经典Multivariate Statistics: A Vector Space Approach

I just as strenuously reject teaching linear models
with a coordinate free approach. Although Joe Eaton assures me that the issues in
complicated problems frequently become clearer when considered free of coordinate
systems, my experience is that too many people never make the jump from
coordinate free theory back to practical applications. I think that coordinate free
theory is better tackled after mastering linear models from some other approach. In
particular, I think it would be very easy to pick up the coordinate free approach after
learning the material in this book，《Plane Answers to Complex Questionsthe theory of linear models《. See Eaton (1983) for an excellent exposition of
the coordinate free approach.

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