List of Tables |
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xiii | |
Preface |
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xv | |
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1 Overview of General Linear Model |
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1 | (24) |
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1 | (1) |
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1 | (2) |
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1.3 Restricted General Linear Model |
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3 | (1) |
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1.4 Multivariate Normal Distribution |
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4 | (4) |
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1.5 Elementary Properties of Normal Random Variables |
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8 | (1) |
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9 | (1) |
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1.7 Generating Multivariate Normal Data |
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10 | (1) |
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1.8 Assessing Univariate Normality |
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11 | (4) |
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1.8.1 Normally and Nonnormally Distributed Data |
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12 | (3) |
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15 | (1) |
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1.9 Assessing Multivariate Normality with Chi-Square Plots |
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15 | (4) |
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1.9.1 Multivariate Normal Data |
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18 | (1) |
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19 | (1) |
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19 | (4) |
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19 | (2) |
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1.10.2 Risk-Taking Behavior Data |
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21 | (2) |
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1.11 Three-Dimensional Plots |
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23 | (2) |
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2 Unrestricted General Linear Models |
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25 | (52) |
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25 | (1) |
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2.2 Linear Models without Restrictions |
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25 | (1) |
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26 | (2) |
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2.4 Simultaneous Inference |
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28 | (2) |
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2.5 Multiple Linear Regression |
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30 | (19) |
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2.5.1 Classical and Normal Regression Models |
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31 | (11) |
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2.5.2 Random Classical and Jointly Normal Regression Models |
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42 | (7) |
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49 | (4) |
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2.7 One-Way Analysis of Variance |
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53 | (5) |
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2.7.1 Unrestricted Full Rank One-Way Design |
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54 | (2) |
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2.7.2 Simultaneous Inference for the One-Way Design |
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56 | (2) |
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58 | (1) |
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2.8 Multiple Linear Regression: Calibration |
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58 | (12) |
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2.8.1 Multiple Linear Regression: Prediction |
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68 | (2) |
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2.9 Two-Way Nested Designs |
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70 | (2) |
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2.10 Intraclass Covariance Models |
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72 | (5) |
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3 Restricted General Linear Models |
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77 | (32) |
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77 | (1) |
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3.2 Estimation and Hypothesis Testing |
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77 | (2) |
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3.3 Two-Way Factorial Design without Interaction |
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79 | (8) |
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87 | (2) |
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3.5 Repeated Measures Designs |
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89 | (11) |
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3.5.1 Univariate Mixed ANOVA Model, Full Rank Representation for a Split Plot Design |
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90 | (5) |
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3.5.2 Univariate Mixed Linear Model, Less Than Full Rank Representation |
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95 | (2) |
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3.5.3 Test for Equal Covariance Matrices and for Circularity |
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97 | (3) |
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3.6 Analysis of Covariance |
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100 | (9) |
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3.6.1 ANCOVA with One Covariate |
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102 | (2) |
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3.6.2 ANCOVA with Two Covariates |
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104 | (1) |
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3.6.3 ANCOVA Nested Designs |
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105 | (4) |
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4 Weighted General Linear Models |
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109 | (34) |
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109 | (1) |
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4.2 Estimation and Hypothesis Testing |
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110 | (3) |
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113 | (1) |
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4.4 General Linear Mixed Model Continued |
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114 | (5) |
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4.4.1 Example: Repeated Measures Design |
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117 | (1) |
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4.4.2 Estimating Degrees of Freedom for F Statistics in GLMMs |
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118 | (1) |
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4.5 Maximum Likelihood Estimation and Fisher's Information Matrix |
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119 | (2) |
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4.6 WLSE for Data Heteroscedasticity |
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121 | (3) |
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4.7 WLSE for Correlated Errors |
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124 | (3) |
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4.8 FGLS for Categorical Data |
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127 | (16) |
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4.8.1 Overview of the Categorical Data Model |
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127 | (3) |
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4.8.2 Marginal Homogeneity |
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130 | (2) |
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4.8.3 Homogeneity of Proportions |
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132 | (6) |
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138 | (3) |
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4.8.5 Univariate Mixed Linear Model, Less Than Full Rank Representation |
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141 | (2) |
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5 Multivariate General Linear Models |
