Wiley Series in Probability and Statistics – serie

Perfected over three editions and more than forty years, this field- and classroom-tested reference:* Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures.* Treats all the basic and important topics in multivariate statistics.* Adds two new chapters, along with a number of new sections.* Provides the most methodical, up-to-date information on MV statistics available.

This highly acclaimed text, now available in paperback, provides a thorough account of key concepts and theoretical results, with particular emphasis on viewing statistical inference as a special case of decision theory. Information-theoretic concepts play a central role in the development of the theory, which provides, in particular, a detailed discussion of the problem of specification of so-called prior ignorance . The work is written from the authors s committed Bayesian perspective, but an overview of non-Bayesian theories is also provided, and each chapter contains a wide-ranging critical re-examination of controversial issues. The level of mathematics used is such that most material is accessible to readers with knowledge of advanced calculus. In particular, no knowledge of abstract measure theory is assumed, and the emphasis throughout is on statistical concepts rather than rigorous mathematics. The book will be an ideal source for all students and researchers in statistics, mathematics, decision analysis, economic and business studies, and all branches of science and engineering, who wish to further their understanding of Bayesian statistics

Clarifies modern data analysis through nonparametric density estimation for a complete working knowledge of the theory and methodsFeaturing a thoroughly revised presentation, Multivariate Density Estimation: Theory, Practice, and Visualization, Second Edition maintains an intuitive approach to the underlying methodology and supporting theory of density estimation. Including new material and updated research in each chapter, the Second Edition presents additional clarification of theoretical opportunities, new algorithms, and up-to-date coverage of the unique challenges presented in the field of data analysis.The new edition focuses on the various density estimation techniques and methods that can be used in the field of big data. Defining optimal nonparametric estimators, the Second Edition demonstrates the density estimation tools to use when dealing with various multivariate structures in univariate, bivariate, trivariate, and quadrivariate data analysis. Continuing to illustrate the major concepts in the context of the classical histogram, Multivariate Density Estimation: Theory, Practice, and Visualization, Second Edition also features: Over 150 updated figures to clarify theoretical results and to show analyses of real data setsAn updated presentation of graphic visualization using computer software such as RA clear discussion of selections of important research during the past decade, including mixture estimation, robust parametric modeling algorithms, and clusteringMore than 130 problems to help readers reinforce the main concepts and ideas presentedBoxed theorems and results allowing easy identification of crucial ideasFigures in color in the digital versions of the bookA website with related data setsMultivariate Density Estimation: Theory, Practice, and Visualization, Second Edition is an ideal reference for theoretical and applied statisticians, practicing engineers, as well as readers interested in the theoretical aspects of nonparametric estimation and the application of these methods to multivariate data. The Second Edition is also useful as a textbook for introductory courses in kernel statistics, smoothing, advanced computational statistics, and general forms of statistical distributions.

WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists.". . .Variance Components is an excellent book. It is organized and well written, and provides many references to a variety of topics. I recommend it to anyone with interest in linear models."—Journal of the American Statistical Association"This book provides a broad coverage of methods for estimating variance components which appeal to students and research workers . . . The authors make an outstanding contribution to teaching and research in the field of variance component estimation."—Mathematical Reviews"The authors have done an excellent job in collecting materials on a broad range of topics. Readers will indeed gain from using this book . . . I must say that the authors have done a commendable job in their scholarly presentation."—TechnometricsThis book focuses on summarizing the variability of statistical data known as the analysis of variance table. Penned in a readable style, it provides an up-to-date treatment of research in the area. The book begins with the history of analysis of variance and continues with discussions of balanced data, analysis of variance for unbalanced data, predictions of random variables, hierarchical models and Bayesian estimation, binary and discrete data, and the dispersion mean model.

WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists.". . .this is a very competently written and useful addition to the statistical literature; a book every statistician should look at and that many should study!"—Short Book Reviews, International Statistical Institute". . .reading this book was an enjoyable learning experience. The suggestions and recommendations on the methods [make] this book an excellent reference for anyone interested in simulation. With its compact structure and good coverage of material, it [is] an excellent textbook for a simulation course."—Technometrics". . .this work is an excellent comprehensive guide to simulation methods, written by a very competent author. It is especially recommended for those users of simulation methods who want more than a 'cook book'. "—Mathematics AbstractsThis book is a comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. It covers both the technical aspects of the subject, such as the generation of random numbers, non-uniform random variates and stochastic processes, and the use of simulation. Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation output, and more.

WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected booksthat have been made more accessible to consumers in an effort toincrease global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists. "This book is intended to teach useful matrix algebra to 'students,teachers, consultants, researchers, and practitioners' in'statistics and other quantitative methods'.The author concentrateson practical matters, and writes in a friendly and informal style .. . this is a useful and enjoyable book to have at hand."-Biometrics This book is an easy-to-understand guide to matrix algebra and itsuses in statistical analysis. The material is presented in anexplanatory style rather than the formal theorem-proof format. Thisself-contained text includes numerous applied illustrations,numerical examples, and exercises.

Classical statistical techniques fail to cope well with deviations from a standard distribution. Robust statistical methods take into account these deviations while estimating the parameters of parametric models, thus increasing the accuracy of the inference. Research into robust methods is flourishing, with new methods being developed and different applications considered. Robust Statistics sets out to explain the use of robust methods and their theoretical justification. It provides an up-to-date overview of the theory and practical application of the robust statistical methods in regression, multivariate analysis, generalized linear models and time series. This unique book: Enables the reader to select and use the most appropriate robust method for their particular statistical model.Features computational algorithms for the core methods.Covers regression methods for data mining applications.Includes examples with real data and applications using the S-Plus robust statistics library.Describes the theoretical and operational aspects of robust methods separately, so the reader can choose to focus on one or the other.Supported by a supplementary website featuring time-limited S-Plus download, along with datasets and S-Plus code to allow the reader to reproduce the examples given in the book.Robust Statistics aims to stimulate the use of robust methods as a powerful tool to increase the reliability and accuracy of statistical modelling and data analysis. It is ideal for researchers, practitioners and graduate students of statistics, electrical, chemical and biochemical engineering, and computer vision. There is also much to benefit researchers from other sciences, such as biotechnology, who need to use robust statistical methods in their work.

Bayesian methods are increasingly being used in the social sciences, as the problems encountered lend themselves so naturally to the subjective qualities of Bayesian methodology. This book provides an accessible introduction to Bayesian methods, tailored specifically for social science students. It contains lots of real examples from political science, psychology, sociology, and economics, exercises in all chapters, and detailed descriptions of all the key concepts, without assuming any background in statistics beyond a first course. It features examples of how to implement the methods using WinBUGS – the most-widely used Bayesian analysis software in the world – and R – an open-source statistical software. The book is supported by a Website featuring WinBUGS and R code, and data sets.

Spatial epidemiology is the description and analysis of the geographical distribution of disease. It is more important now than ever, with modern threats such as bio-terrorism making such analysis even more complex. This second edition of Statistical Methods in Spatial Epidemiology is updated and expanded to offer a complete coverage of the analysis and application of spatial statistical methods. The book is divided into two main sections: Part 1 introduces basic definitions and terminology, along with map construction and some basic models. This is expanded upon in Part II by applying this knowledge to the fundamental problems within spatial epidemiology, such as disease mapping, ecological analysis, disease clustering, bio-terrorism, space-time analysis, surveillance and infectious disease modelling. Provides a comprehensive overview of the main statistical methods used in spatial epidemiology.Updated to include a new emphasis on bio-terrorism and disease surveillance.Emphasizes the importance of space-time modelling and outlines the practical application of the method.Discusses the wide range of software available for analyzing spatial data, including WinBUGS, SaTScan and R, and features an accompanying website hosting related software.Contains numerous data sets, each representing a different approach to the analysis, and provides an insight into various modelling techniques.This text is primarily aimed at medical statisticians, researchers and practitioners from public health and epidemiology. It is also suitable for postgraduate students of statistics and epidemiology, as well professionals working in government agencies.

