Richly Parameterized Linear Models

Richly Parameterized Linear Models PDF Author: James S. Hodges
Publisher: CRC Press
ISBN: 1439866848
Category : Mathematics
Languages : en
Pages : 464

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Book Description
A First Step toward a Unified Theory of Richly Parameterized Linear ModelsUsing mixed linear models to analyze data often leads to results that are mysterious, inconvenient, or wrong. Further compounding the problem, statisticians lack a cohesive resource to acquire a systematic, theory-based understanding of models with random effects.Richly Param

Richly Parameterized Linear Models

Richly Parameterized Linear Models PDF Author: James S. Hodges
Publisher: CRC Press
ISBN: 1439866848
Category : Mathematics
Languages : en
Pages : 464

Get Book Here

Book Description
A First Step toward a Unified Theory of Richly Parameterized Linear ModelsUsing mixed linear models to analyze data often leads to results that are mysterious, inconvenient, or wrong. Further compounding the problem, statisticians lack a cohesive resource to acquire a systematic, theory-based understanding of models with random effects.Richly Param

Richly Parameterized Linear Models

Richly Parameterized Linear Models PDF Author: James S. Hodges
Publisher: CRC Press
ISBN: 143986683X
Category : Mathematics
Languages : en
Pages : 471

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Book Description
A First Step toward a Unified Theory of Richly Parameterized Linear Models Using mixed linear models to analyze data often leads to results that are mysterious, inconvenient, or wrong. Further compounding the problem, statisticians lack a cohesive resource to acquire a systematic, theory-based understanding of models with random effects. Richly Parameterized Linear Models: Additive, Time Series, and Spatial Models Using Random Effects takes a first step in developing a full theory of richly parameterized models, which would allow statisticians to better understand their analysis results. The author examines what is known and unknown about mixed linear models and identifies research opportunities. The first two parts of the book cover an existing syntax for unifying models with random effects. The text explains how richly parameterized models can be expressed as mixed linear models and analyzed using conventional and Bayesian methods. In the last two parts, the author discusses oddities that can arise when analyzing data using these models. He presents ways to detect problems and, when possible, shows how to mitigate or avoid them. The book adapts ideas from linear model theory and then goes beyond that theory by examining the information in the data about the mixed linear model’s covariance matrices. Each chapter ends with two sets of exercises. Conventional problems encourage readers to practice with the algebraic methods and open questions motivate readers to research further. Supporting materials, including datasets for most of the examples analyzed, are available on the author’s website.

Linear Models with R

Linear Models with R PDF Author: Julian J. Faraway
Publisher: CRC Press
ISBN: 1439887349
Category : Mathematics
Languages : en
Pages : 284

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Book Description
A Hands-On Way to Learning Data AnalysisPart of the core of statistics, linear models are used to make predictions and explain the relationship between the response and the predictors. Understanding linear models is crucial to a broader competence in the practice of statistics. Linear Models with R, Second Edition explains how to use linear models

Extending the Linear Model with R

Extending the Linear Model with R PDF Author: Julian J. Faraway
Publisher: CRC Press
ISBN: 1498720986
Category : Mathematics
Languages : en
Pages : 411

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Book Description
Start Analyzing a Wide Range of Problems Since the publication of the bestselling, highly recommended first edition, R has considerably expanded both in popularity and in the number of packages available. Extending the Linear Model with R: Generalized Linear, Mixed Effects and Nonparametric Regression Models, Second Edition takes advantage of the greater functionality now available in R and substantially revises and adds several topics. New to the Second Edition Expanded coverage of binary and binomial responses, including proportion responses, quasibinomial and beta regression, and applied considerations regarding these models New sections on Poisson models with dispersion, zero inflated count models, linear discriminant analysis, and sandwich and robust estimation for generalized linear models (GLMs) Revised chapters on random effects and repeated measures that reflect changes in the lme4 package and show how to perform hypothesis testing for the models using other methods New chapter on the Bayesian analysis of mixed effect models that illustrates the use of STAN and presents the approximation method of INLA Revised chapter on generalized linear mixed models to reflect the much richer choice of fitting software now available Updated coverage of splines and confidence bands in the chapter on nonparametric regression New material on random forests for regression and classification Revamped R code throughout, particularly the many plots using the ggplot2 package Revised and expanded exercises with solutions now included Demonstrates the Interplay of Theory and Practice This textbook continues to cover a range of techniques that grow from the linear regression model. It presents three extensions to the linear framework: GLMs, mixed effect models, and nonparametric regression models. The book explains data analysis using real examples and includes all the R commands necessary to reproduce the analyses.

