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Handbook of regression analysis [[electronic resource] /] / Samprit Chatterjee, Jeffrey S. Simonoff
| Handbook of regression analysis [[electronic resource] /] / Samprit Chatterjee, Jeffrey S. Simonoff |
| Autore | Chatterjee Samprit <1938-> |
| Pubbl/distr/stampa | Hoboken, New Jersey, : Wiley, c2013 |
| Descrizione fisica | 1 online resource (252 p.) |
| Disciplina | 519.5/36 |
| Altri autori (Persone) | SimonoffJeffrey S |
| Collana | Wiley Handbooks in Applied Statistics |
| Soggetto topico | Regression analysis |
| ISBN |
1-118-53283-X
1-118-53284-8 1-118-53281-3 |
| Classificazione | MAT029030 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. The multiple linear regression model -- pt. 2. Addressing violations of assumptions -- pt. 3. Categorical predictors -- pt. 4. Other regression models. |
| Record Nr. | UNINA-9910141538103321 |
Chatterjee Samprit <1938->
|
||
| Hoboken, New Jersey, : Wiley, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Handbook of regression analysis / / Samprit Chatterjee, Jeffrey S. Simonoff
| Handbook of regression analysis / / Samprit Chatterjee, Jeffrey S. Simonoff |
| Autore | Chatterjee Samprit <1938-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, New Jersey, : Wiley, c2013 |
| Descrizione fisica | 1 online resource (252 p.) |
| Disciplina | 519.5/36 |
| Altri autori (Persone) | SimonoffJeffrey S |
| Collana | Wiley Handbooks in Applied Statistics |
| Soggetto topico | Regression analysis |
| ISBN |
1-118-53283-X
1-118-53284-8 1-118-53281-3 |
| Classificazione | MAT029030 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. The multiple linear regression model -- pt. 2. Addressing violations of assumptions -- pt. 3. Categorical predictors -- pt. 4. Other regression models. |
| Record Nr. | UNINA-9910812575803321 |
|
Chatterjee Samprit <1938->
|
||
| Hoboken, New Jersey, : Wiley, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Regression analysis by example
| Regression analysis by example |
| Autore | Chatterjee Samprit <1938-> |
| Edizione | [4th ed. /] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley-Interscience, c2006 |
| Descrizione fisica | 1 online resource (403 pages) |
| Disciplina | 519.5/36 |
| Altri autori (Persone) | HadiAli S |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Regression analysis |
| ISBN |
1-280-55174-7
9786610551743 0-470-05546-4 0-470-05545-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; 1 Introduction; 1.1 What Is Regression Analysis?; 1.2 Publicly Available Data Sets; 1.3 Selected Applications of Regression Analysis; 1.3.1 Agricultural Sciences; 1.3.2 Industrial and Labor Relations; 1.3.3 History; 1.3.4 Government; 1.3.5 Environmental Sciences; 1.4 Steps in Regression Analysis; 1.4.1 Statement of the Problem; 1.4.2 Selection of Potentially Relevant Variables; 1.4.3 Data Collection; 1.4.4 Model Specification; 1.4.5 Method of Fitting; 1.4.6 Model Fitting; 1.4.7 Model Criticism and Selection
