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学习SAS的绝佳参考书系列1--Univariate and Multivariate General Linear Models: Theory and Ap [推广有奖]

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311819.pdf (4.05 MB, 需要: 2 个论坛币) UNIVARIATE & MULTIVARIATE General Linear Models: THEORY AND APPLICATIONS USING SAS SOFTWARE2nd EditionKevin H. KimNeil H. TimmMay 1, 2006这本书是著名学者Kevin Kim关于GLM的名作，对于想深入学习SAS和计量经济学的同学来说，是一本绝佳的参考书。如果不打算深入学习的话，这本书还是别下载了。感觉比较难，是美国研究生使用的高级课程教材。不好意思，上次上传后因为急着出去，没有来得及检查，加上最近一直只上传免费贴，收费都有些不习惯了。操作失误绝对不是为了学术欺骗，而是在上传后为了帖子的可读性而进行了文档的编辑，导致不小心删除了一个"["，从而下载链接失效。为了表达歉意，将该书重新上传，上次没有来得及上传的该书所配光盘资料（含书中涉及的SAS程序、数据、图表等资料）继续上传。并将该帖收费减少到2元。已经购买该贴的同学，将返还其扣除的金额。因为我在外地，操作系统没有相关权限，请本版的版主加以帮助。

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关键词：Multivariate multivariat Univariate Variate General Theory Applications Using SAS General

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ContentsPreface xi1 Overview of the General Linear Model 11.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.2 The General Linear Model . . . . . . . . . . . . . . . . . . . . . . 11.3 The Restricted General Linear Model . . . . . . . . . . . . . . . . 31.4 The Multivariate Normal Distribution . . . . . . . . . . . . . . . . 41.5 Elementary Properties of Normal Random Variables . . . . . . . . . 81.6 Hypothesis Testing . . . . . . . . . . . . . . . . . . . . . . . . . . 91.7 Generating Multivariate Normal Data . . . . . . . . . . . . . . . . 101.8 Assessing Univariate Normality . . . . . . . . . . . . . . . . . . . 111.8.1 Normally and Nonnormally Distributed Data . . . . . . . . 121.8.2 Real Data Example . . . . . . . . . . . . . . . . . . . . . . 151.9 Assessing Multivariate Normality with Chi-square Plots . . . . . . . 151.9.1 Multivariate Normal Data . . . . . . . . . . . . . . . . . . 181.9.2 Real Data Example . . . . . . . . . . . . . . . . . . . . . . 191.10 Using SAS INSIGHT . . . . . . . . . . . . . . . . . . . . . . . . . 191.10.1 Ramus Bone Data . . . . . . . . . . . . . . . . . . . . . . 191.10.2 Risk-taking Behavior Data . . . . . . . . . . . . . . . . . . 211.11 Three-Dimensional Plots . . . . . . . . . . . . . . . . . . . . . . . 232 Unrestricted General Linear Models 252.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252.2 Linear Models without Restrictions . . . . . . . . . . . . . . . . . . 252.3 Hypothesis Testing . . . . . . . . . . . . . . . . . . . . . . . . . . 262.4 Simultaneous Inference . . . . . . . . . . . . . . . . . . . . . . . . 282.5 Multiple Linear Regression . . . . . . . . . . . . . . . . . . . . . . 302.5.1 Classical and Normal Regression Models . . . . . . . . . . 312.5.2 Random Classical and Jointly Normal Regression Models . 422.6 Linear Mixed Models . . . . . . . . . . . . . . . . . . . . . . . . . 492.7 One-Way Analysis of Variance . . . . . . . . . . . . . . . . . . . . 532.7.1 Unrestricted Full Rank One-way Design . . . . . . . . . . . 542.7.2 Simultaneous Inference for the One-Way Design . . . . . . 562.7.3 Multiple Testing . . . . . . . . . . . . . . . . . . . . . . . 582.8 Multiple Linear Regression:Calibration . . . . . . . . . . . . . . . 582.8.1 Multiple Linear Regression: Prediction . . . . . . . . . . . 682.9 Two-way Nested Designs . . . . . . . . . . . . . . . . . . . . . . . 702.10 Intraclass Covariance Models . . . . . . . . . . . . . . . . . . . . . 723 Restricted General Linear Models 773.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 773.2 Estimation and Hypothesis Testing . . . . . . . . . . . . . . . . . . 773.3 Two-Way Factorial Design without Interaction . . . . . . . . . . . . 793.4 Latin Square Designs . . . . . . . . . . . . . . . . . . . . . . . . . 873.5 Repeated Measures Designs . . . . . . . . . . . . . . . . . . . . . 893.5.1 Univariate Mixed ANOVA Model, Full Rank Representationfor a Split Plot Design . . . . . . . . . . . . . . . . . . . . 903.5.2 Univariate Mixed Linear Model, Less than Full Rank Representation. . . . . . . . . . . . . . . . . . . . . . . . . . . 953.5.3 Test for Equal Covariance Matrices and for Circularity . . . 973.6 Analysis of Covariance . . . . . . . . . . . . . . . . . . . . . . . . 