008-01-07 |
Genre | : Mathematics |
ISBN | : 0470192607 |
The essential introduction to the theory and application of linear models—now in a valuable new edition Since most advanced statistical tools are generalizations of the linear model, it is neces-sary to first master the linear model in order to move forward to more advanced concepts. The linear model remains the main tool of the applied statistician and is central to the training of any statistician regardless of whether the focus is applied or theoretical. This completely revised and updated new edition successfully develops the basic theory of linear models for regression, analysis of variance, analysis of covariance, and linear mixed models. Recent advances in the methodology related to linear mixed models, generalized linear models, and the Bayesian linear model are also addressed. Linear Models in Statistics, Second Edition includes full coverage of advanced topics, such as mixed and generalized linear models, Bayesian linear models, two-way models with empty cells, geometry of least squares, vector-matrix calculus, simultaneous inference, and logistic and nonlinear regression. Algebraic, geometrical, frequentist, and Bayesian approaches to both the inference of linear models and the analysis of variance are also illustrated. Through the expansion of relevant material and the inclusion of the latest technological developments in the field, this book provides readers with the theoretical foundation to correctly interpret computer software output as well as effectively use, customize, and understand linear models. This modern Second Edition features: New chapters on Bayesian linear models as well as random and mixed linear models Expanded discussion of two-way models with empty cells Additional sections on the geometry of least squares Updated coverage of simultaneous inference The book is complemented with easy-to-read proofs, real data sets, and an extensive bibliography. A thorough review of the requisite matrix algebra has been addedfor transitional purposes, and numerous theoretical and applied problems have been incorporated with selected answers provided at the end of the book. A related Web site includes additional data sets and SAS® code for all numerical examples. Linear Model in Statistics, Second Edition is a must-have book for courses in statistics, biostatistics, and mathematics at the upper-undergraduate and graduate levels. It is also an invaluable reference for researchers who need to gain a better understanding of regression and analysis of variance.
Author | : Nalini Ravishanker |
Publisher | : CRC Press |
Total Pages | : 494 |
Release | : 2001-12-21 |
Genre | : Mathematics |
ISBN | : 9781584882473 |
This innovative, intermediate-level statistics text fills an important gap by presenting the theory of linear statistical models at a level appropriate for senior undergraduate or first-year graduate students. With an innovative approach, the author's introduces students to the mathematical and statistical concepts and tools that form a foundation for studying the theory and applications of both univariate and multivariate linear models A First Course in Linear Model Theory systematically presents the basic theory behind linear statistical models with motivation from an algebraic as well as a geometric perspective. Through the concepts and tools of matrix and linear algebra and distribution theory, it provides a framework for understanding classical and contemporary linear model theory. It does not merely introduce formulas, but develops in students the art of statistical thinking and inspires learning at an intuitive level by emphasizing conceptual understanding. The authors' fresh approach, methodical presentation, wealth of examples, and introduction to topics beyond the classical theory set this book apart from other texts on linear models. It forms a refreshing and invaluable first step in students' study of advanced linear models, generalized linear models, nonlinear models, and dynamic models.
Author | : Nick Fieller |
Publisher | : CRC Press |
Total Pages | : 208 |
Release | : 2018-09-03 |
Genre | : Mathematics |
ISBN | : 1315360055 |
A Thorough Guide to Elementary Matrix Algebra and Implementation in R Basics of Matrix Algebra for Statistics with R provides a guide to elementary matrix algebra sufficient for undertaking specialized courses, such as multivariate data analysis and linear models. It also covers advanced topics, such as generalized inverses of singular and rectangular matrices and manipulation of partitioned matrices, for those who want to delve deeper into the subject. The book introduces the definition of a matrix and the basic rules of addition, subtraction, multiplication, and inversion. Later topics include determinants, calculation of eigenvectors and eigenvalues, and differentiation of linear and quadratic forms with respect to vectors. The text explores how these concepts arise in statistical techniques, including principal component analysis, canonical correlation analysis, and linear modeling. In addition to the algebraic manipulation of matrices, the book presents numerical examples that illustrate how to perform calculations by hand and using R. Many theoretical and numerical exercises of varying levels of difficulty aid readers in assessing their knowledge of the material. Outline solutions at the back of the book enable readers to verify the techniques required and obtain numerical answers. Avoiding vector spaces and other advanced mathematics, this book shows how to manipulate matrices and perform numerical calculations in R. It prepares readers for higher-level and specialized studies in statistics.