Bayesian methods combine information available from data with any prior information available from expert knowledge. The Bayes linear approach follows this path, offering a quantitative structure for expressing beliefs, and systematic methods for adjusting these beliefs, given observational data. The methodology differs from the full Bayesian methodology in that it establishes simpler approaches to belief specification and analysis based around expectation judgements. Bayes Linear Statistics presents an authoritative account of this approach, explaining the foundations, theory, methodology, and practicalities of this important field. The text provides a thorough coverage of Bayes linear analysis, from the development of the basic language to the collection of algebraic results needed for efficient implementation, with detailed practical examples.The book covers: The importance of partial prior specifications for complex problems where it is difficult to supply a meaningful full prior probability specification.Simple ways to use partial prior specifications to adjust beliefs, given observations.Interpretative and diagnostic tools to display the implications of collections of belief statements, and to make stringent comparisons between expected and actual observations.General approaches to statistical modelling based upon partial exchangeability judgements.Bayes linear graphical models to represent and display partial belief specifications, organize computations, and display the results of analyses.Bayes Linear Statistics is essential reading for all statisticians concerned with the theory and practice of Bayesian methods. There is an accompanying website hosting free software and guides to the calculations within the book.

Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators provides a uniquely broad compendium of the key mathematical concepts and results that are relevant for the theoretical development of functional data analysis (FDA).The self–contained treatment of selected topics of functional analysis and operator theory includes reproducing kernel Hilbert spaces, singular value decomposition of compact operators on Hilbert spaces and perturbation theory for both self–adjoint and non self–adjoint operators. The probabilistic foundation for FDA is described from the perspective of random elements in Hilbert spaces as well as from the viewpoint of continuous time stochastic processes. Nonparametric estimation approaches including kernel and regularized smoothing are also introduced. These tools are then used to investigate the properties of estimators for the mean element, covariance operators, principal components, regression function and canonical correlations. A general treatment of canonical correlations in Hilbert spaces naturally leads to FDA formulations of factor analysis, regression, MANOVA and discriminant analysis.This book will provide a valuable reference for statisticians and other researchers interested in developing or understanding the mathematical aspects of FDA. It is also suitable for a graduate level special topics course.

This book offers a predominantly theoretical coverage of statistical prediction, with some potential applications discussed, when data and/ or parameters belong to a large or infinite dimensional space. It develops the theory of statistical prediction, non-parametric estimation by adaptive projection – with applications to tests of fit and prediction, and theory of linear processes in function spaces with applications to prediction of continuous time processes. This work is in the Wiley-Dunod Series co-published between Dunod (www.dunod.com) and John Wiley and Sons, Ltd.

Bayesian methods combine the evidence from the data at hand with previous quantitative knowledge to analyse practical problems in a wide range of areas. The calculations were previously complex, but it is now possible to routinely apply Bayesian methods due to advances in computing technology and the use of new sampling methods for estimating parameters. Such developments together with the availability of freeware such as WINBUGS and R have facilitated a rapid growth in the use of Bayesian methods, allowing their application in many scientific disciplines, including applied statistics, public health research, medical science, the social sciences and economics.Following the success of the first edition, this reworked and updated book provides an accessible approach to Bayesian computing and analysis, with an emphasis on the principles of prior selection, identification and the interpretation of real data sets.The second edition: Provides an integrated presentation of theory, examples, applications and computer algorithms.Discusses the role of Markov Chain Monte Carlo methods in computing and estimation.Includes a wide range of interdisciplinary applications, and a large selection of worked examples from the health and social sciences.Features a comprehensive range of methodologies and modelling techniques, and examines model fitting in practice using Bayesian principles.Provides exercises designed to help reinforce the reader's knowledge and a supplementary website containing data sets and relevant programs.Bayesian Statistical Modelling is ideal for researchers in applied statistics, medical science, public health and the social sciences, who will benefit greatly from the examples and applications featured. The book will also appeal to graduate students of applied statistics, data analysis and Bayesian methods, and will provide a great source of reference for both researchers and students.Praise for the First Edition:"It is a remarkable achievement to have carried out such a range of analysis on such a range of data sets. I found this book comprehensive and stimulating, and was thoroughly impressed with both the depth and the range of the discussions it contains."—ISI - Short Book Reviews"This is an excellent introductory book on Bayesian modelling techniques and data analysis."—Biometrics"The book fills an important niche in the statistical literature and should be a very valuable resource for students and professionals who are utilizing Bayesian methods."—Journal of Mathematical Psychology

