Now in its third edition, this companion volume to Ronald Christensen’s Plane Answers to Complex Questions uses three fundamental concepts from standard linear model theory—best linear prediction, projections, and Mahalanobis distance— to extend standard linear modeling into the realms of Statistical Learning and Dependent Data. This new edition features a wealth of new and revised content. In Statistical Learning it delves into nonparametric regression, penalized estimation (regularization), reproducing kernel Hilbert spaces, the kernel trick, and support vector machines. For Dependent Data it uses linear model theory to examine general linear models, linear mixed models, time series, spatial data, (generalized) multivariate linear models, discrimination, and dimension reduction. While numerous references to Plane Answers are made throughout the volume, Advanced Linear Modeling can be used on its own given a solid background in linear models. Accompanying R code for the analyses is available online.
Author(s): Ronald Christensen
Series: Springer Texts In Statistics
Edition: 3rd Ed.
Publisher: Springer
Year: 2019
Language: English
Pages: 618
Tags: Probability Theory And Stochastic Processes
Front Matter ....Pages i-xxiii
Nonparametric Regression (Ronald Christensen)....Pages 1-58
Penalized Estimation (Ronald Christensen)....Pages 59-85
Reproducing Kernel Hilbert Spaces (Ronald Christensen)....Pages 87-123
Covariance Parameter Estimation (Ronald Christensen)....Pages 125-159
Mixed Models and Variance Components (Ronald Christensen)....Pages 161-194
Frequency Analysis of Time Series (Ronald Christensen)....Pages 195-246
Time Domain Analysis (Ronald Christensen)....Pages 247-319
Linear Models for Spatial Data: Kriging (Ronald Christensen)....Pages 321-355
Multivariate Linear Models: General (Ronald Christensen)....Pages 357-388
Multivariate Linear Models: Applications (Ronald Christensen)....Pages 389-422
Generalized Multivariate Linear Models and Longitudinal Data (Ronald Christensen)....Pages 423-455
Discrimination and Allocation (Ronald Christensen)....Pages 457-501
Binary Discrimination and Regression (Ronald Christensen)....Pages 503-531
Principal Components, Classical Multidimensional Scaling, and Factor Analysis (Ronald Christensen)....Pages 533-574
Back Matter ....Pages 575-608