Linear Models and the Relevant Distributions and Matrix Algebra

Linear Models and the Relevant Distributions and Matrix Algebra PDF Author: David A. Harville
Publisher: CRC Press
ISBN: 1351264664
Category : Mathematics
Languages : en
Pages : 789

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Book Description
Linear Models and the Relevant Distributions and Matrix Algebra provides in-depth and detailed coverage of the use of linear statistical models as a basis for parametric and predictive inference. It can be a valuable reference, a primary or secondary text in a graduate-level course on linear models, or a resource used (in a course on mathematical statistics) to illustrate various theoretical concepts in the context of a relatively complex setting of great practical importance. Features: Provides coverage of matrix algebra that is extensive and relatively self-contained and does so in a meaningful context Provides thorough coverage of the relevant statistical distributions, including spherically and elliptically symmetric distributions Includes extensive coverage of multiple-comparison procedures (and of simultaneous confidence intervals), including procedures for controlling the k-FWER and the FDR Provides thorough coverage (complete with detailed and highly accessible proofs) of results on the properties of various linear-model procedures, including those of least squares estimators and those of the F test. Features the use of real data sets for illustrative purposes Includes many exercises David Harville served for 10 years as a mathematical statistician in the Applied Mathematics Research Laboratory of the Aerospace Research Laboratories at Wright-Patterson AFB, Ohio, 20 years as a full professor in Iowa State University’s Department of Statistics where he now has emeritus status, and seven years as a research staff member of the Mathematical Sciences Department of IBM’s T.J. Watson Research Center. He has considerable relevant experience, having taught M.S. and Ph.D. level courses in linear models, been the thesis advisor of 10 Ph.D. graduates, and authored or co-authored two books and more than 80 research articles. His work has been recognized through his election as a Fellow of the American Statistical Association and of the Institute of Mathematical Statistics and as a member of the International Statistical Institute.

Generalized Additive Models

Generalized Additive Models PDF Author: Simon N. Wood
Publisher: CRC Press
ISBN: 1498728340
Category : Mathematics
Languages : en
Pages : 497

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Book Description
The first edition of this book has established itself as one of the leading references on generalized additive models (GAMs), and the only book on the topic to be introductory in nature with a wealth of practical examples and software implementation. It is self-contained, providing the necessary background in linear models, linear mixed models, and generalized linear models (GLMs), before presenting a balanced treatment of the theory and applications of GAMs and related models. The author bases his approach on a framework of penalized regression splines, and while firmly focused on the practical aspects of GAMs, discussions include fairly full explanations of the theory underlying the methods. Use of R software helps explain the theory and illustrates the practical application of the methodology. Each chapter contains an extensive set of exercises, with solutions in an appendix or in the book’s R data package gamair, to enable use as a course text or for self-study.

Introduction to Statistical Methods for Financial Models

Introduction to Statistical Methods for Financial Models PDF Author: Thomas A Severini
Publisher: CRC Press
ISBN: 1351981919
Category : Business & Economics
Languages : en
Pages : 387

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Book Description
This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data. The ten chapters of the book fall naturally into three sections. Chapters 1 to 3 cover some basic concepts of finance, focusing on the properties of returns on an asset. Chapters 4 through 6 cover aspects of portfolio theory and the methods of estimation needed to implement that theory. The remainder of the book, Chapters 7 through 10, discusses several models for financial data, along with the implications of those models for portfolio theory and for understanding the properties of return data. The audience for the book is students majoring in Statistics and Economics as well as in quantitative fields such as Mathematics and Engineering. Readers are assumed to have some background in statistical methods along with courses in multivariate calculus and linear algebra.

Statistical Regression and Classification

Statistical Regression and Classification PDF Author: Norman Matloff
Publisher: CRC Press
ISBN: 1498710921
Category : Business & Economics
Languages : en
Pages : 532

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Book Description
This text provides a modern introduction to regression and classification with an emphasis on big data and R. Each chapter is partitioned into a main body section and an extras section. The main body uses math stat very sparingly and always in the context of something concrete, which means that readers can skip the math stat content entirely if they wish. The extras section is for those who feel comfortable with analysis using math stat.

Modelling Survival Data in Medical Research

Modelling Survival Data in Medical Research PDF Author: David Collett
Publisher: CRC Press
ISBN: 1498731694
Category : Mathematics
Languages : en
Pages : 538

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Book Description
Modelling Survival Data in Medical Research describes the modelling approach to the analysis of survival data using a wide range of examples from biomedical research.Well known for its nontechnical style, this third edition contains new chapters on frailty models and their applications, competing risks, non-proportional hazards, and dependent censo

Advanced Linear Modeling

Advanced Linear Modeling PDF Author: Ronald Christensen
Publisher: Springer Nature
ISBN: 3030291642
Category : Mathematics
Languages : en
Pages : 618

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Book Description
This book introduces several topics related to linear model theory, including: multivariate linear models, discriminant analysis, principal components, factor analysis, time series in both the frequency and time domains, and spatial data analysis. This second edition adds new material on nonparametric regression, response surface maximization, and longitudinal models. The book provides a unified approach to these disparate subjects and serves as a self-contained companion volume to the author's Plane Answers to Complex Questions: The Theory of Linear Models. Ronald Christensen is Professor of Statistics at the University of New Mexico. He is well known for his work on the theory and application of linear models having linear structure.