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143 | (80) |
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143 | (1) |
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143 | (2) |
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5.3 Estimation Theory and Hypothesis Testing |
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145 | (7) |
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5.4 Multivariate Regression |
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152 | (1) |
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5.5 Classical and Normal Multivariate Linear Regression Models |
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153 | (10) |
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5.6 Jointly Multivariate Normal Regression Model |
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163 | (8) |
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5.7 Multivariate Mixed Models and the Analysis of Repeated Measurements |
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171 | (5) |
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5.8 Extended Linear Hypotheses |
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176 | (6) |
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5.9 Multivariate Regression: Calibration and Prediction |
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182 | (7) |
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182 | (3) |
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185 | (1) |
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5.9.3 Random X, Prediction |
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186 | (1) |
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5.9.4 Overview Candidate Model |
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186 | (1) |
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5.9.5 Prediction and Shrinkage |
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187 | (2) |
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5.10 Multivariate Regression: Influential Observations |
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189 | (3) |
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5.10.1 Results and Interpretation |
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191 | (1) |
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5.11 Nonorthogonal MANOVA Designs |
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192 | (8) |
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5.11.1 Unweighted Analysis |
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197 | (1) |
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198 | (2) |
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200 | (6) |
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200 | (3) |
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5.12.2 Tests of Additional Information |
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203 | (1) |
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5.12.3 Results and Interpretation |
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204 | (2) |
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206 | (1) |
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5.14 Repeated Measures Analysis |
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207 | (9) |
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5.14.1 Results and Interpretation |
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209 | (7) |
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5.15 Extended Linear Hypotheses |
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216 | (7) |
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5.15.1 Results and Interpretation |
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219 | (4) |
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6 Doubly Multivariate Linear Model |
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223 | (20) |
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223 | (1) |
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6.2 Classical Model Development |
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223 | (3) |
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6.3 Responsewise Model Development |
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226 | (1) |
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6.4 The Multivariate Mixed Model |
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227 | (4) |
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6.5 Double Multivariate and Mixed Models |
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231 | (12) |
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7 Restricted MGLM and Growth Curve Model |
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243 | (54) |
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243 | (1) |
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7.2 Restricted Multivariate General Linear Model |
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243 | (4) |
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247 | (7) |
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7.4 Canonical Form of the GMANOVA Model |
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254 | (5) |
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7.5 Restricted Nonorthogonal Three-Factor Factorial MANOVA |
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259 | (10) |
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7.5.1 Results and Interpretation |
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269 | (1) |
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7.6 Restricted Intraclass Covariance Design |
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269 | (10) |
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7.6.1 Results and Interpretation |
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275 | (4) |
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7.7 Growth Curve Analysis |
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279 | (10) |
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7.7.1 Results and Interpretation |
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283 | (6) |
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7.8 Multiple Response Growth Curves |
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289 | (5) |
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7.8.1 Results and Interpretation |
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290 | (4) |
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294 | (3) |
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7.9.1 Results and Interpretation |
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294 | (3) |
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8 SUR Model and Restricted GMANOVA Model |
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297 | (52) |
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297 | (1) |
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297 | (6) |
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303 | (2) |
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8.4 Sum of Profiles and CGMANOVA Models |
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305 | (2) |
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307 | (7) |
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8.6 Restricted GMANOVA Model |
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314 | (3) |
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8.7 GMANOVASUR: One Population |
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317 | (2) |
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8.7.1 Results and Interpretation |
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317 | (2) |
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8.8 GMANOVASUR: Several Populations |
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319 | (1) |
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8.8.1 Results and Interpretation |
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319 | (1) |
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319 | (9) |
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8.9.1 Results and Interpretation |
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323 | (5) |
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8.10 Two-Period Crossover Design with Changing Covariates |
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328 | (6) |
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8.10.1 Results and Interpretation |
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329 | (5) |
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8.11 Repeated Measurements with Changing Covariates |
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334 | (3) |
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8.11.1 Results and Interpretation |
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335 | (2) |
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8.12 MANOVAGMANOVA Model |