1.4.8 Objectives of Regression Analysis1.5 Scope and Organization of the Book; Exercises; 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 Fit; 2.10 Regression Line Through the Origin; 2.11 Trivial Regression Models; 2.12 Bibliographic Notes; Exercises; 3 Multiple Linear Regression; 3.1 Introduction; 3.2 Description of the Data and Model 3.3 Example: Supervisor Performance Data3.4 Parameter Estimation; 3.5 Interpretations of Regression Coefficients; 3.6 Properties of the Least Squares Estimators; 3.7 Multiple Correlation Coefficient; 3.8 Inference for Individual Regression Coefficients; 3.9 Tests of Hypotheses in a Linear Model; 3.9.1 Testing All Regression Coefficients Equal to Zero; 3.9.2 Testing a Subset of Regression Coefficients Equal to Zero; 3.9.3 Testing the Equality of Regression Coefficients; 3.9.4 Estimating and Testing of Regression Parameters Under Constraints; 3.10 Predictions; 3.11 Summary; Exercises Appendix: Multiple Regression in Matrix Notation4 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; 4.5.1 One-Dimensional Graphs; 4.5.2 Two-Dimensional Graphs; 4.5.3 Rotating Plots; 4.5.4 Dynamic Graphs; 4.6 Graphs After Fitting a Model; 4.7 Checking Linearity and Normality Assumptions; 4.8 Leverage, Influence, and Outliers; 4.8.1 Outliers in the Response Variable; 4.8.2 Outliers in the Predictors; 4.8.3 Masking and Swamping Problems 4.9 Measures of Influence4.9.1 Cook's Distance; 4.9.2 Welsch and Kuh Measure; 4.9.3 Hadi's Influence Measure; 4.10 The Potential-Residual Plot; 4.11 What to Do with the Outliers?; 4.12 Role of Variables in a Regression Equation; 4.12.1 Added-Variable Plot; 4.12.2 Residual Plus Component Plot; 4.13 Effects of an Additional Predictor; 4.14 Robust Regression; Exercises; 5. Qualitative Variables as Predictors; 5.1 Introduction; 5.2 Salary Survey Data; 5.3 Interaction Variables; 5.4 Systems of Regression Equations; 5.4.1 Models with Different Slopes and Different Intercepts 5.4.2 Models with Same Slope and Different Intercepts |
| Record Nr. | UNINA-9910143422703321 |
|
Chatterjee Samprit <1938->
|
||
| Hoboken, N.J., : Wiley-Interscience, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sensitivity analysis in linear regression [[electronic resource] /] / Samprit Chatterjee, Ali S. Hadi
| Sensitivity analysis in linear regression [[electronic resource] /] / Samprit Chatterjee, Ali S. Hadi |
| Autore | Chatterjee Samprit <1938-> |
| Pubbl/distr/stampa | New York, : Wiley, c1988 |
| Descrizione fisica | 1 online resource (341 p.) |
| Disciplina |
519.5
519.536 |
| Altri autori (Persone) | HadiAli S |
| Collana | Wiley series in probability and mathematical statistics. Applied probability and statistics |
| Soggetto topico |
Regression analysis
Perturbation (Mathematics) Mathematical optimization |
| ISBN |
1-282-30736-3
9786612307362 0-470-31676-4 0-470-31742-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Sensitivity Analysis in Linear Regression; PREFACE; Contents; 1. INTRODUCTION; 1.1. Introduction; 1.2. Notations; 1.3. Standard Estimation Results in Least Squares; 1.4. Assumptions; 1.5. Iterative Regression Process; 1.6. Organization of the Book; 2. PREDICTION MATRIX; 2.1.Introduction; 2.2. Roles of P and (I -P) in Linear Regression; 2.3. Properties of the Prediction Matrix; 2.3.1. General Properties; 2.3.2. Omitting (Adding) Variables; 2.3.3. Omitting (Adding) an Observation; 2.3.4. Conditions for Large Values of pii; 2.3.5. Omitting Multiple Rows of X; 2.3.6. Eigenvalues of P and (I- P)
