Regression diagnostics:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | Undetermined |
| Published: |
London u.a.
Sage
1991
|
| Edition: | 1. print. |
| Series: | Quantitative applications in the social sciences
79 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 92 S. |
| ISBN: | 080393971X |
Staff View
MARC
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Record in the Search Index
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| adam_text | CONTENTS
Series Editor s Introduction 1
Acknowledgments 2
1. Introduction 3
2. Linear Least Squares Regression 5
The Regression Model 6
Least Squares Estimation 6
Statistical Inference for Regression Coefficients 7
The General Linear Model 9
3. Coliinearity 10
Collinearity and Variance Inflation 10
Coping with Collinearity: No Quick Fix 13
4. Outlying and Influential Data 21
Measuring Leverage: Hat Values 24
Detecting Outliers: Studentized Residuals 25
Measuring Influence: Cook s Distance and Other
Diagnostics 29
Numerical Cutoffs for Diagnostic Statistics 32
Jointly Influential Subsets of Observations: Partial
Regression Plots 34
Should Unusual Data Be Discarded? 39
5. Non Normally Distributed Errors 40
Normal Quantile Comparison Plot of Residuals 41
Histograms of Residuals 44
Correcting Asymmetry by Transformation 46
6. Nonconstant Error Variance 49
Detecting Nonconstant Error Variance 49
Correcting Nonconstant Error Variance 50
7. Nonlinearity 53
Residual and Partial Residual Plots 54
Transformations for Linearity 58
8. Discrete Data 61
Testing for Nonlinearity 64
Testing for Nonconstant Error Variance 66
9. Maximum Likelihood Methods, Score Tests, and
Constructed Variables 66
Box Cox Transformation of y 68
Box Tidwell Transformation of the *s 70
Nonconstant Error Variance Revisited 73
10. Recommendations 75
Computing Diagnostics 79
Further Reading 79
Appendix 80
A2.1 Least Squares Fit, Joint Confidence Regions,
and Tests 80
A3.1 Ridge Regression 82
A4.1 Hat Values and the Hat Matrix 83
A4.2 The Distribution of the Least Squares Residuals 83
A4.3 Deletion Diagnostics 84
A4.4 The Partial Regression Plot 84
A6.1 Smoothing Scatterplots by Lowess 85
A6.2 Weighted Least Squares Estimation 87
A6.3 Correcting Least Squares Standard Errors for
Heteroscedasticity 88
A6.4 The Efficiency and Validity of Least Squares
Estimation When Error Variances Are Not Constant 88
References 89
About the Author 92
|
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| id | DE-604.BV008983776 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:27:57Z |
| institution | BVB |
| isbn | 080393971X |
| language | Undetermined |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005933854 |
| oclc_num | 632961730 |
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| owner | DE-N2 DE-739 |
| owner_facet | DE-N2 DE-739 |
| physical | 92 S. |
| publishDate | 1991 |
| publishDateSearch | 1991 |
| publishDateSort | 1991 |
| publisher | Sage |
| record_format | marc |
| series | Quantitative applications in the social sciences |
| series2 | Quantitative applications in the social sciences |
| spelling | Fox, John Verfasser aut Regression diagnostics John Fox 1. print. London u.a. Sage 1991 92 S. txt rdacontent n rdamedia nc rdacarrier Quantitative applications in the social sciences 79 Sozialwissenschaften (DE-588)4055916-6 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 s Sozialwissenschaften (DE-588)4055916-6 s DE-604 Quantitative applications in the social sciences 79 (DE-604)BV000005102 79 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005933854&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Fox, John Regression diagnostics Quantitative applications in the social sciences Sozialwissenschaften (DE-588)4055916-6 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
| subject_GND | (DE-588)4055916-6 (DE-588)4129903-6 |
| title | Regression diagnostics |
| title_auth | Regression diagnostics |
| title_exact_search | Regression diagnostics |
| title_full | Regression diagnostics John Fox |
| title_fullStr | Regression diagnostics John Fox |
| title_full_unstemmed | Regression diagnostics John Fox |
| title_short | Regression diagnostics |
| title_sort | regression diagnostics |
| topic | Sozialwissenschaften (DE-588)4055916-6 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
| topic_facet | Sozialwissenschaften Regressionsanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005933854&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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