基本信息 书名:线性模型 定价:56元 作者:C.R.Rao,H.Toutenburg 著 出版社:世界图书出版公司出版社 出版日期:1998-08-01 ISBN:9787506238182 字数: 页码:352 版次: 装帧:平装 开本:32开 商品重量: 编辑 The book iased on both authors' several years of experience in teaching linear models at various levels. It gives an up-to-date account of the theory and applications of linear models. The book can be used as a text for courses in statistics at the graduate level and as an accompanying text for courses in other areas. Some of the highlights in thiook are as follows. 本书为英文版。 内容提要 The book iased on both authors' several years of experience in teaching linear models at various levels. It gives an up-to-date account of the theory and applications of linear models. The book can be used as a text for courses in statistics at the graduate level and as an accompanying text for courses in other areas. Some of the highlights in thiook are as follows. 目录 Preface1 Introduction2 LinearModels 2.1 RegressionModelsinEconometrics 2.2 EconometricModels 2.3 TheReducedForm 2.4 TheMultivariateRegressionModel 2.5 TheClassicalMultivariateLinearRegressionModel 2.6 TheGeneralizedLinearRegressionModel3 TheLinearRegressionModel 3.1 TheLinearModel 3.2 ThePrincipleofOrdinaryLeastSquares(OLS) 3.3 GeometricPropertiesofOLS 3.4 BestLinearUnbiasedEstimation 3.5 Estimation(Prediction)oftheErrorTermeand2 3.6 ClassicalRegressionunderNormalErrors 3.7 TestingLinearHypotheses 3.8 AnalysisofVarianceandGoodnessofFit 3.9 TheCanonicalForm 3.10 MethodsforDealingwithMulticollinearity 3.11 ProjectionPursuitRegression 3.12 TotalLeastSquares 3.13 MinimaxEstimation 3.14 CensoredRegression4 TheGeneralizedLinearRegressionModel 4.1 OptimalLinearEstimationofB 4.2 TheAitkenEstimator 4.3 MisspecificationoftheDispersionMatrix 4.4 HeteroscedasticityandAutoregression5 ExactandStochasticLinearRestrictions 5.1 UseofPriorInformation 5.2 TheRestrictedLeast-SquaresEstimator 5.3 StepwiseInclusionofExactLinearRestrictions 5.4 BiasedLinearRestrictionsandMDEComparisonwiththeOLSE 5.5 MDEMatrixComparisonsofTwoBiasedEstimators 5.6 MDEMatrixComparisonofTwoLinearBiasedEstimators 5.7 MDEComparisonofTwo(Biased)RestrictedEstimators 5.8 StochasticLinearRestrictions 5.9 WeakenedLinearRestrictions6 PredictionProblemsintheGeneralizedRegressionModel 6.1 Introduction 6.2 SomeSimpleLinearModels 6.3 ThePredictionModel 6.4 OptimalHeterogeneousPrediction 6.5 OptimalHomogeneousPrediction 6.6 MDEMatrixComparisonsbetweenOptimalandClassical Predictors 6.7 PredictionRegions7 SensitivityAnalysis 7.1 Introduction 7.2 PredictionMatrix 7.3 TheEffectofaSingleObservationontheEstimationofPa-rameters 7.4 DiagnosticPlotsforTestingtheModelAssumptions 7.5 MeasuresBasedontheConfidenceEllipsoid 7.6 PartialRegressionPlots8 AnalysisofIncompleteDataSets 8.1 StatisticalAnalysiswithMissingData 8.2 MissingDataintheResponse 8.3 MissingValuesintheX-Matrix 8.4 MaximumLikelihoodEstimatesofMissingValues 8.5 WeightedMixedRegression9 RobustRegression 9.1 Introduction 9.2 LeastAbsoluteDeviationEstimators--UnivariateCase ……10 ModelsforBinaryResponseVariablesA MatrixAlgebraB TablesReferencesIndex 作者介绍
以下为对购买帮助不大的评价