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I'm looking for a good self study book to study Linear Models and ANOVA. Books which are more mathematical works better. Please recommend.

Silverfish
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Shial De
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    You might want to say a bit more as this is a huge topic. Do you want it to also include GLMs? With ANOVA, do you have a particular interest in experimental design? When you want to know about the mathematics of linear models, do you want a matrix-based approach? Are you interested in the algorithms for solving the normal equations or are you content that your software will solve them for you? – Silverfish Jul 30 '16 at 10:49
  • Oh yes.....sorry for not being specific. Mainly I'm looking into the mathematical part of linear models with matrix based approach. – Shial De Jul 30 '16 at 12:13
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    I suggest you edit this information into the question rather than leave it in the comments – Silverfish Jul 30 '16 at 12:47
  • https://stats.stackexchange.com/questions/2730/good-resource-to-understand-anova-and-ancova – StubbornAtom Dec 01 '19 at 19:56

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Try the following book:

  • Alvin C. Rencher and G. Bruce Schaalje. Linear Models in Statistics, Second Edition. Wiley.

I studied on it, and I highly recommend it.

ancillary
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Weerahandi, S. (2004). Generalized Inference in Repeated Measures: Exact Methods in MANOVA and Mixed Models. Wiley-Interscience, Hoboken, New Jersey.

stans
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