1003.6.1 ANCOVA with One Covariate . . . . . . . . . . . . . . . . 1023.6.2 ANCOVA with Two Covariates . . . . . . . . . . . . . . . 1043.6.3 ANCOVA Nested Designs . . . . . . . . . . . . . . . . . . 1064 Weighted General Linear Models 1094.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1094.2 Estimation and Hypothesis Testing . . . . . . . . . . . . . . . . . . 1104.3 OLSE versus FGLS . . . . . . . . . . . . . . . . . . . . . . . . . . 1134.4 General Linear Mixed Model Continued . . . . . . . . . . . . . . . 1144.4.1 Example: Repeated Measures Design . . . . . . . . . . . . 1174.4.2 Estimating the df for the F statistic in GLMMs . . . . . . . 1184.5 Maximum Likelihood Estimation and Fisher’s Information Matrix . 1194.6 WLSE for data Heteroscedasticity . . . . . . . . . . . . . . . . . . 1214.7 WLSE for Correlated Errors . . . . . . . . . . . . . . . . . . . . . 1244.8 FGLS for Categorical Data . . . . . . . . . . . . . . . . . . . . . . 1274.8.1 Overview of the Categorical Data Model . . . . . . . . . . 1274.8.2 Marginal Homogeneity . . . . . . . . . . . . . . . . . . . . 1304.8.3 Homogeneity of Proportions . . . . . . . . . . . . . . . . . 1324.8.4 Independence . . . . . . . . . . . . . . . . . . . . . . . . . 1384.8.5 Univariate Mixed Linear Model, Less than Full Rank Representation. . . . . . . . . . . . . . . . . . . . . . . . . . . 1415 Multivariate General Linear Models 1435.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1435.2 Developing the Model . . . . . . . . . . . . . . . . . . . . . . . . 1435.3 Estimation Theory and Hypothesis Testing . . . . . . . . . . . . . . 1455.4 Multivariate Regression . . . . . . . . . . . . . . . . . . . . . . . . 1525.5 Classical and Normal Multivariate Linear Regression Models . . . . 1535.6 Jointly Multivariate Normal Regression Model . . . . . . . . . . . 1635.7 Multivariate Mixed Models and the Analysis of Repeated Measurements. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1715.8 Extended Linear Hypotheses . . . . . . . . . . . . . . . . . . . . . 1765.9 Multivariate Regression: Calibration and Prediction . . . . . . . . . 1825.9.1 Fixed X . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1825.9.2 Random X . . . . . . . . . . . . . . . . . . . . . . . . . . 1855.9.3 Random X, Prediction . . . . . . . . . . . . . . . . . . . . 1865.9.4 Overview - Candidate Model . . . . . . . . . . . . . . . . . 1865.9.5 Prediction and Shrinkage . . . . . . . . . . . . . . . . . . . 1875.10 Multivariate Regression: Influential Observations . . . . . . . . . . 1895.10.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 1915.11 Nonorthogonal MANOVA designs . . . . . . . . . . . . . . . . . . 1925.11.1 Unweighted Analysis . . . . . . . . . . . . . . . . . . . . . 1975.11.2 Weighted Analysis . . . . . . . . . . . . . . . . . . . . . . 1985.12 MANCOVA Designs . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.1 Overall tests . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.2 Tests of Additional Information . . . . . . . . . . . . . . . 2035.12.3 Results and Interpretation . . . . . . . . . . . . . . . . . . 2045.13 Stepdown Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 2065.14 Repeated Measures Analysis . . . . . . . . . . . . . . . . . . . . . 2085.14.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2095.15 Extended Linear Hypotheses . . . . . . . . . . . . . . . . . . . . . 2165.15.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 219X . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1825.9.2 Random X . . . . . . . . . . . . . . . . . . . . . . . . . . 1855.9.3 Random X, Prediction . . . . . . . . . . . . . . . . . . . . 1865.9.4 Overview - Candidate Model . . . . . . . . . . . . . . . . . 1865.9.5 Prediction and Shrinkage . . . . . . . . . . . . . . . . . . . 1875.10 Multivariate Regression: Influential Observations . . . . . . . . . . 1895.10.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 1915.11 Nonorthogonal MANOVA designs . . . . . . . . . . . . . . . . . . 1925.11.1 Unweighted Analysis . . . . . . . . . . . . . . . . . . . . . 