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Autor: David A. Belsley
ISBN-13: 9780471725145
Einband: E-Book
Seiten: 292
Sprache: Englisch
eBook Typ: PDF
eBook Format: E-Book
Kopierschutz: Adobe DRM [Hard-DRM]
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Regression Diagnostics

Wiley Series in Probability and Statistics
Identifying Influential Data and Sources of Collinearity
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The Wiley-Interscience Paperback Series consists of selected booksthat have been made more accessible to consumers in an effort toincrease global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists.
"The title of the book more or less sums up the contents. Itappears to me to represent a real breakthrough in the art ofdealing in 'unconventional' data. . . . I found thewhole book both readable and enjoyable. It is suitable for dataanalysts, academic statisticians, and professional softwarewriters."
-Journal of the Royal Statistical Society

"The book assumes a working knowledge of all of the principalresults and techniques used in least squares multiple regression,as expressed in vector and matrix notation. Given this background,the book is clear and easy to use. . . . The techniques areillustrated in great detail with practical data sets fromeconometrics."
-Short Book Reviews, International Statistical Institute

Regression Diagnostics: Identifying Influential Data and Sourcesof Collinearity provides practicing statisticians andeconometricians with new tools for assessing quality andreliability of regression estimates. Diagnostic techniques aredeveloped that aid in the systematic location of data points thatare unusual or inordinately influential; measure the presence andintensity of collinear relations among the regression data; andhelp to identify variables involved in each and pinpoint estimatedcoefficients potentially most adversely affected. The bookemphasizes diagnostics and includes suggestions for remedialaction
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1. Introduction and Overview.

2. Detecting Influential Observations and Outliers.

3. Detecting and Assessing Collinearity.

4. Applications and Remedies.

5. Research Issues and Directions for Extensions.

Bibliography.

Author Index.

Subject Index.

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Autor: David A. Belsley
ISBN-13 :: 9780471725145
ISBN: 0471725145
Verlag: John Wiley & Sons
Seiten: 292
Sprache: Englisch
Auflage 1. Auflage
Sonstiges: Ebook