Linear Regression Analysis

GEORGE A. F. SEBER, PhD, is Professor Emeritus of Statistics at the University of Auckland, New Zealand. ALAN J. LEE, PhD, is the Chairman of the Department of Statistics at the University of Auckland.

Preface. Vectors of Random Variables.

Multivariate Normal Distribution.

Linear Regression: Estimation and Distribution Theory.

Hypothesis Testing.

Confidence Intervals and Regions.

Straight-Line Regression.

Polynomial Regression.

Analysis of Variance.

Departures from Underlying Assumptions.

Departures from Assumptions: Diagnosis and Remedies.

Computational Algorithms for Fitting a Regression.

Prediction and Model Selection.

Appendix A. Some Matrix Algebra.

Appendix B. Orthogonal Projections.

Appendix C. Tables.

Outline Solutions to Selected Exercises.

References.

Index.