Plane Answers to Complex Questions: The Theory of Linear Models by Ronald Christ
This textbook provides a wide-ranging introduction to the use and theory of linear models for analyzing data. In addition, the book covers topics that are not usually treated at this level, but which are important in their own right: balanced incomplete block designs, testing for lack of fit, testing for independence, models with singular covariance matrices, variance component estimation, best linear and best linear unbiased prediction, collinearity, and variable selection.
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