[(Linear Models and Generalizations: Least Squares and Alternatives )] [Author: C. Radhakrishna Rao] [Nov-2010]

by C.Radhakrishna Rao

1 Introduction.- 2 Linear Models.- 3 The Linear Regression Model.- 4 The Generalized Linear Regression Model.- 5 Exact and Stochastic Linear Restrictions.- 6 Prediction Problems in the Generalized Regression Model.- 7 Sensitivity Analysis.- 8 Analysis of Incomplete Data Sets.- 9 Robust Regression.- 10 Models for Binary Response Variables.- A Matrix Algebra.- A.1 Introduction.- A.2 Trace of a Matrix.- A.3 Determinant of a Matrix.- A.4 Inverse of a Matrix.- A.5 Orthogonal Matrices.- A.6 Rank of a Matrix.- A.7 Range and Null Space.- A.8 Eigenvalues and Eigenvectors.- A.9 Decomposition of Matrices.- A.10 Definite Matrices and Quadratic Forms.- A.11 Idempotent Matrices.- A.12 Generalized Inverse.- A.13 Projectors.- A.14 Functions of Normally Distributed Variables.- A.15 Differentiation of Scalar Functions of Matrices.- A.16 Miscellaneous Results, Stochastic Convergence.- B Tables.- References.

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