The Linear Model and Hypothesis: A General Unifying Theory

· Springer
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This book provides a concise and integrated overview of hypothesis testing in four important subject areas, namely linear and nonlinear models, multivariate analysis, and large sample theory. The approach used is a geometrical one based on the concept of projections and their associated idempotent matrices, thus largely avoiding the need to involvematrix ranks. It is shown that all the hypotheses encountered are either linear or asymptotically linear, and that all the underlying models used are either exactly or asymptotically linear normal models. This equivalence can be used, for example, to extend the concept of orthogonality to other models in the analysis of variance, and to show that the asymptotic equivalence of the likelihood ratio, Wald, and Score (Lagrange Multiplier) hypothesis tests generally applies.

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George Seber is an Emeritus Professor of Statistics at Auckland University, New Zealand. He is an elected Fellow of the Royal Society of New Zealand, recipient of their Hector medal in Information Science, and recipient of an international Distinguished Statistical Ecologist Award. He has authored or coauthored 16 books and 90 research articles on a wide variety of topics including linear and nonlinear models, multivariate analysis, matrix theory for statisticians, large sample theory, adaptive sampling, genetics, epidemiology, and statistical ecology.

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