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337 | (7) |
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8.12.1 Results and Interpretation |
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338 | (6) |
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344 | (5) |
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8.13.1 Results and Interpretation |
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347 | (2) |
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9 Simultaneous Inference Using Finite Intersection Tests |
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349 | (32) |
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349 | (1) |
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9.2 Finite Intersection Tests |
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349 | (1) |
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9.3 Finite Intersection Tests of Univariate Means |
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350 | (4) |
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9.4 Finite Intersection Tests for Linear Models |
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354 | (1) |
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9.5 Comparison of Some Tests of Univariate Means with the FIT Procedure |
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355 | (3) |
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9.5.1 Single-Step Methods |
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355 | (2) |
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357 | (1) |
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9.6 Analysis of Means Analysis |
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358 | (2) |
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9.7 Simultaneous Test Procedures for Mean Vectors |
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360 | (2) |
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9.8 Finite Intersection Test of Mean Vectors |
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362 | (4) |
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9.9 Finite Intersection Test of Mean Vectors with Covariates |
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366 | (2) |
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368 | (1) |
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9.11 Univariate: One-Way ANOVA |
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369 | (3) |
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9.12 Multivariate: One-Way MANOVA |
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372 | (7) |
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9.13 Multivariate: One-Way MANCOVA |
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379 | (2) |
10 Computing Power for Univariate and Multivariate GLM |
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381 | (32) |
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381 | (2) |
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10.2 Power for Univariate GLMs |
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383 | (1) |
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10.3 Estimating Power, Sample Size, and Effect Size for the GLM |
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384 | (4) |
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10.3.1 Power and Sample Size |
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384 | (1) |
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385 | (3) |
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10.4 Power and Sample Size Based on Interval-Estimation |
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388 | (2) |
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10.5 Calculating Power and Sample Size for Some Mixed Models |
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390 | (10) |
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10.5.1 Random One-Way ANOVA Design |
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390 | (6) |
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10.5.2 Two Factor Mixed Nested ANOVA Design |
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396 | (4) |
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10.6 Power for Multivariate GLMs |
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400 | (1) |
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10.7 Power and Effect Size Analysis for Univariate GLMs |
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401 | (4) |
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401 | (2) |
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403 | (2) |
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10.7.3 One-Way ANCOVA Design with Two Covariates |
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405 | (1) |
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10.8 Power and Sample Size Based on Interval-Estimation |
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405 | (4) |
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407 | (2) |
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10.9 Power Analysis for Multivariate GLMs |
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409 | (4) |
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409 | (1) |
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10.9.2 Repeated Measures Design |
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409 | (4) |
11 Two-Level Hierarchical Linear Models |
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413 | (42) |
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413 | (1) |
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11.2 Two-Level Hierarchical Linear Models |
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413 | (11) |
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11.3 Random Coefficient Model: One Population |
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424 | (7) |
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11.4 Random Coefficient Model: Several Populations |
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431 | (9) |
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11.5 Mixed Model Repeated Measures |
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440 | (2) |
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11.6 Mixed Model Repeated Measures with Changing Covariates |
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442 | (1) |
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11.7 Application: Two-Level Hierarchical Linear Models |
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443 | (12) |
12 Incomplete Repeated Measurement Data |
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455 | (24) |
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455 | (1) |
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456 | (1) |
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457 | (3) |
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460 | (1) |
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461 | (3) |
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462 | (1) |
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12.5.2 Multiple Imputation |
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463 | (1) |
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12.6 Repeated Measures Analysis |
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464 | (1) |
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12.7 Repeated Measures with Changing Covariates |
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464 | (3) |
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12.8 Random Coefficient Model |
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467 | (4) |
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12.9 Growth Curve Analysis |
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471 | (8) |
13 Structural Equation Modeling |
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479 | (32) |
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479 | (2) |
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481 | (8) |
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489 | (5) |
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13.4 Model Fit in Practice |
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494 | (2) |
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496 | (2) |
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498 | (1) |
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499 | (4) |
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13.8 Confirmatory Factor Analysis |
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503 | (1) |
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503 | (8) |
References |
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511 | (26) |
Author Index |
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537 | (8) |
Subject Index |
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545 | |