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Book Categories |
| 1 | Preliminaries | 1 |
| 2 | Generalized least squares estimators | 25 |
| 3 | Nonlinear versions of the Gauss-Markov theorem | 67 |
| 4 | SUR and heteroscedastic models | 97 |
| 5 | Serial correlation model | 143 |
| 6 | Normal approximation | 171 |
| 7 | Extension of Gauss-Markov theorem | 195 |
| 8 | Some further extensions | 213 |
| 9 | Growth curve model and GLSEs | 244 |
| App | Asymptotic equivalence of the estimators of [theta] in the AR(1) error model and Anderson model | 274 |
| Price | Condition | Delivery | Seller | Action |
| $160.00 | Digital |
| WonderClub |
John Flood
reviewed Generalized Least Squares on March 27, 2019
Generalized Least Squares
This book accomplishes what it sets out to accomplish admirably; it sets out the basic concepts of statistics with as little reliance on Math as possible, to give students who are not Math-oriented an idea of the subject.
If you are Math-oriented, and already know a bit about statistics, you will not learn much here. But that is not the fault of the book; it is not intended to teach someone with a grounding in the subject, any more than it is a flaw of an intro Biology textbook that it doesn't teach Organic Chemistry.
I have a couple of minor quibbles about this book, but they're really too minor to mention, and are certainly too minor to dock it a star for.
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