3. The Linear Model

  1. James H. Stapleton

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316924.ch3

Linear Statistical Models

Linear Statistical Models

How to Cite

Stapleton, J. H. (1995) The Linear Model, in Linear Statistical Models, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316924.ch3

Author Information

  1. Michigan State University

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 14 JUL 1995

ISBN Information

Print ISBN: 9780471571506

Online ISBN: 9780470316924

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Keywords:

  • linear model;
  • linear hypothesis;
  • multiple linear regression;
  • analysis of variance;
  • analysis of covariance

Summary

The prelims comprise:

  • The Linear Hypothesis

  • Confidence Intervals and Tests on η = c1β1 + … + c2β2

  • The Gauss-Markov Theorem

  • The Gauss-Markov Theorem for the General Case

  • Interpretation of Regression Coefficients

  • The Multiple Correlation Coefficient

  • The Partial Correlation Coefficient

  • Testing H: θ ε ∩ V

  • Further Decomposition of Subspaces

  • Power of the F-Test

  • Confidence and Prediction Intervals

  • An Example from SAS

  • Another Example: Salary Data