Linear Regression Analysis

by George A.F. Seber

Description: Regression analysis is an often used tool in the statistician's toolbox. This new edition takes into serious consideration the furthering development of regression computer programs that are efficient, accurate, and considered an important part of statistical research. The book provides up-to-date accounts of computational methods and algorithms currently in use without getting entrenched in minor computing details.

496 pages, Hardcover

First published January 1, 1977

Reviews

[Goo · Rating 3 out of 5]

I used this as a secondary reference when first learning the theory of linear normal models. This book is in the middle ground when it comes to the level of abstraction. Most formulas are written using matrix products instead of the more abstract "coordinate-free" approach where everything is written as projections, norms and inner products. Both approaches have their advantages - this book gives better hand-on feeling for the formulas, whereas the coordinate-free approach helps with building intuition. Highly recommended.