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Page 2     Table 1.1 has labels out of alignment.

Page 38     Apparently the Nadaraya-Watson kernel estimate is now also known as a general regression neural network (GRNN).

Page 52     In Table 1.9 the x5 splits with j = 4, 10 should not be considered since j = 5, 11 have duplicate predictor variables.

Page 53     In Table 1.10 the x5 split with j = 10 should not be considered since j = 11 has a duplicate predictor variable.

Page 135     Just before the display AFTER (4.2.2) there should be a minus sign in the formula for the derivative of V inverse.

           The subsequent display is correct because the missing minus sign would appear on both sides of the equation.

Page 144     In the display AFTER (4.5.1) there should not be a transpose (prime) on the extreme right.

Page 162     In the third line of Example 5.1.1, \gamma is a column vector not a row vector i.e.,

           put a prime on one side of the \gamma equality.

Page 167     "Murry Clayton" should be "Murray Clayton."

Page 174     Fourth line, (I-MZ)Y - should be (I-MZ)Y +

Page 175     Ninth line, SSE/aN should be (SSE+SSTrts)/aN

Page 180     Example 5.7.1's first line should refer to Example 5.5.2 rather than 5.4.2

Page 184     Example 5.7.2 should be Example 5.7.4

Page 198     Line after (6.1.3), (autocovariance) not (autocorrelate)

Page 359     Display after (9.1.1), the second X\beta_1 should be X\beta_q

Page 366     (9.4.4) and the following display only need to hold for j greater than or equal to i

Page 366     Two lines below (9.5.2), "univariate model (4.1.2)" should be "univariate model (9.1.2)"

Page 374     Middle of page, ", we can replace \rho with \nu = P0 \rho," is missing a transpose on P0.

Page 375     In Exercise 9.4, T2=[n-r(X)]\sum. Multiply, not divide.

Page 375     In Exercise 9.4, subscripts on \phi's should be h not i

Page 376     Before penultimate display, reference to Exercise 9.3 should be to Exercise 9.2.

Page 377     Third display, the numerator of the approximation for theta should be [r(X)-r(X0)] not [n-r(X)].

Page 378     Line 5, subscript on \phi should be h not i

Page 387     First line, the subscript on the identity matrix is 1 whereas it should be q

Page 395     Within Example 10.2.1, the reference to Example 12.2.2 should be to Example 12.6.1. (See correction on p. 475.)

Page 475     Example 12.2.2 should be labeled Example 12.6.1

Page 483     Example 12.6.1 should be labeled Example 12.7.1

Page 547     Line 1, "point" should be "pointed".

Page 576     In the second and third displays, the second derivative notation is pretty obvious but should have a double x subscript.

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Thanks to Penny Darsey for pointing out a large number of these.