The Linear Model and Hypothesis A General Unifying Theory

This book provides a concise and integrated overview of hypothesis testing in four important subject areas, namely linear and nonlinear models, multivariate analysis, and large sample theory. The approach used is a geometrical one based on the concept of projections and their associated idempotent m...

Full description

Bibliographic Details
Main Author: Seber, George
Format: eBook
Language:English
Published: Cham Springer International Publishing 2015, 2015
Edition:1st ed. 2015
Series:Springer Series in Statistics
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Description
Summary:This book provides a concise and integrated overview of hypothesis testing in four important subject areas, namely linear and nonlinear models, multivariate analysis, and large sample theory. The approach used is a geometrical one based on the concept of projections and their associated idempotent matrices, thus largely avoiding the need to involve matrix ranks. It is shown that all the hypotheses encountered are either linear or asymptotically linear, and that all the underlying models used are either exactly or asymptotically linear normal models. This equivalence can be used, for example, to extend the concept of orthogonality in the analysis of variance to other models, and to show that the asymptotic equivalence of the likelihood ratio, Wald, and Score (Lagrange Multiplier) hypothesis tests generally applies
Physical Description:IX, 205 p online resource
ISBN:9783319219301