Matrix Tricks for Linear Statistical Models

Our Personal Top Twenty

By: George P. H. Styan, Simo Puntanen, Jarkko Isotalo

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Hardcover | 24 August 2011

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Hardcover
506 Pages

Dimensions(cm)
24.3 x 17.0 x 3.2

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$141.90

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In teaching linear statistical models to first-year graduate students or to final-year undergraduate students there is no way to proceed smoothly without matrices and related concepts of linear algebra; their use is really essential. Our experience is that making some particular matrix tricks very familiar to students can substantially increase their insight into linear statistical models (and also multivariate statistical analysis). In matrix algebra, there are handy, sometimes even very simple "tricks" which simplify and clarify the treatment of a problem-both for the student and for the professor. Of course, the concept of a trick is not uniquely defined-by a trick we simply mean here a useful important handy result.
In this book we collect together our Top Twenty favourite matrix tricks for linear statistical models.

Industry Reviews

From the reviews: "This new book is closely connected with matrices and linear models ... . the authors extract from the matrix algebra and theory of linear models twenty key results or ideas which they call 'tricks,. ... This exceptional book can be recommended to all interested students who wish to improve their skills in linear models and matrix manipulations. It can be recommended also to professors teaching statistics who may utilize this book as a rich source of various exercises, references and interesting historical notes." (Radoslaw Kala, IMAGE, Issue 48, Spring, 2012)

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