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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.

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  • $\begingroup$ 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? $\endgroup$ – Silverfish Jul 30 '16 at 10:49
  • $\begingroup$ Oh yes.....sorry for not being specific. Mainly I'm looking into the mathematical part of linear models with matrix based approach. $\endgroup$ – Shial De Jul 30 '16 at 12:13
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    $\begingroup$ I suggest you edit this information into the question rather than leave it in the comments $\endgroup$ – Silverfish Jul 30 '16 at 12:47
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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.

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