Ravishanker N. A First Course in Linear Model Theory 2ed 2022

Textbook in PDF format

Thoroughly updated throughout, A First Course in Linear Model Theory, Second Edition is an intermediate-level statistics text that fills an important gap by presenting the theory of linear statistical models at a level appropriate for senior undergraduate or first-year graduate students. With an innovative approach, the authors introduce to students the mathematical and statistical concepts and tools that form a foundation for studying the theory and applications of both univariate and multivariate linear models. In addition to adding R functionality, this second edition features three new chapters and several sections on new topics that are extremely relevant to the current research in statistical methodology. Revised or expanded topics include linear fixed, random and mixed effects models, generalized linear models, Bayesian and hierarchical linear models, model selection, multiple comparisons, and regularized and robust regression.
New to the Second Edition:
Coverage of inference for linear models has been expanded into two chapters.
Expanded coverage of multiple comparisons, random and mixed effects models, model selection, and missing data.
A new chapter on generalized linear models (Chapter 12).
A new section on multivariate linear models in Chapter 13, and expanded coverage of the Bayesian linear models and longitudinal models.
A new section on regularized regression in Chapter 14.
Detailed data illustrations using R