Regression Diagnostics: Identifying Influential Data and Sources of Collinearity

Belsley, David A.; Kuh, Edwin; Welsch, Roy E.

ISBN 10: 0471058564 / ISBN 13: 9780471058564

Edité par Wiley-Interscience, 1980

Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.32. N° de réf. du vendeur G0471058564I3N00

Synopsis :

Provides practicing statisticians and econometricians with new tools for assessing quality and reliability of regression estimates. Diagnostic techniques are developed that aid in the systematic location of data points that are unusual or inordinately influential, and measure the presence and intensity of collinear relations among the regression data and help to identify variables involved in each and pinpoint estimated coefficients potentially most adversely affected. Emphasizes diagnostics and includes suggestions for remedial action.

Quatrième de couverture: The Wiley–Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists.

"The title of the book more or less sums up the contents. It appears to me to represent a real breakthrough in the art of dealing in ‘unconventional’ data. . . . I found the whole book both readable and enjoyable. It is suitable for data analysts, academic statisticians, and professional software writers."
Journal of the Royal Statistical Society

"The book assumes a working knowledge of all of the principal results 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 are illustrated in great detail with practical data sets from econometrics."
Short Book Reviews, International Statistical Institute

Regression Diagnostics: Identifying Influential Data and Sources of Collinearity provides practicing statisticians and econometricians with new tools for assessing quality and reliability of regression estimates. Diagnostic techniques are developed that aid in the systematic location of data points that are unusual or inordinately influential; measure the presence and intensity of collinear relations among the regression data; and help to identify variables involved in each and pinpoint estimated coefficients potentially most adversely affected. The book emphasizes diagnostics and includes suggestions for remedial action.

Détails bibliographiques

Titre : Regression Diagnostics: Identifying ...
Éditeur : Wiley-Interscience
Date d'édition : 1980
Reliure : Hardcover
Etat : Good
Etat de la jaquette : No Jacket