1975.11.2 Weighted Analysis . . . . . . . . . . . . . . . . . . . . . . 1985.12 MANCOVA Designs . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.1 Overall tests . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.2 Tests of Additional Information . . . . . . . . . . . . . . . 2035.12.3 Results and Interpretation . . . . . . . . . . . . . . . . . . 2045.13 Stepdown Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 2065.14 Repeated Measures Analysis . . . . . . . . . . . . . . . . . . . . . 2085.14.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2095.15 Extended Linear Hypotheses . . . . . . . . . . . . . . . . . . . . . 2165.15.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 219X . . . . . . . . . . . . . . . . . . . . . . . . . . 1855.9.3 Random X, Prediction . . . . . . . . . . . . . . . . . . . . 1865.9.4 Overview - Candidate Model . . . . . . . . . . . . . . . . . 1865.9.5 Prediction and Shrinkage . . . . . . . . . . . . . . . . . . . 1875.10 Multivariate Regression: Influential Observations . . . . . . . . . . 1895.10.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 1915.11 Nonorthogonal MANOVA designs . . . . . . . . . . . . . . . . . . 1925.11.1 Unweighted Analysis . . . . . . . . . . . . . . . . . . . . . 1975.11.2 Weighted Analysis . . . . . . . . . . . . . . . . . . . . . . 1985.12 MANCOVA Designs . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.1 Overall tests . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.2 Tests of Additional Information . . . . . . . . . . . . . . . 2035.12.3 Results and Interpretation . . . . . . . . . . . . . . . . . . 2045.13 Stepdown Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 2065.14 Repeated Measures Analysis . . . . . . . . . . . . . . . . . . . . . 2085.14.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2095.15 Extended Linear Hypotheses . . . . . . . . . . . . . . . . . . . . . 2165.15.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 219X, Prediction . . . . . . . . . . . . . . . . . . . . 1865.9.4 Overview - Candidate Model . . . . . . . . . . . . . . . . . 1865.9.5 Prediction and Shrinkage . . . . . . . . . . . . . . . . . . . 1875.10 Multivariate Regression: Influential Observations . . . . . . . . . . 1895.10.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 1915.11 Nonorthogonal MANOVA designs . . . . . . . . . . . . . . . . . . 1925.11.1 Unweighted Analysis . . . . . . . . . . . . . . . . . . . . . 1975.11.2 Weighted Analysis . . . . . . . . . . . . . . . . . . . . . . 1985.12 MANCOVA Designs . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.1 Overall tests . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.2 Tests of Additional Information . . . . . . . . . . . . . . . 2035.12.3 Results and Interpretation . . . . . . . . . . . . . . . . . . 2045.13 Stepdown Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 2065.14 Repeated Measures Analysis . . . . . . . . . . . . . . . . . . . . . 2085.14.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2095.15 Extended Linear Hypotheses . . . . . . . . . . . . . . . . . . . . . 2165.15.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2196 Doubly Multivariate Linear Model 2236.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2236.2 Classical Model Development . . . . . . . . . . . . . . . . . . . . 2236.3 Responsewise Model Development . . . . . . . . . . . . . . . . . . 2266.4 The Multivariate Mixed Model . . . . . . . . . . . . . . . . . . . . 2276.5 Double Multivariate and Mixed Models . . . . . . . . . . . . . . . 2317 The Restricted MGLM and the Growth Curve Model 2437.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2437.2 The Restricted Multivariate General Linear Model . . . . . . . . . . 2437.3 The GMANOVA Model . . . . . . . . . . . . . . . . . . . . . . . 2477.4 Canonical Form of the GMANOVA Model . . . . . . . . . . . . . . 2537.5 Restricted Nonorthogonal Three-Factor Factorial MANOVA . . . . 2597.5.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2697.6 Restricted Intraclass Covariance Design . . . . . . . . . . . . . . . 2697.6.