The purpose of this thesis is to provide a study of the linear model. The whole work has been split into 6 chapters. In Chapter 1 we define and examine the two linear models, i.e. the regression and the correlation model. More specifically we show that the regression model is the conditional version of the correlation model. In Chapter 2 we deal with the problem of multicollinearity. We investigate the sources of near singularities, we give some methods of detecting the multicollinearity, and we state briefly methods for overcoming this problem. In Chapter 3 we consider the least squares method with restrictions, and we dispose of some tests for testing the linear restrictions. The theory concerning the sign of least squares estimates is discussed, then we deal with the method for augmenting existing data. Chapter 4 is mainly devoted to ridge regression. We state methods for selecting the best estimate for k. Some extensions are given dealing with the shrinkage estimators and the linear transforms of the least squares. In Chapter 5 we deal with the principal components, and we give methods for selecting the best subset of principal components. Much attention was given to a method called fractional rank and latent root regression analysis. In Chapter 6 comparisons were performed between estimators previously mentioned. Finally the conclusions are stated.
Reference:
Coutsourides, D. 1977. A detailed investigation of the linear model and some of its underlying assumptions. University of Cape Town.
Coutsourides, D. (1977). A detailed investigation of the linear model and some of its underlying assumptions. (Thesis). University of Cape Town ,Faculty of Science ,Department of Statistical Sciences. Retrieved from http://hdl.handle.net/11427/17882
Coutsourides, Dimitris. "A detailed investigation of the linear model and some of its underlying assumptions." Thesis., University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 1977. http://hdl.handle.net/11427/17882
Coutsourides D. A detailed investigation of the linear model and some of its underlying assumptions. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 1977 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/17882