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Regression Analysis by Example.

Author: Samprit Chatterjee; Ali S Hadi
Publisher: Hoboken : Wiley, 2012.
Series: Wiley series in probability and statistics.
Edition/Format:   eBook : Document : English : 5th edView all editions and formats
Summary:
Praise for the Fourth Edition: ""This book is ... an excellent source of examples for regression analysis. It has been and still is readily readable and understandable.""--Journal of the American Statistical Association Regression analysis is a conceptually simple method for investigating relationships among variables. Carrying out a successful application of regression analysis, however, requires a balance of  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Chatterjee, Samprit.
Regression Analysis by Example.
Hoboken : Wiley, ©2012
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Samprit Chatterjee; Ali S Hadi
ISBN: 9781118456248 1118456246
OCLC Number: 850178494
Notes: 8.6 Autocorrelation and Missing Variables.
Description: 1 online resource (734 pages).
Contents: Cover; Half Title page; Title page; Copyright page; Dedication; Preface; Chapter 1: Introduction; 1.1 What Is Regression Analysis?; 1.2 Publicly Available Data Sets; 1.3 Selected Applications of Regression Analysis; 1.4 Steps in Regression Analysis; 1.5 Scope And Organization of the Book; Exercises; Chapter 2: Simple Linear Regression; 2.1 Introduction; 2.2 Covariance and Correlation Coefficient; 2.3 Example: Computer Repair Data; 2.4 The Simple Linear Regression Model; 2.5 Parameter Estimation; 2.6 Tests of Hypotheses; 2.7 Confidence Intervals; 2.8 Predictions. 2.9 Measuring the Quality of Fit2.10 Regression Line Through the Origin; 2.11 Trivial Regression Models; 2.12 Bibliographic Notes; Exercises; Chapter 3: Multiple Linear Regression; 3.1 Introduction; 3.2 Description of the Data and Model; 3.3 Example: Supervisor Performance Data; 3.4 Parameter Estimation; 3.5 Interpretations of Regression Coefficients; 3.6 Centering and Scaling; 3.7 Properties of the Least Squares Estimators; 3.8 Multiple Correlation Coefficient; 3.9 Inference for Individual Regression Coefficients; 3.10 Tests of Hypotheses in a Linear Model; 3.11 Predictions; 3.12 Summary. ExercisesAppendix: Multiple Regression in Matrix Notation; Chapter 4: Regression Diagnostics: Detection of Model Violations; 4.1 Introduction; 4.2 The Standard Regression Assumptions; 4.3 Various Types of Residuals; 4.4 Graphical Methods; 4.5 Graphs Before Fitting a Model; 4.6 Graphs After Fitting a Model; 4.7 Checking Linearity and Normality Assumptions; 4.8 Leverage, Influence, and Outliers; 4.9 Measures of Influence; 4.10 The Potential-Residual Plot; 4.11 What to Do with the Outliers?; 4.12 Role of Variables in a Regression Equation; 4.13 Effects of an Additional Predictor. 4.14 Robust RegressionExercises; Chapter 5: Qualitative Variables as Predictors; 5.1 Introduction; 5.2 Salary Survey Data; 5.3 Interaction Variables; 5.4 Systems of Regression Equations: Comparing Two Groups; 5.5 Other Applications of Indicator Variables; 5.6 Seasonality; 5.7 Stability of Regression Parameters Over Time; Exercises; Chapter 6: Transformation of Variables; 6.1 Introduction; 6.2 Transformations to Achieve Linearity; 6.3 Bacteria Deaths Due to X-Ray Radiation; 6.4 Transformations to Stabilize Variance; 6.5 Detection of Heteroscedastic Errors; 6.6 Removal of Heteroscedasticity. 6.7 Weighted Least Squares6.8 Logarithmic Transformation of Data; 6.9 Power Transformation; 6.10 Summary; Exercises; Chapter 7: Weighted Least Squares; 7.1 Introduction; 7.2 Heteroscedastic Models; 7.3 Two-Stage Estimation; 7.4 Education Expenditure Data; 7.5 Fitting a Dose-Response Relationship Curve; Exercises; Chapter 8: the Problem of Correlated Errors; 8.1 Introduction: Autocorrelation; 8.2 Consumer Expenditure and Money Stock; 8.3 Durbin-Watson Statistic; 8.4 Removal of Autocorrelation by Transformation; 8.5 Iterative Estimation with Autocorrelated Errors.
Series Title: Wiley series in probability and statistics.

Abstract:

This Fifth Edition has been expanded and thoroughly updated to reflect recent advances in the field. The emphasis continues to be on exploratory data analysis rather than statistical theory. The  Read more...

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The text is suitable for anyone with an understanding of elementary statistics. (Zentralblatt MATH, 1 July 2013) All in all, here we have a nice and valuable up-to-date book showing examples how the Read more...

 
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