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Regression Diagnostics: Identifying Influential Data and Sources of Collinearity (Wiley Series in Probability and Statistics)

Name: Regression Diagnostics: Identifying Influential Data and Sources of Collinearity (Wiley Series in Probability and Statistics)
ISBN: 9780471725145

David A. Belsley, Edwin Kuh, Roy E. Welsch

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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.

Thể loại:

Mathematics

Năm:

1980

Ngôn ngữ:

english

Trang:

320

ISBN 10:

0471725145

ISBN 13:

9780471725145