Linear regression.

zbMath1039.62061MaRDI QIDQ1399073

Jürgen Gross

Publication date: 13 August 2003

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

consistencynormalitysquared error lossGauss-Markov theoremriskgeneralized least squaresleverageinfluential observationsadmissibilitycoefficient of determinationgoodness of fitregression diagnosticsreparameterizationtwo-stage estimationautocorrelated errorsseemingly unrelated regressionstepwise regressionStein estimationlinear minimax estimatorheteroscedastic errorssingular covariance matrixbiased estimationMallows' \(C_p\)linear unbiased estimationweighted least squares estimationpretest estimationvariance inflation factorsnon-scalar covariance matrixpredictive lossequicorrelated errorsiteration estimatorjackknife modified ridge estimatorlinear admissibilityM estimatorMarquardt estimatornormal quantile plotresidual plotscaled condition indexestesting model assumptions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Diagnostics, and linear inference and regression (62J20)

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