Linear Regression Analysis: Theory and Computing
Xin Yan, Xiao Gang Su
This book is quite concise, but there are many errors or oversight. For instance, terms introduced in proofs were not given or discussed earlier, making it difficult to follow the proof. Another example is just sheer sloppiness, such as on p.45, where the last line of the first paragraph is clearly incorrect. On the same page, another elementary error appears in the definition of orthonormal basis (orthognality is missing). Readers will have little confidence in the proofs or formulas.
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