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2757.7 Growth Curve Analysis . . . . . . . . . . . . . . . . . . . . . . . . 2797.7.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2837.8 Multiple Response Growth Curves . . . . . . . . . . . . . . . . . . 2897.8.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2907.9 Single Growth Curve . . . . . . . . . . . . . . . . . . . . . . . . . 2947.9.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2948 The SUR Model and the Restricted GMANOVA model 2978.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2978.2 The MANOVA-GMANOVA Model . . . . . . . . . . . . . . . . . 2978.3 Tests of Fit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3038.4 Sum of Profiles and CGMANOVA Models . . . . . . . . . . . . . . 3058.5 The SUR Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3078.6 The Restricted GMANOVA Model . . . . . . . . . . . . . . . . . . 3148.7 GMANOVA-SUR: One Population . . . . . . . . . . . . . . . . . . 3178.7.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 3178.8 GMANOVA-SUR: Several Populations . . . . . . . . . . . . . . . 3198.8.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 3198.9 SUR Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3198.9.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 3238.10 Two-Period Crossover Design with Changing Covariates . . . . . . 3288.10.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 3298.11 Repeated Measurements with Changing Covariates . . . . . . . . . 3348.11.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 3358.12 MANOVA-GMANOVA Model . . . . . . . . . . . . . . . . . . . . 3378.12.1 Results and interpretation . . . . . . . . . . . . . . . . . . 3388.13 CGMANOVA Model . . . . . . . . . . . . . . . . . . . . . . . . . 3448.13.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 3469 Simultaneous Inference Using Finite Intersection Tests 3499.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3499.2 Finite Intersection Tests . . . . . . . . . . . . . . . . . . . . . . . . 3499.3 Finite Intersection Tests of Univariate Means . . . . . . . . . . . . 3509.4 Finite Intersection Tests for Linear Models . . . . . . . . . . . . . . 3549.5 A Comparisons of Some Tests of Univariate Means . . . . . . . . . 3559.5.1 Single-Step Methods . . . . . . . . . . . . . . . . . . . . . 3559.5.2 Stepdown Methods . . . . . . . . . . . . . . . . . . . . . . 3579.6 Analysis of Means Analysis . . . . . . . . . . . . . . . . . . . . . 3589.7 Simultaneous Test Procedures for Mean Vectors . . . . . . . . . . . 3609.8 Finite Intersection Test of Mean Vectors . . . . . . . . . . . . . . . 3629.9 Finite Intersection Test of Mean Vectors with Covariates . . . . . . 3669.10 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3689.11 Univariate: One-way ANOVA . . . . . . . . . . . . . . . . . . . . 3699.12 Multivariate: One-way MANOVA . . . . . . . . . . . . . . . . . . 3729.13 Multivariate: One-way MANCOVA . . . . . . . . . . . . . . . . . 37910 Computing Power for Univariate and Multivariate GLM 38110.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38110.2 Power for Univariate GLMs . . . . . . . . . . . . . . . . . . . . . 38310.3 Estimating Power, Sample Size, and Effect Size for the GLM . . . . 38410.3.1 Power and Sample Size . . . . . . . . . . . . . . . . . . . . 38410.3.2 Effect Size . . . . . . . . . . . . . . . . . . . . . . . . . . 38510.4 Power and Sample Size based upon Interval-Estimation . . . . . . . 38810.5 Calculating Power and Sample Size for Some Mixed Models . . . . 39010.5.1 Random One-Way ANOVA Design . . . . . . . . . . . . . 39010.5.2 Two Factor Mixed Nested ANOVA Design . . . . . . . . . 39610.6 Power for Multivariate GLMs . . . . . . . . . . . . . . . . . . . . 40010.7 Power and Effect Size Analysis for Univariate GLMs . . . . . . . . 40110.7.1 One-Way ANOVA . . . . . . . . . . . . . . . . . . . . . . 40110.7.2 Three-Way ANOVA . . . . . . . . . . . . . . . . . . . . . 40310.7.3 One-Way ANCOVA Design with two covariates . . . . . . 40510.8 Power and Sample Size based upon Interval-Estimation . . . . . . . 