Springer Texts in Statistics

Linear Models for Multivariate, Time Series, and Spatial Data

Authors: Christensen, Ronald

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  • ISBN 978-1-4757-4103-2
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About this Textbook

This is a companion volume to Plane Answers to Complex Questions: The Theory 0/ Linear Models. It consists of six additional chapters written in the same spirit as the last six chapters of the earlier book. Brief introductions are given to topics related to linear model theory. No attempt is made to give a comprehensive treatment of the topics. Such an effort would be futile. Each chapter is on a topic so broad that an in depth discussion would require a book-Iength treatment. People need to impose structure on the world in order to understand it. There is a limit to the number of unrelated facts that anyone can remem­ ber. If ideas can be put within a broad, sophisticatedly simple structure, not only are they easier to remember but often new insights become avail­ able. In fact, sophisticatedly simple models of the world may be the only ones that work. I have often heard Arnold Zellner say that, to the best of his knowledge, this is true in econometrics. The process of modeling is fundamental to understanding the world.

Reviews

From the reviews of the second edition:

"The book by Christensen provides a good explanation of the theory of linear models, spatial data analysis, kriging, nonparametric regressions, response surface maximization, longitudinal models, discriminant analysis, principal components, factor analysis, frequency and time domain time series among others. This is an excellent book and I enjoyed reading every chapter. The author is known for clear presentation. Statistical software MINITAB, BMDP, and MSUSTAT are used in the data analysis of the book." (Ramalingam Shanmugam, Journal of Statistical Computation and Simulation, Vol. 75 (7), 2005)

"The book gives an introduction to a diverse collection of methodologies using the framework of linear models. Many examples are given, and all chapters are finished with a bunch of additional exercises. … The contents are very well explained and really illuminating for people familiar with linear models. I consider this book to be a didactically excellent textbook for graduate students who want to get an overview on advanced linear statistical methods." (R. Fried, Metrika, September, 2003)

"The author aims at a unified approach for different themes, systematically exploiting ‘three fundamental ideas from standard linear model theory: best linear prediction, projections, and Mahalanobis distances’. … It is seen that this book gives a thorough coverage of a broad area, with emphasis on its mathematical aspects, which are clearly presented. It may be useful to those having already some acquaintance with the themes treated, and wishing to study them from another point of view." (Ricardo Maronna, Statistical Papers, Vol. 44 (4), 2003)

"Advanced Linear Modeling is a retitled second edition of Linear Models for Multivariate, Time Series, and Spatial Data (Christensen 1991). … I find it enlightening and a pleasure to read. Christensen writes in an engaging, informal style that carries the reader along through some challenging material. His linear models framework offers many new insights into the topics that he covers. I expect that I will refer to the book repeatedly when I have occasion to study these topics further." (Daniel B. Hall, Journal of the American Statistical Association, March, 2003)

"This book is the second edition of Linear Models for Multivariate, Time Series and Spatial Data (1991) … . The main change is the addition of Chapter 7 on nonparametric regression … and Chapter 8 on response surface maximization. The emphasis in this work is on the linear model theory, which unifies three major fields in statistics: multivariate analysis, time series and spatial data. Most chapters end with a selection of exercises, which makes the book also interesting for teaching purposes." (N. D. C. Veraverbeke, Short Book Reviews, Vol. 22 (1), 2002)


Table of contents (6 chapters)

  • Multivariate Linear Models

    Christensen, Ronald

    Pages 1-68

  • Discrimination and Allocation

    Christensen, Ronald

    Pages 69-106

  • Principal Components and Factor Analysis

    Christensen, Ronald

    Pages 107-146

  • Frequency Analysis of Time Series

    Christensen, Ronald

    Pages 147-193

  • Time Domain Analysis

    Christensen, Ronald

    Pages 194-261

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-1-4757-4103-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
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Bibliographic Information

Bibliographic Information
Book Title
Linear Models for Multivariate, Time Series, and Spatial Data
Authors
Series Title
Springer Texts in Statistics
Copyright
1991
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York
eBook ISBN
978-1-4757-4103-2
DOI
10.1007/978-1-4757-4103-2
Series ISSN
1431-875X
Edition Number
1
Number of Pages
XII, 318
Topics