2.3.7. Distribution of pü2.4. Examples; 3. ROLE OF VARIABLES IN A REGRESSION EQUATION; 3.1. Introduction; 3.2. Effects of Underfitting; 3.3. Effects of Overfining; 3.4. Interpreting Successive Fining; 3.5. Computing Implications for Successive Fitting; 3.6. Introduction of One Additional Regressor; 3.7. Comparing Models: Comparison Criteria; 3.8. Diagnostic Plots for the Effects of Variables; 3.8.1. Added Variable (Partial Regression) Plots; 3.8.2. Residual Versus Predictor Plots; 3.8.3. Component-Plus-Residual (Partial Residual) Plots; 3.8.4. Augmented Partial Residual Plots 3.9. Effects of an Additional Regressor4. EFFECTS OF AN OBSERVATION ON A REGRESSION EQUATION; 4.1. Introduction; 4.2. Omission Approach; 4.2.1. Measures Based on Residuals; 4.2.1.1. Testing for a Single Outlier; 4.2.1.2. Graphical Methods; 4.2.2. Outliers, High-leverage, and Influential Points; 4.2.3. Measures Based on Remoteness of Points in X-Y Space; 4.2.3.1. Diagonal Elements of P; 4.2.3.2. Mahalanobis Distance; 4.2.3.3. Weighted Squared Standardized Distance; 4.2.3.4. Diagonal Elements of Pz; 4.2.4. Influence Curve; 4.2.4.1. Definition of the Influence Curve 4.2.4.2. Influence Curves for β and σ24.2.4.3. Approximating the Influence Curve; 4.2.5. Measures Based on the Influence Curve; 4.2.5.1. Cook's Distance; 4.2.5.2. Welsch-Kuh's Distance; 4.2.5.3. Welsch's Distance; 4.2.5.4. Modified Cooks Distance; 4.2.6. Measures Based on the Volume of Confidence Ellipsoids; 4.2.6.1. Andrews-Pregibon Statistic; 4.2.6.2. Variance Ratio; 4.2.6.3. Cook-Weisberg Statistic; 4.2.7. Measures Based on the Likelihood Function; 4.2.8. Measures Based on a Subset of the Regression Coefficients; 4.2.8.1. Influence on a Single Regression Coefficient 4.2.8.2. Ilnfluence on Linear Functions of β4.2.9. Measures based on the Eigensmcture of X; 4.2.9.1. Condition Number and Collinearity Indices; 4.2.9.2. Collinearity-Influential Points; 4.2.9.3. Effects of an Observation on the Condition Number; 4.2.9.4. Diagnosing Collinearhy-Influential Observations; 4.3. Differentiation Approach; 4.4. Summary and Concluding Remarks; 5. ASSESSING THE EFFECTS OF MULTIPLE OBSERVATIONS; 5.1. Introduction; 5.2. Measures Based on Residuals; 5.3. Measures Based on the Influence Curve; 5.3.1. Sample lnfluence Curve; 5.3.2. Empirical Influence Curve 5.3.3. Generalized Cook's Distance |
| Record Nr. | UNINA-9910144694903321 |
|
Chatterjee Samprit <1938->
|
||
| New York, : Wiley, c1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sensitivity analysis in linear regression [[electronic resource] /] / Samprit Chatterjee, Ali S. Hadi
| Sensitivity analysis in linear regression [[electronic resource] /] / Samprit Chatterjee, Ali S. Hadi |
| Autore | Chatterjee Samprit <1938-> |
| Pubbl/distr/stampa | New York, : Wiley, c1988 |
| Descrizione fisica | 1 online resource (341 p.) |
| Disciplina |
519.5
519.536 |
| Altri autori (Persone) | HadiAli S |
| Collana | Wiley series in probability and mathematical statistics. Applied probability and statistics |
| Soggetto topico |
Regression analysis
Perturbation (Mathematics) Mathematical optimization |
| ISBN |
1-282-30736-3
