Book 364

An accessible and self-contained introduction to statistical models-now in a modernized new edition

Generalized, Linear, and Mixed Models, Second Edition provides an up-to-date treatment of the essential techniques for developing and applying a wide variety of statistical models. The book presents thorough and unified coverage of the theory behind generalized, linear, and mixed models and highlights their similarities and differences in various construction, application, and computational aspects.

A clear introduction to the basic ideas of fixed effects models, random effects models, and mixed models is maintained throughout, and each chapter illustrates how these models are applicable in a wide array of contexts. In addition, a discussion of general methods for the analysis of such models is presented with an emphasis on the method of maximum likelihood for the estimation of parameters. The authors also provide comprehensive coverage of the latest statistical models for correlated, non-normally distributed data. Thoroughly updated to reflect the latest developments in the field, the Second Edition features:
  • A new chapter that covers omitted covariates, incorrect random effects distribution, correlation of covariates and random effects, and robust variance estimation
  • A new chapter that treats shared random effects models, latent class models, and properties of models
  • A revised chapter on longitudinal data, which now includes a discussion of generalized linear models, modern advances in longitudinal data analysis, and the use between and within covariate decompositions
  • Expanded coverage of marginal versus conditional models
  • Numerous new and updated examples

With its accessible style and wealth of illustrative exercises, Generalized, Linear, and Mixed Models, Second Edition is an ideal book for courses on generalized linear and mixed models at the upper-undergraduate and beginning-graduate levels. It also serves as a valuable reference for applied statisticians, industrial practitioners, and researchers.

Book 391

This text presents a broad coverage of variance components. It deals with the estimation of variance components and the prediction of realized but unobservable values of random variables in analysis of variance models and in binary and discrete data. The authors begin with an introduction to the subject, which details more complicated types of data appearing in subsequent chapters. All the major methods of estimating components are discussed at length, including ANOVA, ML, REML, and Bayes. Topics covered include history, analysis of variance estimation, maximum likelihood (ML) estimation, prediction in mixed models, Bayes estimation and hierarchical models, categorical data, covariance components and minimum norm estimation, dispersion-mean model, kurtosis and fourth moments.

This set features:

Variance Components by Shayle R. Searle, George Casella, Charles E. McCulloch (978-0-470-00959-8)

Matrix Algebra for Useful Statistics by Shayle R. Searle (978-0-470-00961-1)

Linear Models for Unbalanced Data by Shayle R. Searle (978-0-470-04004-1)

Generalized, Linear, and Mixed Models, Second Edition by Charles E. McCulloch, Shayle R. Searle, John M. Neuhaus (978-0-470-07371-1)

Linear Models by Shayle R. Searle (978-0-471-18499-7)


Coverage of matrix algebra for economists and students of economics Matrix Algebra for Applied Economics explains the important tool of matrix algebra for students of economics and practicing economists. It includes examples that demonstrate the foundation operations of matrix algebra and illustrations of using the algebra for a variety of economic problems. The authors present the scope and basic definitions of matrices, their arithmetic and simple operations, and describe special matrices and their properties, including the analog of division. They provide in-depth coverage of necessary theory and deal with concepts and operations for using matrices in real-life situations. They discuss linear dependence and independence, as well as rank, canonical forms, generalized inverses, eigenroots, and vectors. Topics of prime interest to economists are shown to be simplified using matrix algebra in linear equations, regression, linear models, linear programming, and Markov chains.
Highlights include: Numerous examples of real-world applications Challenging exercises throughout the book Mathematics understandable to readers of all backgrounds Extensive up-to-date reference material Matrix Algebra for Applied Economics provides excellent guidance for advanced undergraduate students and also graduate students. Practicing economists who want to sharpen their skills will find this book both practical and easy-to-read, no matter what their applied interests.

WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "This book is intended to teach useful matrix algebra to 'students, teachers, consultants, researchers, and practitioners' in 'statistics and other quantitative methods'.The author concentrates on practical matters, and writes in a friendly and informal style ...this is a useful and enjoyable book to have at hand." -Biometrics This book is an easy-to-understand guide to matrix algebra and its uses in statistical analysis. The material is presented in an explanatory style rather than the formal theorem-proof format. This self-contained text includes numerous applied illustrations, numerical examples, and exercises.

WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "[This book] provides an excellent discussion of the methodology and interpretation of linear models analysis of unbalanced data (data having unequal numbers of observations in the subclasses), generally without matrices?the author does an excellent job of emphasizing the more practical nature of the book. Highly recommended for graduate and undergraduate libraries." a?"Choice "This is a very comprehensive text, aimed at both students studying linear-model theory and practicing statisticians who require an understanding of the model-fitting procedures incorporated in statistical packages?This book should be considered as a text for college courses as it provides a clearly presented and thorough treatment of linear models.
It will also be useful to any practicing statistician who has to analyze unbalanced data, perhaps arising from surveys, and wishes to understand the output from model-fitting procedures and the discrepancies in analysis from one recognized package to another." a?"Biometrics This newly available and affordably priced paperback version of Linear Models for Unbalanced Data offers a presentation of the fundamentals of linear statistical models unique in its total devotion to unbalanced data and its emphasis on the up-to-date cell means model approach to linear models for unbalanced data. Topic coverage includes cell means models, 1-way classification, nested classifications, 2-way classification with some-cells-empty data, models with covariables, matrix algebra and quadratic forms, linear model theory, and much more.

Linear Models

by Shayle R. Searle

Published 15 January 1971
The main objective of this text is to describe general procedures of estimation and hypothesis testing for linear statistical models and shows their application for unbalanced data (i.e., unequal-subclass-numbers data) to certain specific models that often arise in research and survey work. In addition, three chapters are devoted to methods and results for estimating variance components, particularly from unbalanced data. Exercises are provided throughout the chapter that will enable the reader to practice and become familiar with the techniques described.