40510.8.1 One-Way ANOVA . . . . . . . . . . . . . . . . . . . . . . 40710.9 Power Analysis for Multivariate GLMs . . . . . . . . . . . . . . . 40910.9.1 Two Groups . . . . . . . . . . . . . . . . . . . . . . . . . . 40910.9.2 Repeated Measures Design . . . . . . . . . . . . . . . . . . 40911 Two-level Hierarchical Linear Models 41311.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41311.2 Two-level Hierarchical Linear Models . . . . . . . . . . . . . . . . 41311.3 Random Coefficient Model: One Population . . . . . . . . . . . . . 42411.4 Random Coefficient Model: Several Populations . . . . . . . . . . . 43511.5 Mixed Model Repeated Measures . . . . . . . . . . . . . . . . . . 44011.6 Mixed Model Repeated Measures with Changing Covariates . . . . 44211.7 Two-Level Hierarchical Linear Models . . . . . . . . . . . . . . . . 44312 Incomplete Repeated Measurement Data 45512.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45512.2 Missing Mechanisms . . . . . . . . . . . . . . . . . . . . . . . . . 45612.3 An FGLS Procedure . . . . . . . . . . . . . . . . . . . . . . . . . 45712.4 An ML Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . 46012.5 Imputations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46112.5.1 EM Algorithm . . . . . . . . . . . . . . . . . . . . . . . . 46212.5.2 Multiple Imputation . . . . . . . . . . . . . . . . . . . . . 46312.6 Repeated Measures Analysis . . . . . . . . . . . . . . . . . . . . . 46412.7 Repeated Measures with Changing Covariates . . . . . . . . . . . . 46412.8 Random Coefficient Model . . . . . . . . . . . . . . . . . . . . . . 46712.9 Growth Curve Analysis . . . . . . . . . . . . . . . . . . . . . . . . 47113 Structural Equation Modeling 47913.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47913.2 Model Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48113.3 Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48913.4 Model Fit in Practice . . . . . . . . . . . . . . . . . . . . . . . . . 49413.5 Model Modification . . . . . . . . . . . . . . . . . . . . . . . . . . 49613.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49813.7 Path Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49913.8 Confirmatory Factor Analysis . . . . . . . . . . . . . . . . . . . . . 50313.9 General SEM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 503References 511df for the F statistic in GLMMs . . . . . . . 1184.5 Maximum Likelihood Estimation and Fisher’s Information Matrix . 1194.6 WLSE for data Heteroscedasticity . . . . . . . . . . . . . . . . . . 1214.7 WLSE for Correlated Errors . . . . . . . . . . . . . . . . . . . . . 1244.8 FGLS for Categorical Data . . . . . . . . . . . . . . . . . . . . . . 1274.8.1 Overview of the Categorical Data Model . . . . . . . . . . 1274.8.2 Marginal Homogeneity . . . . . . . . . . . . . . . . . . . . 1304.8.3 Homogeneity of Proportions . . . . . . . . . . . . . . . . . 1324.8.4 Independence . . . . . . . . . . . . . . . . . . . . . . . . . 1384.8.5 Univariate Mixed Linear Model, Less than Full Rank Representation. . . . . . . . . . . . . . . . . . . . . . . . . . . 1415 Multivariate General Linear Models 1435.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1435.2 Developing the Model . . . . . . . . . . . . . . . . . . . . . . . . 1435.3 Estimation Theory and Hypothesis Testing . . . . . . . . . . . . . . 1455.4 Multivariate Regression . . . . . . . . . . . . . . . . . . . . . . . . 1525.5 Classical and Normal Multivariate Linear Regression Models . . . . 1535.6 Jointly Multivariate Normal Regression Model . . . . . . . . . . . 1635.7 Multivariate Mixed Models and the Analysis of Repeated Measurements. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1715.8 Extended Linear Hypotheses . . . . . . . . . . . . . . . . . . . . . 1765.9 Multivariate Regression: Calibration and Prediction . . . . . . . . . 1825.9.1 Fixed X . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1825.9.2 Random X . . . . . . . . . . . . . . . . . . . . . . . . . . 1855.9.3 Random X, Prediction . . . . . . . . . . . . . . . . . . . . 1865.9.4 Overview - Candidate Model . . . . . . . . . . . . . . . . . 