Regression Diagnostics : Identifying Influential Data and Sources of Collinearity.
David A. Belsley
Bok Engelsk 2005 · Electronic books.
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Utgitt | Hoboken : : John Wiley & Sons, Inc., , 2005.
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Omfang | 1 online resource (320 p.)
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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.
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Emner | Regression analysis.
Matematisk statistikk Mathematical Statistics Mathematics Vis mer... Physical Sciences & Mathematics
Regresjonsanalyse Statistikk regresjonsanalyse matematisk statistikk |
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Dewey | |
ISBN | 0471058564
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