
Chapter 8
Normal Linear Models
8.1 Introduction
It is difficult to argue with the claim that normal linear models—which include linear
regression, analysis of variance (ANOVA), mixed-effect models, etc—are the most
widely used models in applied statistics. For this reason, we think it is important to
discuss these models in some detail. Of particular interest here is, first, some gen-
eral auxiliary variable dimension reduction strategies. In the examples considered
here, this corresponds to specifying a lower-dimensional association for the suffi-
cient statistics. Once all the general dimension reduction has been carried out, the
question becomes whether ...