3. Linear Regression: Estimation and Distribution Theory

  1. George A. F. Seber and
  2. Alan J. Lee

Published Online: 20 JAN 2012

DOI: 10.1002/9780471722199.ch3

Linear Regression Analysis, Second Edition

Linear Regression Analysis, Second Edition

How to Cite

Seber, G. A. F. and Lee, A. J. (2003) Linear Regression: Estimation and Distribution Theory, in Linear Regression Analysis, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780471722199.ch3

Publication History

  1. Published Online: 20 JAN 2012
  2. Published Print: 21 JAN 2003

ISBN Information

Print ISBN: 9780471415404

Online ISBN: 9780471722199

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Keywords:

  • linear regression;
  • distribution theory;
  • Bayesian estimation;
  • robust regression;
  • robust estimates

Summary

This chapter contains sections titled:

  • Least Squares Estimation

  • Properties of Least Squares Estimates

  • Unbiased Estimation of σ2

  • Distribution Theory

  • Maximum Likelihood Estimation

  • Orthogonal Columns in the Regression Matrix

  • Introducing Further Explanatory Variables

  • Estimation with Linear Restrictions

  • Design Matrix of Less Than Full Rank

  • Generalized Least Squares

  • Centering and Scaling the Explanatory Variables

  • Bayesian Estimation

  • Robust Regression