9786612307362 0-470-31676-4 0-470-31742-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Sensitivity Analysis in Linear Regression; PREFACE; Contents; 1. INTRODUCTION; 1.1. Introduction; 1.2. Notations; 1.3. Standard Estimation Results in Least Squares; 1.4. Assumptions; 1.5. Iterative Regression Process; 1.6. Organization of the Book; 2. PREDICTION MATRIX; 2.1.Introduction; 2.2. Roles of P and (I -P) in Linear Regression; 2.3. Properties of the Prediction Matrix; 2.3.1. General Properties; 2.3.2. Omitting (Adding) Variables; 2.3.3. Omitting (Adding) an Observation; 2.3.4. Conditions for Large Values of pii; 2.3.5. Omitting Multiple Rows of X; 2.3.6. Eigenvalues of P and (I- P)
2.3.7. Distribution of pü2.4. Examples; 3. ROLE OF VARIABLES IN A REGRESSION EQUATION; 3.1. Introduction; 3.2. Effects of Underfitting; 3.3. Effects of Overfining; 3.4. Interpreting Successive Fining; 3.5. Computing Implications for Successive Fitting; 3.6. Introduction of One Additional Regressor; 3.7. Comparing Models: Comparison Criteria; 3.8. Diagnostic Plots for the Effects of Variables; 3.8.1. Added Variable (Partial Regression) Plots; 3.8.2. Residual Versus Predictor Plots; 3.8.3. Component-Plus-Residual (Partial Residual) Plots; 3.8.4. Augmented Partial Residual Plots 3.9. Effects of an Additional Regressor4. EFFECTS OF AN OBSERVATION ON A REGRESSION EQUATION; 4.1. Introduction; 4.2. Omission Approach; 4.2.1. Measures Based on Residuals; 4.2.1.1. Testing for a Single Outlier; 4.2.1.2. Graphical Methods; 4.2.2. Outliers, High-leverage, and Influential Points; 4.2.3. Measures Based on Remoteness of Points in X-Y Space; 4.2.3.1. Diagonal Elements of P; 4.2.3.2. Mahalanobis Distance; 4.2.3.3. Weighted Squared Standardized Distance; 4.2.3.4. Diagonal Elements of Pz; 4.2.4. Influence Curve; 4.2.4.1. Definition of the Influence Curve 4.2.4.2. Influence Curves for β and σ24.2.4.3. Approximating the Influence Curve; 4.2.5. Measures Based on the Influence Curve; 4.2.5.1. Cook's Distance; 4.2.5.2. Welsch-Kuh's Distance; 4.2.5.3. Welsch's Distance; 4.2.5.4. Modified Cooks Distance; 4.2.6. Measures Based on the Volume of Confidence Ellipsoids; 4.2.6.1. Andrews-Pregibon Statistic; 4.2.6.2. Variance Ratio; 4.2.6.3. Cook-Weisberg Statistic; 4.2.7. Measures Based on the Likelihood Function; 4.2.8. Measures Based on a Subset of the Regression Coefficients; 4.2.8.1. Influence on a Single Regression Coefficient 4.2.8.2. Ilnfluence on Linear Functions of β4.2.9. Measures based on the Eigensmcture of X; 4.2.9.1. Condition Number and Collinearity Indices; 4.2.9.2. Collinearity-Influential Points; 4.2.9.3. Effects of an Observation on the Condition Number; 4.2.9.4. Diagnosing Collinearhy-Influential Observations; 4.3. Differentiation Approach; 4.4. Summary and Concluding Remarks; 5. ASSESSING THE EFFECTS OF MULTIPLE OBSERVATIONS; 5.1. Introduction; 5.2. Measures Based on Residuals; 5.3. Measures Based on the Influence Curve; 5.3.1. Sample lnfluence Curve; 5.3.2. Empirical Influence Curve 5.3.3. Generalized Cook's Distance |
| Record Nr. | UNINA-9910830090503321 |
|
Chatterjee Samprit <1938->
|
||
| New York, : Wiley, c1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sensitivity analysis in linear regression / / Samprit Chatterjee, Ali S. Hadi
| Sensitivity analysis in linear regression / / Samprit Chatterjee, Ali S. Hadi |
| Autore | Chatterjee Samprit <1938-> |
| Pubbl/distr/stampa | New York, : Wiley, c1988 |
| Descrizione fisica | 1 online resource (341 p.) |
| Disciplina |
519.5
519.536 |
| Altri autori (Persone) | HadiAli S |
| Collana | Wiley series in probability and mathematical statistics. Applied probability and statistics |