1865.9.5 Prediction and Shrinkage . . . . . . . . . . . . . . . . . . . 1875.10 Multivariate Regression: Influential Observations . . . . . . . . . . 1895.10.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 1915.11 Nonorthogonal MANOVA designs . . . . . . . . . . . . . . . . . . 1925.11.1 Unweighted Analysis . . . . . . . . . . . . . . . . . . . . . 1975.11.2 Weighted Analysis . . . . . . . . . . . . . . . . . . . . . . 1985.12 MANCOVA Designs . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.1 Overall tests . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.2 Tests of Additional Information . . . . . . . . . . . . . . . 2035.12.3 Results and Interpretation . . . . . . . . . . . . . . . . . . 2045.13 Stepdown Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 2065.14 Repeated Measures Analysis . . . . . . . . . . . . . . . . . . . . . 2085.14.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2095.15 Extended Linear Hypotheses . . . . . . . . . . . . . . . . . . . . . 2165.15.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 219X . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1825.9.2 Random X . . . . . . . . . . . . . . . . . . . . . . . . . . 1855.9.3 Random X, Prediction . . . . . . . . . . . . . . . . . . . . 1865.9.4 Overview - Candidate Model . . . . . . . . . . . . . . . . . 1865.9.5 Prediction and Shrinkage . . . . . . . . . . . . . . . . . . . 1875.10 Multivariate Regression: Influential Observations . . . . . . . . . . 1895.10.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 1915.11 Nonorthogonal MANOVA designs . . . . . . . . . . . . . . . . . . 1925.11.1 Unweighted Analysis . . . . . . . . . . . . . . . . . . . . . 1975.11.2 Weighted Analysis . . . . . . . . . . . . . . . . . . . . . . 1985.12 MANCOVA Designs . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.1 Overall tests . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.2 Tests of Additional Information . . . . . . . . . . . . . . . 2035.12.3 Results and Interpretation . . . . . . . . . . . . . . . . . . 2045.13 Stepdown Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 2065.14 Repeated Measures Analysis . . . . . . . . . . . . . . . . . . . . . 2085.14.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2095.15 Extended Linear Hypotheses . . . . . . . . . . . . . . . . . . . . . 2165.15.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 219X . . . . . . . . . . . . . . . . . . . . . . . . . . 1855.9.3 Random X, Prediction . . . . . . . . . . . . . . . . . . . . 1865.9.4 Overview - Candidate Model . . . . . . . . . . . . . . . . . 1865.9.5 Prediction and Shrinkage . . . . . . . . . . . . . . . . . . . 1875.10 Multivariate Regression: Influential Observations . . . . . . . . . . 1895.10.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 1915.11 Nonorthogonal MANOVA designs . . . . . . . . . . . . . . . . . . 1925.11.1 Unweighted Analysis . . . . . . . . . . . . . . . . . . . . . 1975.11.2 Weighted Analysis . . . . . . . . . . . . . . . . . . . . . . 1985.12 MANCOVA Designs . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.1 Overall tests . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.2 Tests of Additional Information . . . . . . . . . . . . . . . 2035.12.3 Results and Interpretation . . . . . . . . . . . . . . . . . . 2045.13 Stepdown Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 2065.14 Repeated Measures Analysis . . . . . . . . . . . . . . . . . . . . . 2085.14.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2095.15 Extended Linear Hypotheses . . . . . . . . . . . . . . . . . . . . . 2165.15.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 219X, Prediction . . . . . . . . . . . . . . . . . . . . 1865.9.4 Overview - Candidate Model . . . . . . . . . . . . . . . . . 1865.9.5 Prediction and Shrinkage . . . . . . . . . . . . . . . . . . . 1875.10 Multivariate Regression: Influential Observations . . . . . . . . . . 1895.10.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 1915.11 Nonorthogonal MANOVA designs . . . . . . . . . . . . . . . . . . 