Seber G.A.F., Lee A.J. Linear Regression Analysis

N.-Y.: Wiley, 2003. — 572 p. — ISBN: 0-471-41540-5.
Второе, дополненное издание переведенной у нас монографии "Линейный регрессионный анализ".
Concise, mathematically clear, and comprehensive treatment of the subject.
* Expanded coverage of diagnostics and methods of model fitting.
* Requires no specialized knowledge beyond a good grasp of matrix algebra and some acquaintance with straight-line regression and simple analysis of variance models.
* More than 200 problems throughout the book plus outline solutions for the exercises.
* This revision has been extensively class-tested.Vectors of Random Variables.
Multivariate Normal Distribution.
Linear Regression: Estimation and Distribution Theory.
Hypothesis Testing.
Confidence Intervals and Regions.
Straight-Line Regression.
Polynomial Regression.
Analysis of Variance.
Departures from Underlying Assumptions.
Departures from Assumptions: Diagnosis and Remedies.
Computational Algorithms for Fitting a Regression.
Prediction and Model Selection.