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Regression diagnostics : identifying influential data and sources of collinearity

Author: David A Belsley; Edwin Kuh; Roy E Welsch
Publisher: New York : Wiley, ©1980.
Series: Wiley series in probability and mathematical statistics.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
This book 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  Read more...
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Additional Physical Format: (DLC) 79019876
(OCoLC)5333704
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: David A Belsley; Edwin Kuh; Roy E Welsch
ISBN: 0471725153 9780471725152
OCLC Number: 58480947
Reproduction Notes: Electronic reproduction. Hoboken, N.J. : Wiley, 2004. System requirements: Adobe Acrobat Reader. Mode of access: World Wide Web. Access limited to subscribers.
Description: xv, 292 pages : illustrations ; 24 cm.
Contents: Detecting influential observations and outliers --
Detecting and assessing collinearity --
Applications and remedies --
Research issues and directions for extensions.
Series Title: Wiley series in probability and mathematical statistics.
Responsibility: David A. Belsley, Edwin Kuh, Roy E. Welsch.

Abstract:

This book 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. It emphasizes diagnostics and includes suggestions for remedial action.

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