1925.11.1 Unweighted Analysis . . . . . . . . . . . . . . . . . . . . . 1975.11.2 Weighted Analysis . . . . . . . . . . . . . . . . . . . . . . 1985.12 MANCOVA Designs . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.1 Overall tests . . . . . . . . . . . . . . . . . . . . . . . . . 2005.12.2 Tests of Additional Information . . . . . . . . . . . . . . . 2035.12.3 Results and Interpretation . . . . . . . . . . . . . . . . . . 2045.13 Stepdown Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 2065.14 Repeated Measures Analysis . . . . . . . . . . . . . . . . . . . . . 2085.14.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2095.15 Extended Linear Hypotheses . . . . . . . . . . . . . . . . . . . . . 2165.15.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2196 Doubly Multivariate Linear Model 2236.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2236.2 Classical Model Development . . . . . . . . . . . . . . . . . . . . 2236.3 Responsewise Model Development . . . . . . . . . . . . . . . . . . 2266.4 The Multivariate Mixed Model . . . . . . . . . . . . . . . . . . . . 2276.5 Double Multivariate and Mixed Models . . . . . . . . . . . . . . . 2317 The Restricted MGLM and the Growth Curve Model 2437.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2437.2 The Restricted Multivariate General Linear Model . . . . . . . . . . 2437.3 The GMANOVA Model . . . . . . . . . . . . . . . . . . . . . . . 2477.4 Canonical Form of the GMANOVA Model . . . . . . . . . . . . . . 2537.5 Restricted Nonorthogonal Three-Factor Factorial MANOVA . . . . 2597.5.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2697.6 Restricted Intraclass Covariance Design . . . . . . . . . . . . . . . 2697.6.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2757.7 Growth Curve Analysis . . . . . . . . . . . . . . . . . . . . . . . . 2797.7.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2837.8 Multiple Response Growth Curves . . . . . . . . . . . . . . . . . . 2897.8.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2907.9 Single Growth Curve . . . . . . . . . . . . . . . . . . . . . . . . . 2947.9.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 2948 The SUR Model and the Restricted GMANOVA model 2978.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2978.2 The MANOVA-GMANOVA Model . . . . . . . . . . . . . . . . . 2978.3 Tests of Fit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3038.4 Sum of Profiles and CGMANOVA Models . . . . . . . . . . . . . . 3058.5 The SUR Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3078.6 The Restricted GMANOVA Model . . . . . . . . . . . . . . . . . . 3148.7 GMANOVA-SUR: One Population . . . . . . . . . . . . . . . . . . 3178.7.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 3178.8 GMANOVA-SUR: Several Populations . . . . . . . . . . . . . . . 3198.8.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 3198.9 SUR Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3198.9.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 3238.10 Two-Period Crossover Design with Changing Covariates . . . . . . 3288.10.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 3298.11 Repeated Measurements with Changing Covariates . . . . . . . . . 3348.11.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 3358.12 MANOVA-GMANOVA Model . . . . . . . . . . . . . . . . . . . . 3378.12.1 Results and interpretation . . . . . . . . . . . . . . . . . . 3388.13 CGMANOVA Model . . . . . . . . . . . . . . . . . . . . . . . . . 3448.13.1 Results and Interpretation . . . . . . . . . . . . . . . . . . 3469 Simultaneous Inference Using Finite Intersection Tests 3499.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3499.2 Finite Intersection Tests . . . . . . . . . . . . . . . . . . . . . . . . 3499.3 Finite Intersection Tests of Univariate Means . . . . . . . . . . . . 3509.4 Finite Intersection Tests for Linear Models . . . . . . . . . . . . . . 3549.5 A Comparisons of Some Tests of Univariate Means . . . . . . . . . 3559.5.1 Single-Step Methods . . . . . . . . . . . . . . . . . . . . . 3559.5.2 Stepdown Methods . . . . . . . . . . . . . . . . . . . . . . 