Robust diagnostic regression analysis:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Springer
2000
|
| Series: | Springer series in statistics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XVI, 327 S. graph. Darst. |
| ISBN: | 0387950176 |
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MARC
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Record in the Search Index
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| adam_text | Contents
Preface vii
1 Some Regression Examples 1
1.1 Influence and Outliers 1
1.2 Three Examples 2
1.2.1 Forbes Data 2
1.2.2 Multiple Regression Data 5
1.2.3 Wool Data 9
1.3 Checking and Building Models 14
2 Regression and the Forward Search 16
2.1 Least Squares 16
2.1.1 Parameter Estimates 16
2.1.2 Residuals and Leverage 18
2.1.3 Formal Tests 19
2.2 Added Variables 20
2.3 Deletion Diagnostics 22
2.3.1 The Algebra of Deletion 22
2.3.2 Deletion Residuals 23
2.3.3 Cook s Distance 24
2.4 The Mean Shift Outlier Model 26
2.5 Simulation Envelopes 27
2.6 The Forward Search 28
2.6.1 General Principles 28
xii Contents
2.6.2 Step 1: Choice of the Initial Subset. 31
2.6.3 Step 2: Adding Observations During the Forward
Search 32
2.6.4 Step 3: Monitoring the Search 33
2.6.5 Forward Deletion Formulae 34
2.7 Further Reading 35
2.8 Exercises 36
2.9 Solutions 37
3 Regression 43
3.1 Hawkins Data 43
3.2 Stack Loss Data 50
3.3 Salinity Data 62
3.4 Ozone Data 67
3.5 Exercises 73
3.6 Solutions 74
4 Transformations to Normality 81
4.1 Background 81
4.2 Transformations in Regression 82
4.2.1 Transformation of the Response 82
4.2.2 Graphics for Transformations 86
4.2.3 Transformation of an Explanatory Variable ... 87
4.3 Wool Data 88
4.4 Poison Data 95
4.5 Modified Poison Data 98
4.6 Doubly Modified Poison Data: An Example of Masking . 101
4.7 Multiply Modified Poison Data—More Masking 104
4.7.1 A Diagnostic Analysis 104
4.7.2 A Forward Analysis 106
4.7.3 Other Graphics for Transformations 108
4.8 Ozone Data 110
4.9 Stack Loss Data Ill
4.10 Mussels Muscles: Transformation of the Response . ... 116
4.11 Transforming Both Sides of a Model 121
4.12 Shortleaf Pine 124
4.13 Other Transformations and Further Reading 127
4.14 Exercises 128
4.15 Solutions 129
5 Nonlinear Least Squares 136
5.1 Background 137
5.1.1 Nonlinear Models 137
5.1.2 Curvature 141
Contents xiii
5.2 The Forward Search 148
5.2.1 Parameter Estimation 148
5.2.2 Monitoring the Forward Search 150
5.3 Radioactivity and Molar Concentration of Nifedipene . 151
5.4 Enzyme Kinetics 154
5.5 Calcium Uptake 159
5.6 Nitrogen in Lakes 164
5.7 Isomerization of n Pentane 170
5.8 Related Literature 173
5.9 Exercises 174
5.10 Solutions 176
6 Generalized Linear Models 179
6.1 Background 180
6.1.1 British Train Accidents 180
6.1.2 Bliss s Beetle Data 181
6.1.3 The Link Function 181
6.2 The Exponential Family 185
6.3 Mean, Variance, and Likelihood 185
6.3.1 One Observation 185
6.3.2 The Variance Function 186
6.3.3 Canonical Parameterization 188
6.3.4 The Likelihood 188
6.4 Maximum Likelihood Estimation 189
6.4.1 Least Squares 189
6.4.2 Weighted Least Squares 190
6.4.3 Newton s Method for Solving Equations 190
6.4.4 Fisher Scoring 191
6.4.5 The Algorithm 192
6.5 Inference 194
6.5.1 The Deviance 194
6.5.2 Estimation of the Dispersion Parameter 197
6.5.3 Inference About Parameters 197
6.6 Checking Generalized Linear Models 198
6.6.1 The Hat Matrix 198
6.6.2 Residuals 198
6.6.3 Cook s Distance 200
6.6.4 A Goodness of Link Test 200
6.6.5 Monitoring the Forward Search 201
6.7 Gamma Models 202
6.8 Car Insurance Data 204
6.9 Dielectric Breakdown Strength 209
6.10 Poisson Models 221
6.11 British Train Accidents 222
6.12 Cellular Differentiation Data 226
xiv Contents
6.13 Binomial Models 230
6.14 Bliss s Beetle Data 232
6.15 Mice with Convulsions 234
6.16 Toxoplasmosis and Rainfall 238
6.16.1 A Forward Analysis 238
6.16.2 Comparison with Backwards Methods 245
6.17 Binary Data 246
6.17.1 Introduction: Vasoconstriction Data 246
6.17.2 The Deviance 248
6.17.3 The Forward Search for Binary Data 249
6.17.4 Perfect Fit 250
6.18 Theory: The Effect of Perfect Fit and the Arcsine Link . 253
6.19 Vasoconstriction Data and Perfect Fit 256
6.20 Chapman Data 259
6.21 Developments and Further Reading 265
6.22 Exercises 267
6.23 Solutions 268
A Data 277
Bibliography 311
Author Index 319
Subject Index 323
|
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| indexdate | 2024-07-09T18:42:47Z |
| institution | BVB |
| isbn | 0387950176 |
| language | English |
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| physical | XVI, 327 S. graph. Darst. |
| publishDate | 2000 |
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| spelling | Atkinson, Anthony C. 1937- Verfasser (DE-588)111081424 aut Robust diagnostic regression analysis Anthony Atkinson ; Marco Riani New York [u.a.] Springer 2000 XVI, 327 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Springer series in statistics Analyse de régression Modelos lineares (pesquisa;planejamento) larpcal Regressieanalyse gtt Robuustheid gtt Statistiques robustes Regression analysis Robust statistics Robuste Statistik (DE-588)4451047-0 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 s Robuste Statistik (DE-588)4451047-0 s DE-604 Riani, Marco Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009044166&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Atkinson, Anthony C. 1937- Robust diagnostic regression analysis Analyse de régression Modelos lineares (pesquisa;planejamento) larpcal Regressieanalyse gtt Robuustheid gtt Statistiques robustes Regression analysis Robust statistics Robuste Statistik (DE-588)4451047-0 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
| subject_GND | (DE-588)4451047-0 (DE-588)4129903-6 |
| title | Robust diagnostic regression analysis |
| title_auth | Robust diagnostic regression analysis |
| title_exact_search | Robust diagnostic regression analysis |
| title_full | Robust diagnostic regression analysis Anthony Atkinson ; Marco Riani |
| title_fullStr | Robust diagnostic regression analysis Anthony Atkinson ; Marco Riani |
| title_full_unstemmed | Robust diagnostic regression analysis Anthony Atkinson ; Marco Riani |
| title_short | Robust diagnostic regression analysis |
| title_sort | robust diagnostic regression analysis |
| topic | Analyse de régression Modelos lineares (pesquisa;planejamento) larpcal Regressieanalyse gtt Robuustheid gtt Statistiques robustes Regression analysis Robust statistics Robuste Statistik (DE-588)4451047-0 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
| topic_facet | Analyse de régression Modelos lineares (pesquisa;planejamento) Regressieanalyse Robuustheid Statistiques robustes Regression analysis Robust statistics Robuste Statistik Regressionsanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009044166&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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