The Linear Model and Hypothesis A General Unifying Theory

This book provides a concise and integrated overview of hypothesis testing in four important subject areas, namely linear and nonlinear models, multivariate analysis, and large sample theory. The approach used is a geometrical one based on the c

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George A.F. Seber

The Linear Model and Hypothesis A General Unifying Theory

Springer Series in Statistics

Series editors Peter Bickel, CA, USA Peter Diggle, Lancaster, UK Stephen E. Fienberg, Pittsburgh, PA, USA Ursula Gather, Dortmund, Germany Ingram Olkin, Stanford, CA, USA Scott Zeger, Baltimore, MD, USA

More information about this series at http://www.springer.com/series/692

George A.F. Seber

The Linear Model and Hypothesis A General Unifying Theory

123

George A.F. Seber Department of Statistics The University of Auckland Auckland, New Zealand

Special conference copy – not for sale ISSN 0172-7397 Springer Series in Statistics ISBN 978-3-319-21929-5 DOI 10.1007/978-3-319-21930-1

ISSN 2197-568X

(electronic)

ISBN 978-3-319-21930-1

(eBook)

Library of Congress Control Number: 2015951951 Springer Cham Heidelberg New York Dordrecht London © Springer International Publishing Switzerland 2015 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. Printed on acid-free paper Springer International Publishing AG Switzerland is part of Springer Science+Business Media (www.springer.com)

Preface

In 1966 my monograph The Linear Hypothesis: A General Theory was published as one in a series of statistical monographs by Griffin, London. Part of the book arose out of my PhD thesis, which took a more general approach than usual to linear models. It used the geometrical notion of projections onto vector spaces using idempotent matrices, thus providing an elegant theory that avoided being involved with ranks of matrices. Although not a popular approach at the time, it has since become an integral part of theoretical regression books where least squares estimates, for example, are routinely given a geometrical interpretation. Over the years I have written extensively on related topics such as linear and nonlinear regression, multivariate analysis, and large sample tests of general hypotheses including, for example, those arising from the multinomial distribution. Given this additi