***Winner of the 2008 Ziegel Prize for outstanding new book of the year*** Structural equation modeling (SEM) is a powerful multivariate method allowing the evaluation of a series of simultaneous hypotheses about the impacts of latent and manifest variables on other variables, taking measurement errors into account. As SEMs have grown in popularity in recent years, new models and statistical methods have been developed for more accurate analysis of more complex data. A Bayesian approach to SEMs allows the use of prior information resulting in improved parameter estimates, latent variable estimates, and statistics for model comparison, as well as offering more reliable results for smaller samples.Structural Equation Modeling introduces the Bayesian approach to SEMs, including the selection of prior distributions and data augmentation, and offers an overview of the subject’s recent advances. Demonstrates how to utilize powerful statistical computing tools, including the Gibbs sampler, the Metropolis-Hasting algorithm, bridge sampling and path sampling to obtain the Bayesian results.Discusses the Bayes factor and Deviance Information Criterion (DIC) for model comparison.Includes coverage of complex models, including SEMs with ordered categorical variables, and dichotomous variables, nonlinear SEMs, two-level SEMs, multisample SEMs, mixtures of SEMs, SEMs with missing data, SEMs with variables from an exponential family of distributions, and some of their combinations.Illustrates the methodology through simulation studies and examples with real data from business management, education, psychology, public health and sociology.Demonstrates the application of the freely available software WinBUGS via a supplementary website featuring computer code and data sets.Structural Equation Modeling: A Bayesian Approach is a multi-disciplinary text ideal for researchers and students in many areas, including: statistics, biostatistics, business, education, medicine, psychology, public health and social science.

An insightful approach to the analysis of variance in the study of linear models Linear Models explores the theory of linear models and the dynamic relationships that these models have with Analysis of Variance (ANOVA), experimental design, and random and mixed-model effects. This one-of-a-kind book emphasizes an approach that clearly explains the distribution theory of linear models and experimental design starting from basic mathematical concepts in linear algebra.The author begins with a presentation of the classic fixed-effects linear model and goes on to illustrate eight common linear models, along with the value of their use in statistics. From this foundation, subsequent chapters introduce concepts pertaining to the linear model, starting with vector space theory and the theory of least-squares estimation. An outline of the Helmert matrix is also presented, along with a thorough explanation of how the ANOVA is created in both typical two-way and higher layout designs, ultimately revealing the distribution theory. Other important topics covered include: Vector space theory The theory of least squares estimation Gauss-Markov theorem Kronecker products Diagnostic and robust methods for linear models Likelihood approaches to estimation A discussion of Bayesian theory is also included for purposes of comparison and contrast, and numerous illustrative exercises assist the reader with uncovering the nature of the models, using both classic and new data sets. Requiring only a working knowledge of basic probability and statistical inference, Linear Models is a valuable book for courses on linear models at the upper-undergraduate and graduate levels. It is also an excellent reference for practitioners who use linear models to conduct research in the fields of econometrics, psychology, sociology, biology, and agriculture.

Robust statistics is an extension of classical statistics that specifically takes into account the concept that the underlying models used to describe data are only approximate. Its basic philosophy is to produce statistical procedures which are stable when the data do not exactly match the postulated models as it is the case for example with outliers. Robust Methods in Biostatistics proposes robust alternatives to common methods used in statistics in general and in biostatistics in particular and illustrates their use on many biomedical datasets. The methods introduced include robust estimation, testing, model selection, model check and diagnostics. They are developed for the following general classes of models: Linear regressionGeneralized linear modelsLinear mixed modelsMarginal longitudinal data modelsCox survival analysis modelThe methods are introduced both at a theoretical and applied level within the framework of each general class of models, with a particular emphasis put on practical data analysis. This book is of particular use for research students,applied statisticians and practitioners in the health field interested in more stable statistical techniques. An accompanying website provides R code for computing all of the methods described, as well as for analyzing all the datasets used in the book.

