Estimation and Inference for Linear Models

  1. Ronald R. Hocking

Published Online: 28 JAN 2005

DOI: 10.1002/0471434159.ch17

Methods and Applications of Linear Models: Regression and the Analysis of Variance

Methods and Applications of Linear Models: Regression and the Analysis of Variance

How to Cite

Hocking, R. R. (2003) Estimation and Inference for Linear Models, in Methods and Applications of Linear Models: Regression and the Analysis of Variance, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0471434159.ch17

Publication History

  1. Published Online: 28 JAN 2005
  2. Published Print: 24 MAR 2003

ISBN Information

Print ISBN: 9780471232223

Online ISBN: 9780471434153

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Keywords:

  • least square estimator;
  • true dimension;
  • error model

Summary

This chapter includes the following topics:

  • Estimation of Parameters

  • Tests of Linear Hypotheses on β

  • Confidence Regions and Intervals