Practical Regression and Anova in R
You may download here my book, Practical Regression and Anova in
R. This book is derived from material that I have taught in the
class - Statistics 500 at the
University of Michigan. This a masters level course covering the
following topics:Linear Models: Definition, fitting, inference,
interpretation of results, meaning of regression coefficients,
identifiablity, lack of fit, multicollinearity, ridge regression,
principal components regression, partial least squares, regression
splines, Gauss-Markov theorem, variable selection, diagnostics,
transformations, influential observations, robust procedures, ANOVA
and analysis of covariance, randomised block, factorial designs.
To take full advantage of the book, you will need to obtain a copy of
R which may be obtained free of charge from the
R web site. (Almost all of the
commands will work in S+ also). There is also an accompanying package
of data and R functions for the book.
Original Version: December 1999, Revised Versions: December 2000, July 2002
(final web version)
This material has been substantially modified and updated. The book
Linear Models with R was published in August 2004.
- The book in PDF format.
- The faraway package may be obtained from the
R web site. The simplest
install method when using Windows is to select the "Install packages from CRAN"
option under the "Package" menu.
- Errata for the most recent edition
- The data from the faraway package
in comma-delimited ASCII format.
Last modified: Sun Aug 19 11:48:10 PDT 2012