Multivariable regression models are of fundamental importance in all areas of science in which empirical data must be analyzed. This book proposes a systematic approach to building such models based on standard principles of statistical modeling. The main emphasis is on the fractional polynomial method for modeling the influence of continuous variables in a multivariable context, a topic for which there is no standard approach. Existing options range from very simple step functions to highly complex adaptive methods such as multivariate splines with many knots and penalisation. This new approach, developed in part by the authors over the last decade, is a compromise which promotes interpretable, comprehensible and transportable models.

Meta Analysis: A Guide to Calibrating and Combining Statistical Evidence acts as a source of basic methods for scientists wanting to combine evidence from different experiments. The authors aim to promote a deeper understanding of the notion of statistical evidence. The book is comprised of two parts – The Handbook, and The Theory. The Handbook is a guide for combining and interpreting experimental evidence to solve standard statistical problems. This section allows someone with a rudimentary knowledge in general statistics to apply the methods. The Theory provides the motivation, theory and results of simulation experiments to justify the methodology. This is a coherent introduction to the statistical concepts required to understand the authors’ thesis that evidence in a test statistic can often be calibrated when transformed to the right scale.

WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "[This book] provides an excellent discussion of the methodology and interpretation of linear models analysis of unbalanced data (data having unequal numbers of observations in the subclasses), generally without matrices?the author does an excellent job of emphasizing the more practical nature of the book. Highly recommended for graduate and undergraduate libraries."â?"Choice "This is a very comprehensive text, aimed at both students studying linear-model theory and practicing statisticians who require an understanding of the model-fitting procedures incorporated in statistical packages?This book should be considered as a text for college courses as it provides a clearly presented and thorough treatment of linear models. It will also be useful to any practicing statistician who has to analyze unbalanced data, perhaps arising from surveys, and wishes to understand the output from model-fitting procedures and the discrepancies in analysis from one recognized package to another."â?"Biometrics This newly available and affordably priced paperback version of Linear Models for Unbalanced Data offers a presentation of the fundamentals of linear statistical models unique in its total devotion to unbalanced data and its emphasis on the up-to-date cell means model approach to linear models for unbalanced data. Topic coverage includes cell means models, 1-way classification, nested classifications, 2-way classification with some-cells-empty data, models with covariables, matrix algebra and quadratic forms, linear model theory, and much more.

WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists."Exploring Data Tables, Trends, and Shapes (EDTTS) was written as a companion volume to the same editors' book, Understanding Robust and Exploratory Data Analysis (UREDA). Whereas UREDA is a collection of exploratory and resistant methods of estimation and display, EDTTS goes a step further, describing multivariate and more complicated techniques . . . I feel that the authors have made a very significant contribution in the area of multivariate nonparametric methods. This book [is] a valuable source of reference to researchers in the area."—Technometrics"This edited volume . . . provides an important theoretical and philosophical extension to the currently popular statistical area of Exploratory Data Analysis, which seeks to reveal structure, or simple descriptions, in data . . . It is . . . an important reference volume which any statistical library should consider seriously."—The StatisticianThis newly available and affordably priced paperback version of Exploring Data Tables, Trends, and Shapes presents major advances in exploratory data analysis and robust regression methods and explains the techniques, relating them to classical methods. The book addresses the role of exploratory and robust techniques in the overall data-analytic enterprise, and it also presents new methods such as fitting by organized comparisons using the square combining table and identifying extreme cells in a sizable contingency table with probabilistic and exploratory approaches. The book features a chapter on using robust regression in less technical language than available elsewhere. Conceptual support for each technique is also provided.