Author | : James E. Gentle |
Publisher | : Springer Science & Business Media |
Total Pages | : 536 |
Release | : 2007-07-27 |
Genre | : Computers |
ISBN | : 0387708723 |
Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. This much-needed work presents the relevant aspects of the theory of matrix algebra for applications in statistics. It moves on to consider the various types of matrices encountered in statistics, such as projection matrices and positive definite matrices, and describes the special properties of those matrices. Finally, it covers numerical linear algebra, beginning with a discussion of the basics of numerical computations, and following up with accurate and efficient algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors.
Author | : Andrew Gelman |
Publisher | : Cambridge University Press |
Total Pages | : 654 |
Release | : 2007 |
Genre | : Mathematics |
ISBN | : 9780521686891 |
This book, first published in 2007, is for the applied researcher performing data analysis using linear and nonlinear regression and multilevel models.
Author | : David A. Harville |
Publisher | : CRC Press |
Total Pages | : 242 |
Release | : 2023-10-23 |
Genre | : Mathematics |
ISBN | : 1000983757 |
• Exercises and solutions are included throughout, from both the first and second volume • Includes coverage of additional topics not covered in the first volume • Highly valuable as a reference book for graduate students or researchers
Author | : James H. Stapleton |
Publisher | : John Wiley & Sons |
Total Pages | : 517 |
Release | : 2009-08-03 |
Genre | : Mathematics |
ISBN | : 0470231467 |
Praise for the First Edition "This impressive and eminently readable text . . . [is] a welcome addition to the statistical literature." —The Indian Journal of Statistics Revised to reflect the current developments on the topic, Linear Statistical Models, Second Edition provides an up-to-date approach to various statistical model concepts. The book includes clear discussions that illustrate key concepts in an accessible and interesting format while incorporating the most modern software applications. This Second Edition follows an introduction-theorem-proof-examples format that allows for easier comprehension of how to use the methods and recognize the associated assumptions and limits. In addition to discussions on the methods of random vectors, multiple regression techniques, simultaneous confidence intervals, and analysis of frequency data, new topics such as mixed models and curve fitting of models have been added to thoroughly update and modernize the book. Additional topical coverage includes: An introduction to R and S-Plus® with many examples Multiple comparison procedures Estimation of quantiles for regression models An emphasis on vector spaces and the corresponding geometry Extensive graphical displays accompany the book's updated descriptions and examples, which can be simulated using R, S-Plus®, and SAS® code. Problems at the end of each chapter allow readers to test their understanding of the presented concepts, and additional data sets are available via the book's FTP site. Linear Statistical Models, Second Edition is an excellent book for courses on linear models at the upper-undergraduate and graduate levels. It also serves as a comprehensive reference for statisticians, engineers, and scientists who apply multiple regression or analysis of variance in their everyday work.
Author | : Hadley Wickham |
Publisher | : "O'Reilly Media, Inc." |
Total Pages | : 521 |
Release | : 2016-12-12 |
Genre | : Computers |
ISBN | : 1491910364 |
Learn how to use R to turn raw data into insight, knowledge, and understanding. This book introduces you to R, RStudio, and the tidyverse, a collection of R packages designed to work together to make data science fast, fluent, and fun. Suitable for readers with no previous programming experience, R for Data Science is designed to get you doing data science as quickly as possible. Authors Hadley Wickham and Garrett Grolemund guide you through the steps of importing, wrangling, exploring, and modeling your data and communicating the results. You'll get a complete, big-picture understanding of the data science cycle, along with basic tools you need to manage the details. Each section of the book is paired with exercises to help you practice what you've learned along the way. You'll learn how to: Wrangle—transform your datasets into a form convenient for analysis Program—learn powerful R tools for solving data problems with greater clarity and ease Explore—examine your data, generate hypotheses, and quickly test them Model—provide a low-dimensional summary that captures true "signals" in your dataset Communicate—learn R Markdown for integrating prose, code, and results