Spline regression models:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Thousand Oaks [u.a.]
Sage
2002
|
| Schriftenreihe: | Quantitative applications in the social sciences
137 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VI, 69 S. graph. Darst. |
| ISBN: | 0761924205 |
Internformat
MARC
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| 100 | 1 | |a Marsh, Lawrence C. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Spline regression models |c Lawrence C. Marsh ; David R. Cormier |
| 264 | 1 | |a Thousand Oaks [u.a.] |b Sage |c 2002 | |
| 300 | |a VI, 69 S. |b graph. Darst. | ||
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| 650 | 7 | |a Splines |2 gtt | |
| 650 | 4 | |a Sozialwissenschaften | |
| 650 | 4 | |a Social sciences -- Statistical methods | |
| 650 | 4 | |a Regression analysis | |
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Datensatz im Suchindex
| _version_ | 1804128830218043392 |
|---|---|
| adam_text | CONTENTS
Series Editor s Introduction v
1. General Introduction 1
Polynomial Regression Models 3
Spline Knot Locations Known in Advance 3
Splines With Unknown Knot Locations 5
Unknown Number of Spline Knots 6
2. Introduction to Spline Models 6
Interrupted Regression Analysis 7
Piecewise Linear Regression 9
Cubic Polynomial Regression 13
Important Features of Spline Models 14
3. Splines With Known Knot Locations 16
Linear Spline Regression Models 16
Quadratic and Higher Order Spline Regression Models 23
Hybrid Spline Regression Models 24
Model Comparison Issues 25
Model Selection Criteria 27
Polynomial Regression and Perfect Multicollinearity 31
F Statistics and t Statistics 31
Autocorrelation and the Durbin Watson Statistic 32
4. Splines With Unknown Knot Locations 33
Transforming Discrete Response Into Continuous Measure 33
Interrupted Regression Analysis 35
Adjusting Intercepts Only 36
Adjusting Intercepts and Slopes 38
Splines With Known Knot Locations 39
Unknown Spline Knot Location Estimation 43
Quadratic Spline With Unknown Knot Locations 46
The Wald Test 48
Model Selection Conclusion 48
5. Splines With an Unknown Number of Knots 49
Stepwise Regression as a Powerful Nonparametric Method 49
Determining the Number, Location, and Degree of the
Spline Knots 52
Smooth Splines for Long Term Investing 53
Moderately Sensitive Splines for Medium Term Investing 55
Highly Sensitive Splines for Short Term Investing 56
Spline Regression Forecasting 58
6. Summary and Conclusions 61
Appendix: SAS® Program to Calculate Standard Error 63
Notes 65
References 67
About the Authors 69
|
| any_adam_object | 1 |
| author | Marsh, Lawrence C. Cormier, David R. |
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| ctrlnum | (OCoLC)46671021 (DE-599)BVBBV013977573 |
| dewey-full | 300/.5/1953621 519.536 |
| dewey-hundreds | 300 - Social sciences 500 - Natural sciences and mathematics |
| dewey-ones | 300 - Social sciences 519 - Probabilities and applied mathematics |
| dewey-raw | 300/.5/19536 21 519.536 |
| dewey-search | 300/.5/19536 21 519.536 |
| dewey-sort | 3300 15 519536 221 |
| dewey-tens | 300 - Social sciences 510 - Mathematics |
| discipline | Soziologie Mathematik |
| format | Book |
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| id | DE-604.BV013977573 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:55:28Z |
| institution | BVB |
| isbn | 0761924205 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009567863 |
| oclc_num | 46671021 |
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| physical | VI, 69 S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Sage |
| record_format | marc |
| series | Quantitative applications in the social sciences |
| series2 | Quantitative applications in the social sciences |
| spelling | Marsh, Lawrence C. Verfasser aut Spline regression models Lawrence C. Marsh ; David R. Cormier Thousand Oaks [u.a.] Sage 2002 VI, 69 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Quantitative applications in the social sciences 137 Regressieanalyse gtt Splines gtt Sozialwissenschaften Social sciences -- Statistical methods Regression analysis Spline (DE-588)4182391-6 gnd rswk-swf Regressionsmodell (DE-588)4127980-3 gnd rswk-swf Spline (DE-588)4182391-6 s Regressionsmodell (DE-588)4127980-3 s DE-604 Cormier, David R. Verfasser aut Quantitative applications in the social sciences 137 (DE-604)BV000005102 137 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009567863&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Marsh, Lawrence C. Cormier, David R. Spline regression models Quantitative applications in the social sciences Regressieanalyse gtt Splines gtt Sozialwissenschaften Social sciences -- Statistical methods Regression analysis Spline (DE-588)4182391-6 gnd Regressionsmodell (DE-588)4127980-3 gnd |
| subject_GND | (DE-588)4182391-6 (DE-588)4127980-3 |
| title | Spline regression models |
| title_auth | Spline regression models |
| title_exact_search | Spline regression models |
| title_full | Spline regression models Lawrence C. Marsh ; David R. Cormier |
| title_fullStr | Spline regression models Lawrence C. Marsh ; David R. Cormier |
| title_full_unstemmed | Spline regression models Lawrence C. Marsh ; David R. Cormier |
| title_short | Spline regression models |
| title_sort | spline regression models |
| topic | Regressieanalyse gtt Splines gtt Sozialwissenschaften Social sciences -- Statistical methods Regression analysis Spline (DE-588)4182391-6 gnd Regressionsmodell (DE-588)4127980-3 gnd |
| topic_facet | Regressieanalyse Splines Sozialwissenschaften Social sciences -- Statistical methods Regression analysis Spline Regressionsmodell |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009567863&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000005102 |
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