A valuable new edition of the trusted, practical guide to managing data in clinical trials Regardless of size, type, or complexity, accurate results for any clinical trial are ultimately determined by the quality of the collected data. Management of Data in Clinical Trials, Second Edition explores data management and trial organization as the keys to developing an accurate and reliable clinical trial. With a focus on the traditional aspects of data collection as well as recent advances in technology, this new edition provides a complete and accessible guide to the management structure of a clinical trial, from planning and development to design and analysis. Practical approaches that result in the collection of complete and timely data are also provided. While maintaining a comprehensive overview of the knowledge and tools that are essential for the organization of a modern clinical trial, the author has expanded the topical coverage in the Second Edition to reflect the possible uses of recent advances in technology in the data collection process. In addition, the Second Edition discusses the impact of international regulations governing the conduct of clinical trials and provides guidelines on ensuring compliance with national requirements. Newly featured topics include: The growing availability of "off-the-shelf" solutions for clinical trialsPotential models for collaboration in the conduct of clinical trials between academia and the pharmaceutical industryThe increasing use of the Internet in the collection of data and management of trialsRegulatory requirements worldwide and compliance with the ICH Good Clinical Practice (GCP) GuidelinesDevelopment of Standard Operating Procedures for the conduct of clinical trialsComplete with chapter summaries that reinforce key points as well as over one hundred examples, Management of Data in Clinical Trials, Second Edition is an ideal resource for practitioners in the clinical research community who are involved in the development of clinical trials, including data managers, research associates, data coordinators, physicians, and statisticians. This book also serves as an excellent supplemental text for courses in clinical trials at both the undergraduate and graduate levels.

An expert introduction to stage-wise adaptive designs in all areas of statistics Stage-Wise Adaptive Designs presents the theory and methodology of stage-wise adaptive design across various areas of study within the field of statistics, from sampling surveys and time series analysis to generalized linear models and decision theory. Providing the necessary background material along with illustrative S-PLUS functions, this book serves as a valuable introduction to the problems of adaptive designs.The author begins with a cohesive introduction to the subject and goes on to concentrate on generalized linear models, followed by stage-wise sampling procedures in sampling surveys. Adaptive forecasting in the area of time series analysis is presented in detail, and two chapters are devoted to applications in clinical trials. Bandits problems are also given a thorough treatment along with sequential detection of change-points, sequential applications in industrial statistics, and software reliability.S-Plus functions are available to accompany particular computations, and all examples can be worked out using R, which is available on the book's related FTP site. In addition, a detailed appendix outlines the use of these software functions, while an extensive bibliography directs readers to further research on the subject matter.Assuming only a basic background in statistical topics, Stage-Wise Adaptive Designs is an excellent supplement to statistics courses at the upper-undergraduate and graduate levels. It also serves as a valuable reference for researchers and practitioners in the fields of statistics and biostatistics.

The most comprehensive and applied discussion of stated choice experiment constructions available The Construction of Optimal Stated Choice Experiments provides an accessible introduction to the construction methods needed to create the best possible designs for use in modeling decision-making. Many aspects of the design of a generic stated choice experiment are independent of its area of application, and until now there has been no single book describing these constructions. This book begins with a brief description of the various areas where stated choice experiments are applicable, including marketing and health economics, transportation, environmental resource economics, and public welfare analysis. The authors focus on recent research results on the construction of optimal and near-optimal choice experiments and conclude with guidelines and insight on how to properly implement these results. Features of the book include: Construction of generic stated choice experiments for the estimation of main effects only, as well as experiments for the estimation of main effects plus two-factor interactionsConstructions for choice sets of any size and for attributes with any number of levels A discussion of designs that contain a none option or a common base option Practical techniques for the implementation of the constructions Class-tested material that presents theoretical discussion of optimal design Complete and extensive references to the mathematical and statistical literature for the constructions Exercise sets in most chapters, which reinforce the understanding of the presented material The Construction of Optimal Stated Choice Experiments serves as an invaluable reference guide for applied statisticians and practitioners in the areas of marketing, health economics, transport, and environmental evaluation. It is also ideal as a supplemental text for courses in the design of experiments, decision support systems, and choice models. A companion web site is available for readers to access web-based software that can be used to implement the constructions described in the book.

