Resources suggestion about linear model

by Barsal   Last Updated October 19, 2019 03:19 AM - source

I was wondering if you could tell me about some self-learning resources for linear model theories. My professor has been using "A First Course in Linear Model Theory, Ravishanker and Dey. Publisher: CRC." I found this kinda difficult. My major is mathematics. Thank you so much for your time!



Answers 1


Reading the whole book on just linear models may be an overkill. This will be especially inefficient if the book is all about "traditional" thinking and does not present a detailed overview of regularization. In many situations, regularization allows one to improve estimation methods for linear models, generating techniques like lasso, ridge regression, elastic nets, least angle regression and principal components regression (I will stress: all of those are methods for linear models.). I have discovered that all major facts about linear models are covered by

chapter 3 of Hastie, T., Tibshirani, R., & Friedman, J. H. (2008). The elements of statistical learning: Data mining, inference, and prediction. New York: Springer.

and

chapters 2-5 of Greene, W. H. (2012). Econometric Analysis (7th ed). Upper Saddle River, NJ: Prentice Hall.

stans
stans
October 19, 2019 03:10 AM

Related Questions


Path analysis vs linear model

Updated February 28, 2018 23:19 PM

Specifying Error() in R `aov` function

Updated June 29, 2016 08:08 AM


Basic Interpretation of glmer in R

Updated May 31, 2019 00:19 AM

RCBD in split plot at diferent site

Updated February 11, 2018 13:19 PM