Regression Diagnostics : Identifying Influential Data and Sources of Collinearity.


David A. Belsley
Bok Engelsk 2005 · Electronic books.
Annen tittel
Utgitt
Hoboken : : John Wiley & Sons, Inc., , 2005.
Omfang
1 online resource (320 p.)
Opplysninger
Description based upon print version of record.. - Regression Diagnostics: Identifying Influential Data and Sources of Collinearity; Preface; Contents; 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;. - 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.
Emner
Sjanger
Dewey
ISBN
0471058564

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