| Soggetto topico |
Regression analysis
Perturbation (Mathematics) Mathematical optimization |
| ISBN |
1-282-30736-3
9786612307362 0-470-31676-4 0-470-31742-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Sensitivity Analysis in Linear Regression; PREFACE; Contents; 1. INTRODUCTION; 1.1. Introduction; 1.2. Notations; 1.3. Standard Estimation Results in Least Squares; 1.4. Assumptions; 1.5. Iterative Regression Process; 1.6. Organization of the Book; 2. PREDICTION MATRIX; 2.1.Introduction; 2.2. Roles of P and (I -P) in Linear Regression; 2.3. Properties of the Prediction Matrix; 2.3.1. General Properties; 2.3.2. Omitting (Adding) Variables; 2.3.3. Omitting (Adding) an Observation; 2.3.4. Conditions for Large Values of pii; 2.3.5. Omitting Multiple Rows of X; 2.3.6. Eigenvalues of P and (I- P)
2.3.7. Distribution of pü2.4. Examples; 3. ROLE OF VARIABLES IN A REGRESSION EQUATION; 3.1. Introduction; 3.2. Effects of Underfitting; 3.3. Effects of Overfining; 3.4. Interpreting Successive Fining; 3.5. Computing Implications for Successive Fitting; 3.6. Introduction of One Additional Regressor; 3.7. Comparing Models: Comparison Criteria; 3.8. Diagnostic Plots for the Effects of Variables; 3.8.1. Added Variable (Partial Regression) Plots; 3.8.2. Residual Versus Predictor Plots; 3.8.3. Component-Plus-Residual (Partial Residual) Plots; 3.8.4. Augmented Partial Residual Plots 3.9. Effects of an Additional Regressor4. EFFECTS OF AN OBSERVATION ON A REGRESSION EQUATION; 4.1. Introduction; 4.2. Omission Approach; 4.2.1. Measures Based on Residuals; 4.2.1.1. Testing for a Single Outlier; 4.2.1.2. Graphical Methods; 4.2.2. Outliers, High-leverage, and Influential Points; 4.2.3. Measures Based on Remoteness of Points in X-Y Space; 4.2.3.1. Diagonal Elements of P; 4.2.3.2. Mahalanobis Distance; 4.2.3.3. Weighted Squared Standardized Distance; 4.2.3.4. Diagonal Elements of Pz; 4.2.4. Influence Curve; 4.2.4.1. Definition of the Influence Curve 4.2.4.2. Influence Curves for β and σ24.2.4.3. Approximating the Influence Curve; 4.2.5. Measures Based on the Influence Curve; 4.2.5.1. Cook's Distance; 4.2.5.2. Welsch-Kuh's Distance; 4.2.5.3. Welsch's Distance; 4.2.5.4. Modified Cooks Distance; 4.2.6. Measures Based on the Volume of Confidence Ellipsoids; 4.2.6.1. Andrews-Pregibon Statistic; 4.2.6.2. Variance Ratio; 4.2.6.3. Cook-Weisberg Statistic; 4.2.7. Measures Based on the Likelihood Function; 4.2.8. Measures Based on a Subset of the Regression Coefficients; 4.2.8.1. Influence on a Single Regression Coefficient 4.2.8.2. Ilnfluence on Linear Functions of β4.2.9. Measures based on the Eigensmcture of X; 4.2.9.1. Condition Number and Collinearity Indices; 4.2.9.2. Collinearity-Influential Points; 4.2.9.3. Effects of an Observation on the Condition Number; 4.2.9.4. Diagnosing Collinearhy-Influential Observations; 4.3. Differentiation Approach; 4.4. Summary and Concluding Remarks; 5. ASSESSING THE EFFECTS OF MULTIPLE OBSERVATIONS; 5.1. Introduction; 5.2. Measures Based on Residuals; 5.3. Measures Based on the Influence Curve; 5.3.1. Sample lnfluence Curve; 5.3.2. Empirical Influence Curve 5.3.3. Generalized Cook's Distance |
| Record Nr. | UNINA-9910877002703321 |
|
Chatterjee Samprit <1938->
|
||
| New York, : Wiley, c1988 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||