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Foundations of Multiple Regression and Analysis of Variance by Lynn Roy Lamotte

Foundations of Multiple Regression and Analysis of Variance

by Lynn Roy Lamotte
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Book cover type: Hardcover
  • ISBN13: 9781032981529
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: CRC Press
  • Publisher Imprint: CRC Press
  • Publication Date:
  • Pages: 266
  • Original Price: GBP 87.99
  • Language: English
  • Edition: 1
  • Item Weight: 549 grams
  • BISAC Subject(s): Probability & Statistics / Regression Analysis

This book provides a rigorous development of the foundations of linear models for multiple regression and Analysis of Variance (ANOVA), based on orthogonal projections and relations among linear subspaces. It is appropriate for the linear models course required in most statistics Ph.D. programs.

The presentation is particularly accessible because it is self-contained, general, and taken in logical steps that are linked directly to practicable computations. The broad objective is to provide a path of mastery so that the reader could, if stranded on a desert isle with nothing but pencil, paper, and a computer to perform matrix sums and products, replicate general linear models procedures in extant statistical computing packages.

The primary prerequisite is mathematical maturity, which includes logical thinking and the ability to tell when a proof is a proof. Casual acquaintance with matrices would be helpful but not required. Background in basic statis- tical theory and methods is assumed, mainly for familiarity with terminology and the purposes of statistics in applications.

The material is developed as a series of propositions, each dependent only on those preceding it. The reader is strongly encouraged to prove each one independently. Mastery requires active involvement.

As part of the broad coverage of the mathematics supporting multiple regression and ANOVA, those propositions also establish several new, key results.

  • There is a unique, best numerator sum of squares for testing an estimable function
  • The extra residual sum of squares due to imposing a linear hypothesis tests exclusively the estimable part
  • Models that include exclusively any given set of ANOVA effects can be formulated with contrast coding
  • Tests of any ANOVA effects in any design and model, including unbalanced and empty cells, can be had with extra residual sum of squares due to deleting predictor variables
  • Essential properties of Type III methods are identified and proven

Lynn Roy LaMotte is Professor Emeritus in the Biostatistics Program, School of Public Health, LSU Health-New Orleans. Elected Fellow of the American Statistical Association, 1985, for "important, innovative, seminal, and diverse contributions to the theory and application of linear statistical models," he is author of about 100 articles in diverse academic journals, cited more than 2,000 times, nearly 500 since 2020.

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