Regression Diagnostics

Identifying Influential Data and Sources of Collinearity

David A. Belsley, Edwin Kuh, Roy E. Welsch (Autoren)

Buch | Hardcover

310 Seiten

1980
John Wiley & Sons Inc (Verlag)
978-0-471-05856-4 (ISBN)

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"Regression Diagnostics" provides practicing statisticians and econometricians with new tools for assessing quality and reliability of regression estimates.

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.

Introduction and Overview. Detecting Influential Observations and Outliers. Detecting and Assessing Collinearity. Applications and Remedies. Research Issues and Directions for Extensions. Bibliography. Index.

Erscheint lt. Verlag	13.8.1980
Reihe/Serie	Probability & Mathematical Statistics S.
Zusatzinfo	bibliography, index
Verlagsort	New York
Sprache	englisch
Maße	166 x 235 mm
Gewicht	567 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
Themenwelt	Sozialwissenschaften ► Soziologie ► Allgemeines / Lexika
ISBN-10	0-471-05856-4 / 0471058564
ISBN-13	978-0-471-05856-4 / 9780471058564
Zustand	Neuware