Christensen Analysis of Variance, Design, and Regression

Linear Modeling for Unbalanced Data, Second Edition
2. Auflage 2016
ISBN: 978-1-4987-3019-8
Verlag: CRC Press
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 636 Seiten

Reihe: Chapman & Hall/CRC Texts in Statistical Science

Analysis of Variance, Design, and Regression: Linear Modeling for Unbalanced Data, Second Edition presents linear structures for modeling data with an emphasis on how to incorporate specific ideas (hypotheses) about the structure of the data into a linear model for the data. The book carefully analyzes small data sets by using tools that are easily scaled to big data. The tools also apply to small relevant data sets that are extracted from big data.

New to the Second Edition

- Reorganized to focus on unbalanced data

- Reworked balanced analyses using methods for unbalanced data

- Introductions to nonparametric and lasso regression

- Introductions to general additive and generalized additive models

- Examination of homologous factors

- Unbalanced split plot analyses

- Extensions to generalized linear models

- R, Minitab®, and SAS code on the author’s website

The text can be used in a variety of courses, including a yearlong graduate course on regression and ANOVA or a data analysis course for upper-division statistics students and graduate students from other fields. It places a strong emphasis on interpreting the range of computer output encountered when dealing with unbalanced data.

Autoren/Hrsg.

Christensen, Ronald

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik

Inhaltsverzeichnis

Introduction
Probability
Random variables and expectations
Continuous distributions
The binomial distribution
The multinomial distribution

One Sample
Example and introduction
Parametric inference about µ
Prediction intervals
Model testing
Checking normality
Transformations
Inference about s2

General Statistical Inference
Model-based testing
Inference on single parameters: assumptions
Parametric tests
Confidence intervals
P values
Validity of tests and confidence intervals
Theory of prediction intervals
Sample size determination and power
The shape of things to come

Two Samples
Two correlated samples: Paired comparisons
Two independent samples with equal variances
Two independent samples with unequal variances
Testing equality of the variances

Contingency Tables
One binomial sample
Two independent binomial samples
One multinomial sample
Two independent multinomial samples
Several independent multinomial samples
Lancaster–Irwin partitioning

Simple Linear Regression
An example
The simple linear regression model
The analysis of variance table
Model-based inference
Parametric inferential procedures
An alternative model
Correlation
Two-sample problems
A multiple regression
Estimation formulae for simple linear regression

Model Checking
Recognizing randomness: Simulated data with zero correlation
Checking assumptions: Residual analysis
Transformations

Lack of Fit and Nonparametric Regression
Polynomial regression
Polynomial regression and leverages
Other basis functions
Partitioning methods
Splines
Fisher’s lack-of-fit test

Multiple Regression: Introduction
Example of inferential procedures
Regression surfaces and prediction
Comparing regression models
Sequential fitting
Reduced models and prediction
Partial correlation coefficients and added variable plots
Collinearity
More on model testing
Additive effects and interaction
Generalized additive models
Final comment

Diagnostics and Variable Selection
Diagnostics
Best subset model selection
Stepwise model selection
Model selection and case deletion
Lasso regression

Multiple Regression: Matrix Formulation
Random vectors
Matrix formulation of regression models
Least squares estimation of regression parameters
Inferential procedures
Residuals, standardized residuals, and leverage
Principal components regression

One-Way ANOVA
Example
Theory
Regression analysis of ANOVA data
Modeling contrasts
Polynomial regression and one-way ANOVA
Weighted least squares

Multiple Comparison Methods
"Fisher’s" least significant difference method
Bonferroni adjustments
Scheffé’s method
Studentized range methods
Summary of multiple comparison procedures

Two-Way ANOVA
Unbalanced two-way analysis of variance
Modeling contrasts
Regression modeling
Homologous factors

ACOVA and Interactions
One covariate example
Regression modeling
ACOVA and two-way ANOVA
Near replicate lack-of-fit tests

Multifactor Structures
Unbalanced three-factor analysis of variance
Balanced three-factors
Higher-order structures

Basic Experimental Designs
Experiments and causation
Technical design considerations
Completely randomized designs
Randomized complete block designs
Latin square designs
Balanced incomplete block designs
Youden squares
Analysis of covariance in designed experiments
Discussion of experimental design

Factorial Treatments
Factorial treatment structures
Analysis
Modeling factorials
Interaction in a Latin square
A balanced incomplete block design
Extensions of Latin squares

Dependent Data
The analysis of split-plot designs
A four-factor example
Multivariate analysis of variance
Random effects models

Logistic Regression: Predicting Counts
Models for binomial data
Simple linear logistic regression
Model testing
Fitting logistic models
Binary data
Multiple logistic regression
ANOVA type logit models
Ordered categories

Log-Linear Models: Describing Count Data
Models for two-factor tables
Models for three-factor tables
Estimation and odds ratios
Higher-dimensional tables
Ordered categories
Offsets
Relation to logistic models
Multinomial responses
Logistic discrimination and allocation

Exponential and Gamma Regression: Time-to-Event Data
Exponential regression
Gamma regression

Nonlinear Regression
Introduction and examples
Estimation
Statistical inference
Linearizable models

Appendix A: Matrices and Vectors
Appendix B: Tables

Exercises appear at the end of each chapter.

Über Autor(innen)

Ronald Christensen is a professor of statistics in the Department of Mathematics and Statistics at the University of New Mexico. Dr. Christensen is a fellow of the American Statistical Association (ASA) and Institute of Mathematical Statistics. He is a past editor of The American Statistician and a past chair of the ASA’s Section on Bayesian Statistical Science. His research interests include linear models, Bayesian inference, log-linear and logistic models, and statistical methods.