Contents
1 Analysis of Variance
1.1 Introduction
1.2 One-Way Analysis of Variance
1.3 The Randomised Block Design
1.4 Practice Problems
2 Random Vectors and Matrices
2.1 Review of Matrix Algebra
2.2 Expectation of Random Vectors and Variance-Covariance
2.3 Derivatives of Linear and Quadratic Forms
2.4 Practice Problems
2.5 Distribution of Quadratic Forms
2.6 Practice Problems
3 Linear Models
3.1 General Linear Model
3.2 Review of Linear Algebra
3.3 Estimation of Parameters in a Linear Model
3.4 Estimability and the Generalised Inverse
3.5 The General Linear Hypothesis
3.6 Practice Problems
3.7 Simultaneous Confidence Intervals and Multiple Comparison
Simultaneous Confidence Intervals
Simultaneous Confidence Intervals by Scheffé’s Method
Tukey Method of Multiple Comparison
Multiple Comparison Confidence Intervals
3.8 Two-Factor Studies
3.9 Three-Way Analysis Of Variance
3.10 Latin Square Design
3.11 Practice Problems
4 Multiple Regression
4.1 Introduction
4.2 Multiple Linear Regression Model With Two Independent (Regressor) Variables
4.3 General Multiple Line Regression
4.4 Meaning of the Coefficients
4.5 Multicollinearity
4.6 Examination of Residuals(errors)
4.7 Practice Problems
4.8 Leverage, Outliers and Influential Observations
4.9 Variable Selection
4.10 Practice Problems
4.11 Hazards in the use of Regression
Course Outline