3579.6 Analysis of Means Analysis . . . . . . . . . . . . . . . . . . . . . 3589.7 Simultaneous Test Procedures for Mean Vectors . . . . . . . . . . . 3609.8 Finite Intersection Test of Mean Vectors . . . . . . . . . . . . . . . 3629.9 Finite Intersection Test of Mean Vectors with Covariates . . . . . . 3669.10 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3689.11 Univariate: One-way ANOVA . . . . . . . . . . . . . . . . . . . . 3699.12 Multivariate: One-way MANOVA . . . . . . . . . . . . . . . . . . 3729.13 Multivariate: One-way MANCOVA . . . . . . . . . . . . . . . . . 37910 Computing Power for Univariate and Multivariate GLM 38110.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38110.2 Power for Univariate GLMs . . . . . . . . . . . . . . . . . . . . . 38310.3 Estimating Power, Sample Size, and Effect Size for the GLM . . . . 38410.3.1 Power and Sample Size . . . . . . . . . . . . . . . . . . . . 38410.3.2 Effect Size . . . . . . . . . . . . . . . . . . . . . . . . . . 38510.4 Power and Sample Size based upon Interval-Estimation . . . . . . . 38810.5 Calculating Power and Sample Size for Some Mixed Models . . . . 39010.5.1 Random One-Way ANOVA Design . . . . . . . . . . . . . 39010.5.2 Two Factor Mixed Nested ANOVA Design . . . . . . . . . 39610.6 Power for Multivariate GLMs . . . . . . . . . . . . . . . . . . . . 40010.7 Power and Effect Size Analysis for Univariate GLMs . . . . . . . . 40110.7.1 One-Way ANOVA . . . . . . . . . . . . . . . . . . . . . . 40110.7.2 Three-Way ANOVA . . . . . . . . . . . . . . . . . . . . . 40310.7.3 One-Way ANCOVA Design with two covariates . . . . . . 40510.8 Power and Sample Size based upon Interval-Estimation . . . . . . . 40510.8.1 One-Way ANOVA . . . . . . . . . . . . . . . . . . . . . . 40710.9 Power Analysis for Multivariate GLMs . . . . . . . . . . . . . . . 40910.9.1 Two Groups . . . . . . . . . . . . . . . . . . . . . . . . . . 40910.9.2 Repeated Measures Design . . . . . . . . . . . . . . . . . . 40911 Two-level Hierarchical Linear Models 41311.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41311.2 Two-level Hierarchical Linear Models . . . . . . . . . . . . . . . . 41311.3 Random Coefficient Model: One Population . . . . . . . . . . . . . 42411.4 Random Coefficient Model: Several Populations . . . . . . . . . . . 43511.5 Mixed Model Repeated Measures . . . . . . . . . . . . . . . . . . 44011.6 Mixed Model Repeated Measures with Changing Covariates . . . . 44211.7 Two-Level Hierarchical Linear Models . . . . . . . . . . . . . . . . 44312 Incomplete Repeated Measurement Data 45512.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45512.2 Missing Mechanisms . . . . . . . . . . . . . . . . . . . . . . . . . 45612.3 An FGLS Procedure . . . . . . . . . . . . . . . . . . . . . . . . . 45712.4 An ML Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . 46012.5 Imputations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46112.5.1 EM Algorithm . . . . . . . . . . . . . . . . . . . . . . . . 46212.5.2 Multiple Imputation . . . . . . . . . . . . . . . . . . . . . 46312.6 Repeated Measures Analysis . . . . . . . . . . . . . . . . . . . . . 46412.7 Repeated Measures with Changing Covariates . . . . . . . . . . . . 46412.8 Random Coefficient Model . . . . . . . . . . . . . . . . . . . . . . 46712.9 Growth Curve Analysis . . . . . . . . . . . . . . . . . . . . . . . . 47113 Structural Equation Modeling 47913.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47913.2 Model Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48113.3 Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48913.4 Model Fit in Practice . . . . . . . . . . . . . . . . . . . . . . . . . 49413.5 Model Modification . . . . . . . . . . . . . . . . . . . . . . . . . . 49613.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49813.7 Path Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49913.8 Confirmatory Factor Analysis . . . . . . . . . . . . . . . . . . . . . 50313.9 General SEM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 503References 511

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