Linear Regression

  • Jürgen Groß

Part of the Lecture Notes in Statistics book series (LNS, volume 175)

Table of contents

  1. Front Matter
    Pages I-XII
  2. Point Estimation and Linear Regression

    1. Front Matter
      Pages 1-1
    2. Jürgen Groß
      Pages 3-31
    3. Jürgen Groß
      Pages 33-86
  3. Alternatives to Least Squares Estimation

    1. Front Matter
      Pages 87-87
    2. Jürgen Groß
      Pages 89-211
    3. Jürgen Groß
      Pages 213-256
  4. Miscellaneous Topics

    1. Front Matter
      Pages 257-257
    2. Jürgen Groß
      Pages 259-291
    3. Jürgen Groß
      Pages 293-329
    4. Jürgen Groß
      Pages 331-358
    5. Jürgen Groß
      Pages 359-367
    6. Jürgen Groß
      Pages 369-379
  5. Back Matter
    Pages 381-397

About this book

Introduction

In linear regression the ordinary least squares estimator plays a central role and sometimes one may get the impression that it is the only reasonable and applicable estimator available. Nonetheless, there exists a variety of alterna­ tives, proving useful in specific situations. Purpose and Scope. This book aims at presenting a comprehensive survey of different point estimation methods in linear regression, along with the the­ oretical background on a advanced courses level. Besides its possible use as a companion for specific courses, it should be helpful for purposes of further reading, giving detailed explanations on many topics in this field. Numerical examples and graphics will aid to deepen the insight into the specifics of the presented methods. For the purpose of self-containment, the basic theory of linear regression models and least squares is presented. The fundamentals of decision theory and matrix algebra are also included. Some prior basic knowledge, however, appears to be necessary for easy reading and understanding.

Keywords

Covariance matrix Estimator Least Squares Point Estimation Regression Variance linear regression

Authors and affiliations

  • Jürgen Groß
    • 1
  1. 1.Department of StatisticsUniversity of DortmundDortmundGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-55864-1
  • Copyright Information Springer-Verlag Berlin Heidelberg 2003
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-40178-0
  • Online ISBN 978-3-642-55864-1
  • Series Print ISSN 0930-0325
  • About this book