Matrix Algebra Useful for Statistics (Wiley Series in Probability and Statistics)

Rating:
Summary: Definitively a classic
Review: This is an excellent introductory book, although mostly oriented to people with a reasonably good mathematical background. Searle covers most, if not all, the matrix algebra that you may need to fully understand applications of mixed linear models. Chapters one to eight cover the essential operations (addition, multiplication, determinants, etc) as well as more advanced concepts (rank, canonical forms, inverse, etc). The rest of the book (chapters nine to fifteen) covers applications to statistics as well as advanced topics that can help you to understand how do some of the statistical packages work inside. The only mathematics book that I have read from cover to cover. Definitively a classic.