The authority on building empirical models and the fitting of such surfaces to data—completely updated and revised Revising and updating a volume that represents the essential source on building empirical models, George Box and Norman Draper—renowned authorities in this field—continue to set the standard with the Second Edition of Response Surfaces, Mixtures, and Ridge Analyses, providing timely new techniques, new exercises, and expanded material.A comprehensive introduction to building empirical models, this book presents the general philosophy and computational details of a number of important topics, including factorial designs at two levels; fitting first and second-order models; adequacy of estimation and the use of transformation; and occurrence and elucidation of ridge systems.Substantially rewritten, the Second Edition reflects the emergence of ridge analysis of second-order response surfaces as a very practical tool that can be easily applied in a variety of circumstances. This unique, fully developed coverage of ridge analysis—a technique for exploring quadratic response surfaces including surfaces in the space of mixture ingredients and/or subject to linear restrictions—includes MINITAB® routines for performing the calculations for any number of dimensions.Many additional figures are included in the new edition, and new exercises (many based on data from published papers) offer insight into the methods used. The exercises and their solutions provide a variety of supplementary examples of response surface use, forming an extremely important component of the text.Response Surfaces, Mixtures, and Ridge Analyses, Second Edition presents material in a logical and understandable arrangement and includes six new chapters covering an up-to-date presentation of standard ridge analysis (without restrictions); design and analysis of mixtures experiments; ridge analysis methods when there are linear restrictions in the experimental space including the mixtures experiments case, with or without further linear restrictions; and canonical reduction of second-order response surfaces in the foregoing general case.Additional features in the new edition include: New exercises with worked answers added throughoutAn extensive revision of Chapter 5: Blocking and Fractionating 2k DesignsAdditional discussion on the projection of two-level designs into lower dimensional spacesThis is an ideal reference for researchers as well as a primary text for Response Surface Methodology graduate-level courses and a supplementary text for Design of Experiments courses at the upper-undergraduate and beginning-graduate levels.

An accessible and self-contained introduction to statistical models-now in a modernized new edition Generalized, Linear, and Mixed Models, Second Edition provides an up-to-date treatment of the essential techniques for developing and applying a wide variety of statistical models. The book presents thorough and unified coverage of the theory behind generalized, linear, and mixed models and highlights their similarities and differences in various construction, application, and computational aspects. A clear introduction to the basic ideas of fixed effects models, random effects models, and mixed models is maintained throughout, and each chapter illustrates how these models are applicable in a wide array of contexts. In addition, a discussion of general methods for the analysis of such models is presented with an emphasis on the method of maximum likelihood for the estimation of parameters. The authors also provide comprehensive coverage of the latest statistical models for correlated, non-normally distributed data. Thoroughly updated to reflect the latest developments in the field, the Second Edition features: A new chapter that covers omitted covariates, incorrect random effects distribution, correlation of covariates and random effects, and robust variance estimationA new chapter that treats shared random effects models, latent class models, and properties of modelsA revised chapter on longitudinal data, which now includes a discussion of generalized linear models, modern advances in longitudinal data analysis, and the use between and within covariate decompositionsExpanded coverage of marginal versus conditional modelsNumerous new and updated examples With its accessible style and wealth of illustrative exercises, Generalized, Linear, and Mixed Models, Second Edition is an ideal book for courses on generalized linear and mixed models at the upper-undergraduate and beginning-graduate levels. It also serves as a valuable reference for applied statisticians, industrial practitioners, and researchers.

