Linear Models: The Theory and Application of Analysis of Variance / Edition 1

Hardcover (Print)
Used and New from Other Sellers
Used and New from Other Sellers
from $87.48
Usually ships in 1-2 business days
(Save 33%)
Other sellers (Hardcover)
  • All (9) from $87.48   
  • New (8) from $87.48   
  • Used (1) from $126.71   


An insightful approach to the analysis of variance in the study of linear models

Linear Models explores the theory of linear models and the dynamic relationships that these models have with Analysis of Variance (ANOVA), experimental design, and random and mixed-model effects. This one-of-a-kind book emphasizes an approach that clearly explains the distribution theory of linear models and experimental design starting from basic mathematical concepts in linear algebra.

The author begins with a presentation of the classic fixed-effects linear model and goes on to illustrate eight common linear models, along with the value of their use in statistics. From this foundation, subsequent chapters introduce concepts pertaining to the linear model, starting with vector space theory and the theory of least-squares estimation. An outline of the Helmert matrix is also presented, along with a thorough explanation of how the ANOVA is created in both typical two-way and higher layout designs, ultimately revealing the distribution theory. Other important topics covered include:

  • Vector space theory
  • The theory of least squares estimation
  • Gauss-Markov theorem
  • Kronecker products
  • Diagnostic and robust methods for linear models
  • Likelihood approaches to estimation

A discussion of Bayesian theory is also included for purposes of comparison and contrast, and numerous illustrative exercises assist the reader with uncovering the nature of the models, using both classic and new data sets. Requiring only a working knowledge of basic probability and statistical inference, Linear Models is a valuable book for courses on linear models at the upper-undergraduate and graduate levels. It is also an excellent reference for practitioners who use linear models to conduct research in the fields of econometrics, psychology, sociology, biology, and agriculture.

Read More Show Less

Editorial Reviews

From the Publisher
"Solved examples throughout bring clarity to otherwise difficult, complex concepts. Highly recommended." (CHOICE, March 2009)
Read More Show Less

Product Details

Meet the Author

Brenton R. Clarke, PhD, is Senior Lecturer in Mathematics and Statistics at Murdoch University, Australia. A former president of the Western Australian Branch of the Statistical Society of Australia, Dr. Clarke has published numerous journal articles in his areas of research interest, which include linear models, robust statistics, and time series analysis.

Read More Show Less

Table of Contents




1. Introduction.

1.1 The Linear Model and Examples.

1.2 What Are the Objectives?.

1.3 Problems.

2. Projection Matrices and Vector Space Theory.

2.1 Basis of a Vector Space.

2.2 Range and Kernel.

2.3 Projections.

2.3.1 Linear Model Application.

2.4 Sums and Differences of Orthogonal Projections.

2.5 Problems.

3. Least Squares Theory.

3.1 The Normal Equations.

3.2 The Gauss-Markov Theorem.

3.3 The Distribution of SΩ.

3.4 Some Simple Significance Tests.

3.5 Prediction Intervals.

3.6 Problems.

4. Distribution Theory.

4.1 Motivation.

4.2 Non-Central X2 and F Distributions.

4.2.1 Non-Central F-Distribution.

4.2.2 Applications to Linear Models.

4.2.3 Some Simple Extensions.

4.3 Problems.

5. Helmert Matrices and Orthogonal Relationships.

5.1 Transformations to Independent Normally Distributed Random Variables.

5.2 The Kronecker Product.

5.3 Orthogonal Components in Two-Way ANOVA: One Observation Per Cell.

5.4 Orthogonal Components in Two-Way ANOVA with Replications.

5.5 The Gauss-Markov Theorem Revisited.

5.6 Orthogonal Components for Interaction.

5.6.1 Testing for Interaction: One Observation Per Cell.

5.6.2 Example Calculation of Tukey’s One's Degree of Freedom Statistic.

5.7 Problems.

6. Further Discussion of ANOVA.

6.1 The Different Representations of Orthogonal Components.

6.2 On the Lack of Orthogonality.

6.3 The Relationship Algebra.

6.4 The Triple Classification.

6.5 Latin Squares.

6.6 2k Factorial Designs.

6.6.1 Yates’ Algorithm.

6.7 The Function of Randomization.

6.8 Brief View of Multiple Comparison Techniques.

6.9 Problems.

7. Residual Analysis: Diagnostics and Robustness.

7.1 Design Diagnostics.

7.1.1 Standardized and Studentized Residuals.

7.1.2 Combining Design and Residual Effects on Fit - DFITS.

7.1.3 The Cook-D-Statistic.

7.2 Robust Approaches.

7.2.1 Adaptive Trimmed Likelihood Algorithm.

7.3 Problems.

8. Models That Include Variance Components.

8.1 The One-Way Random Effects Model.

8.2 The Mixed Two-Way Model.

8.3 A Split Plot Design.

8.3.1 A Traditional Model.

8.4 Problems.

9. Likelihood Approaches.

9.1 Maximum Likelihood Estimation.

9.2 REML.

9.3 Discussion of Hierarchical Statistical Models.

9.3.1 Hierarchy for the Mixed Model (Assuming Normality).

9.4 Problems.

10. Uncorrelated Residuals Formed from the Linear Model.

10.1 Best Linear Unbiased Error Estimates.

10.2 The Best Linear Unbiased Scalar-Covariance-Matrix Approach.

10.3 Explicit Solution.

10.4 Recursive Residuals.

10.4.1 Recursive Residuals and their Properties.

10.5 Uncorrelated Residuals.

10.5.1 The Main Results.

10.5.2 Final Remarks.

10.6 Problems.

11. Further inferential questions relating to ANOVA.



Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star


4 Star


3 Star


2 Star


1 Star


Your Rating:

Your Name: Create a Pen Name or

Barnes & Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation


  • - By submitting a review, you grant to Barnes & and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Terms of Use.
  • - Barnes & reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)