线性模型

图书标准信息

• 作者 C.Radhakrishna、Helge Toutenburg 著
• 出版社 世界图书出版公司
• 出版时间 1998-08
• 版次 1
• ISBN 9787506238182
• 定价 56.00元
• 装帧 平装
• 开本 32开
• 纸张 胶版纸
• 页数 352页
• 正文语种 英语

【内容简介】

　　Thebookisbasedonbothauthors'severalyearsofexperienceinteachinglinearmodelsatvariouslevels.Itgivesanup-to-dateaccountofthetheoryandapplicationsoflinearmodels.Thebookcanbeusedasatextforcoursesinstatisticsatthegraduatelevelandasanaccompanyingtextforcoursesinotherareas.Someofthehighlightsinthisbookareasfollows.

【目录】

Preface
1Introduction
2LinearModels
2.1RegressionModelsinEconometrics
2.2EconometricModels
2.3TheReducedForm
2.4TheMultivariateRegressionModel
2.5TheClassicalMultivariateLinearRegressionModel
2.6TheGeneralizedLinearRegressionModel
3TheLinearRegressionModel
3.1TheLinearModel
3.2ThePrincipleofOrdinaryLeastSquares（OLS）
3.3GeometricPropertiesofOLS
3.4BestLinearUnbiasedEstimation
3.5Estimation（Prediction）oftheErrorTermeand2
3.6ClassicalRegressionunderNormalErrors
3.7TestingLinearHypotheses
3.8AnalysisofVarianceandGoodnessofFit
3.9TheCanonicalForm
3.10MethodsforDealingwithMulticollinearity
3.11ProjectionPursuitRegression
3.12TotalLeastSquares
3.13MinimaxEstimation
3.14CensoredRegression
4TheGeneralizedLinearRegressionModel
4.1OptimalLinearEstimationofB
4.2TheAitkenEstimator
4.3MisspecificationoftheDispersionMatrix
4.4HeteroscedasticityandAutoregression
5ExactandStochasticLinearRestrictions
5.1UseofPriorInformation
5.2TheRestrictedLeast-SquaresEstimator
5.3StepwiseInclusionofExactLinearRestrictions
5.4BiasedLinearRestrictionsandMDEComparisonwiththeOLSE
5.5MDEMatrixComparisonsofTwoBiasedEstimators
5.6MDEMatrixComparisonofTwoLinearBiasedEstimators
5.7MDEComparisonofTwo（Biased）RestrictedEstimators
5.8StochasticLinearRestrictions
5.9WeakenedLinearRestrictions
6PredictionProblemsintheGeneralizedRegressionModel
6.1Introduction
6.2SomeSimpleLinearModels
6.3ThePredictionModel
6.4OptimalHeterogeneousPrediction
6.5OptimalHomogeneousPrediction
6.6MDEMatrixComparisonsbetweenOptimalandClassicalPredictors
6.7PredictionRegions
7SensitivityAnalysis
7.1Introduction
7.2PredictionMatrix
7.3TheEffectofaSingleObservationontheEstimationofPa-rameters
7.4DiagnosticPlotsforTestingtheModelAssumptions
7.5MeasuresBasedontheConfidenceEllipsoid
7.6PartialRegressionPlots
8AnalysisofIncompleteDataSets
8.1StatisticalAnalysiswithMissingData
8.2MissingDataintheResponse
8.3MissingValuesintheX-Matrix
8.4MaximumLikelihoodEstimatesofMissingValues
8.5WeightedMixedRegression
9RobustRegression
9.1Introduction
9.2LeastAbsoluteDeviationEstimators——UnivariateCase
……
10ModelsforBinaryResponseVariables
AMatrixAlgebra
BTables
References
Index