This concise, yet thorough, book is enhanced with simulations and graphs to build the intuition of readers Models for Probability and Statistical Inference was written over a five-year period and serves as a comprehensive treatment of the fundamentals of probability and statistical inference. With detailed theoretical coverage found throughout the book, readers acquire the fundamentals needed to advance to more specialized topics, such as sampling, linear models, design of experiments, statistical computing, survival analysis, and bootstrapping. Ideal as a textbook for a two-semester sequence on probability and statistical inference, early chapters provide coverage on probability and include discussions of: discrete models and random variables; discrete distributions including binomial, hypergeometric, geometric, and Poisson; continuous, normal, gamma, and conditional distributions; and limit theory. Since limit theory is usually the most difficult topic for readers to master, the author thoroughly discusses modes of convergence of sequences of random variables, with special attention to convergence in distribution. The second half of the book addresses statistical inference, beginning with a discussion on point estimation and followed by coverage of consistency and confidence intervals. Further areas of exploration include: distributions defined in terms of the multivariate normal, chi-square, t, and F (central and non-central); the one- and two-sample Wilcoxon test, together with methods of estimation based on both; linear models with a linear space-projection approach; and logistic regression. Each section contains a set of problems ranging in difficulty from simple to more complex, and selected answers as well as proofs to almost all statements are provided. An abundant amount of figures in addition to helpful simulations and graphs produced by the statistical package S-Plus(r) are included to help build the intuition of readers.

A complete and up-to-date discussion of optimal split plot and split block designs Variations on Split Plot and Split Block Experiment Designs provides a comprehensive treatment of the design and analysis of two types of trials that are extremely popular in practice and play an integral part in the screening of applied experimental designs--split plot and split block experiments. Illustrated with numerous examples, this book presents a theoretical background and provides two and three error terms, a thorough review of the recent work in the area of split plot and split blocked experiments, and a number of significant results. Written by renowned specialists in the field, this book features:* Discussions of non-standard designs in addition to coverage of split block and split plot designs* Two chapters on combining split plot and split block designs and missing observations, which are unique to this book and to the field of study* SAS? commands spread throughout the book, which allow readers to bypass tedious computation and reveal startling observations* Detailed formulae and thorough remarks at the end of each chapter* Extensive data sets, which are posted on the book's FTP site The design and analysis approach advocated in Variations on Split Plot and Split Block Experiment Designs is essential in creating tailor-made experiments for applied statisticians from industry, medicine, agriculture, chemistry, and other fields of study.

"Over the years, I have had the opportunity to teach several regression courses, and I cannot think of a better undergraduate text than this one."—The American Statistician"The book is well written and has many exercises. It can serve as a very good textbook for scientists and engineers, with only basic statistics as a prerequisite. I also highly recommend it to practitioners who want to solve real-life prediction problems." (Computing Reviews)Modern Regression Methods, Second Edition maintains the accessible organization, breadth of coverage, and cutting-edge appeal that earned its predecessor the title of being one of the top five books for statisticians by an Amstat News book editor in 2003. This new edition has been updated and enhanced to include all-new information on the latest advances and research in the evolving field of regression analysis.The book provides a unique treatment of fundamental regression methods, such as diagnostics, transformations, robust regression, and ridge regression. Unifying key concepts and procedures, this new edition emphasizes applications to provide a more hands-on and comprehensive understanding of regression diagnostics. New features of the Second Edition include: A revised chapter on logistic regression, including improved methods of parameter estimationA new chapter focusing on additional topics of study in regression, including quantile regression, semiparametric regression, and Poisson regressionA wealth of new and updated exercises with worked solutionsAn extensive FTP site complete with Minitab macros, which allow the reader to compute analyses, and specialized proceduresUpdated references at the end of each chapter that direct the reader to the appropriate resources for further studyAn accessible guide to state-of-the-art regression techniques, Modern Regression Methods, Second Edition is an excellent book for courses in regression analysis at the upper-undergraduate and graduate levels. It is also a valuable reference for practicing statisticians, engineers, and physical scientists.

Statistical science’s first coordinated manual of methods for analyzing ordered categorical data, now fully revised and updated, continues to present applications and case studies in fields as diverse as sociology, public health, ecology, marketing, and pharmacy. Analysis of Ordinal Categorical Data, Second Edition provides an introduction to basic descriptive and inferential methods for categorical data, giving thorough coverage of new developments and recent methods. Special emphasis is placed on interpretation and application of methods including an integrated comparison of the available strategies for analyzing ordinal data. Practitioners of statistics in government, industry (particularly pharmaceutical), and academia will want this new edition.