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| Авторизация |
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| Rao C.R., Toutenberg H. — Linear models: least squares and alternatives |
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| Предметный указатель |
Mixed effects model 117
Mixed estimator 163
Mixed model 164
ML-estimator 36
Model of statistical independence 317
Model, choice 51
Model, choice, criteria for 50
Model, complete-case 251
Model, econometric 12
Model, independence 318
Model, Keynes's 13
Model, logistic 318
Model, logistic regression 313
Model, logit 313 318
Model, MANOVA 271
Model, multivariate 6
Model, saturated 318 320
Model, univariate 6
Model-based procedures 243
Moore — Penrose inverse 372
Multicollinearity 60
Multicollinearity, exact 58
Multicollinearity, methods for dealing with 59
Multicollinearity, strict 58
Multicollinearity, weak 58
Multinomial distribution 310
Multinomial independent sample 308
Multinomial, distribution 307
Multiple coefficient of determination 50
Multiple imputation 243 261
Multiple regression 49
Multiple X-rows 216
Multivariate model 6
Multivariate regression model 14
MVUE 27
Natural link 292
Natural parameter 291
Nested test 50
Neural networks 86
Nonestimable function 30
Nonignorable nonresponse 244
Normal equations 24
Normal regression, generalized 19
Normalized residual 218
Null space 360
Observation-driven model 337
Odds 305
Odds ratio 306
Odds ratio for  tables 307
Odds, log 313
OLS estimate, restrictive 60
OLS estimator 44 108
Omitting an observation 219
One-step-ahead prediction 189
Optimal heterogeneous prediction 185
Optimal homogeneous prediction 187
Optimal linear estimation of  97
Optimal substitution of 176
Orthogonal projection 26
Orthogonal projector 157 367
Outlier 224
Overdispersion 299
Parameter, natural 291
Partial inversion 41
Partial least squares 65
Partial regression plots 231
Pearson's  310
Perceptron 87
Poisson, distribution 290 307
Poisson, sampling 326
Polynomial models 183
Posterior precision 168
Prediction matrix 211 212
Prediction model 184
Prediction regions 197
Prediction, classical 184 190
Prediction, one-step-ahead 189
Prediction, optimal heterogeneous 185
Prediction, optimal homogeneous 187
Principal components 58
Principal components regression 59
Principle minimax 72 75
Principle, ordinary least squares 24
Prior information 137
Prior information in the form of restrictions 138
Probit model 316
Procedure, stepwise 54
Process, stochastic 9
Product multinomial sampling 308
Prognostic factor 313
Projection pursuit regression 68
Projector 380
Quadratic form 365
Quasi likelihood 301
Quasi loglikelihood 301
Quasi-correlation matrix 339 343
Quasi-score function 302
R(A) superiority 32
Random effect 120
Random-efcts model 337 343
RANGE 360
Rank of a matrix 359
Rao Least Squares 132
Rao's score statistic 82
Reduced form 6 12
Regression analysis, checking the adequacy of 46
Regression diagnostics 233
Regression imputation 243
Regression model, classical linear 19
Regression model, classical multivariate linear 17
Regression model, generalized linear 18
Regression model, multivariate 14
| Regression under normal errors 35
Regression, bivariate 44
Regression, linear 23
Regression, multiple 49
Regression, principal components 59
Regular model 19
Relative efficiency 253
Relative risk 305
Residual sum of squares 49 50
Residuals matrix 212
Residuals, externally Studentized 218
Residuals, internally Studentized 218
Residuals, normalized 218
Residuals, standardized 218
Residuals, sum of squared 24
Response probability, model for 329
Response variable, binary 305
Response, binary 300
Restricted least-squares estimator 138
Restricted regression 88
Restricted Zellner’s estimator (RZE) 124
Restrictions, exact linear 38
Restrictions, inequality 72
Restrictive OLS estimate 60
Ridge estimation 59—61 78
Ridge parameter 64
Risk function, quadratic 32
Risk, minimax 78
Risk, relative 305
RLSE instead of the mixed estimator 178
Robust regression 271
Sample correlation coefficient 46 47
Sample logit 314
Sample, independent multinomial 308
Scalar, MDE 58
Scalar, risk function 98
Scatterplot, bivariate 56
Scheffes simultaneous confidence intervals 84
Score function 294
Seemingly unrelated regression 123
Sensitivity analysis 56
Separation of b 41
Shrinkage estimate 64
Shrinkage estimate in the canonical model 64
Single regression 15
Singular-value decomposition 364
Slutsky's theorem 388
Spectral decomposition 58 362
SS corrected 45
SS regression 45
SS residual 45
Standardized residual 218
Stein-rule method 248
Stein-type estimator 163
Stepwise biased restrictions 159
Stepwise inclusion of exact linear restrictions 141
Stepwise procedure 54
Stochastic convergence 387
Stochastic linear restrictions 163
Stochastic process 9
Stochastic regression 121
Structural form 6
Submodel 51
Sum of squares, residual 49
Superiority,  195
Superiority, MDE 33
Superiority, MDE-I 78
Superiority, R(A) 32
SXX 46
SXY 46
Systematic component 291
SYY 45 46
Table, ANOVA 45
Test for qualitative differences 333
Test for quantitative interaction 333
Test of significance 285
Test statistic 48
Test statistic, Durbin — Watson 56
Test, Kolmogorov — Smirnov 56
Test, likelihood-ratio 312
Test, nested 50
Testing for autoregression 113
Testing goodness of fit 310
Testing linear hypotheses 37
Therapy effect 333
Three-factor interaction 323
Three-way contingency table 322
Tobit model 80
Total least squares 70
Trace of a matrix 355
Transformation of variables 115
Two-way contingency table 311
Two-way interactions 323
Unbiased 33
Univariate model 6
Variance ratio 229
Wald statistic 315
Weakened linear restrictions 172
Weakly (R, r)-unbiasedness 172
Weakly unbiased 204
Weighted mixed regression 261
Weighted mixed-regression estimator (WMRE) 262
Welsch — Kuh's distance 226
Wilks'  312
Wilks's 299
WMRE 262
WMRE, two-stage 266
Workability conditions 72
Working covariance matrix 339
Working variances 301 339
Yates procedure 246
Zero-order regression 258
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