BOOK REVIEW
Methods and Applications of Linear Models:
on examining the data and transformations as well as theorems. Almost all the topics I use to test the Regression and the Analysis of Variance by Ronald R. Hocking, Wiley, New York, 1996. No. coverage were in the index -those that were not were really the concern of econometricians, and I of pages: 731. Price (cloth): $69.95. like the fact that mixed models are addressed in some detail. The blurb points out the use of the cell This is a substantial text in what is a crowded means model and the introduction of the AVE field. The layout is quite traditional. After the first method for variance component estimation. I confess motivational chapter, the next three chapters cover I think the data based motivation is more valuable the background required for a thorough discussion to the general reader. of linear models. This includes the distribution of In short, this is a sound book with a wide range quadratic forms, estimation, inference and simulon what are arguably the most important topics in taneous testing.
statistical modelling. This does, of course, imply The next seven chapters discuss the regression that the reader will need to put in some effort to model in detail. Chapters 12-14 cover fixed-effects extract what is there. While the text does motivate analysis of variance models, while the remaining the techniques discussed, the reader will need a two deal with mixed-effects models and unbalanced solid mathematical foundation. data. There are several appendices on 'mathematical There appear to be a few typographical errors. facts' such as Kronecker products, some statistical One point I found surprising and disturbing was the tables (F and the studentized range) together with poor quality of the typesetting. The right-hand marlistings of data sets. The data sets are interesting, gins are very narrow -no marginal notes hereand your reviewer managed to get files from the ftp and some of the diagrams are very poor. I felt that site discussed in the appendix.
this detracted from what is otherwise a good and This is an interesting and detailed account of the comprehensive text. linear model at a graduate level. I felt that it managed to give a pretty comprehensive account of the G. Janacek School of Mathematics theoretical background while at the same time keeping the practical problems in mind with good