This paper reviews statistical methods for the analysis of discrete and continuous
longitudinal data. The relative merits of longitudinal and cross‐sectional studies are …

A brand new, fully updated edition of a popular classic on matrix differential calculus with
applications in statistics and econometrics This exhaustive, self-contained book on matrix …

What's in a name? To paraphrase Shakespeare's Juliet, that which-ilie Haynsworth called
the Schur complement, by any other name would be just as beautiful. Nevertheless, her …

Complex-valued random signals are embedded in the very fabric of science and
engineering, yet the usual assumptions made about their statistical behavior are often a …

Generalised Least Squares adopts a concise and mathematically rigorous approach. It will
provide an up-to-date self-contained introduction to the unified theory of generalized least …

It is well known that the ordinary least squares estimator of Xβ in the general linear model E
y= Xβ, cov y= σ2 V, can be the best linear unbiased estimator even if V is not a multiple of …

We look at the effect of intracluster correlation on standard procedures in linear regression.
The ordinary least squares estimator,, of the coefficient vector performs well in most cases …

We use the properties of independence estimating equations to adjust the 'independence'
loglikelihood function in the presence of clustering. The proposed adjustment relies on the …

Extensions of time-series modeling procedures of Box and Jenkins [5] reveal that numerous
economic variables which are generally regarded as being strongly interrelated may with …

This work details the statistical inference of linear models including parameter estimation,
hypothesis testing, confidence intervals, and prediction. The authors discuss the application …