Regression analysis: statistical modeling of a response variable
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam [u.a.]
Acad. Press
2006
|
| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIX, 459 S. Ill., graph. Darst. 1 CD-ROM (12 cm) |
| ISBN: | 9780120885978 0120885972 |
Internformat
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| 245 | 1 | 0 | |a Regression analysis |b statistical modeling of a response variable |c Rudolf J. Freund ; William J. Wilson ; Ping Sa |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a Amsterdam [u.a.] |b Acad. Press |c 2006 | |
| 300 | |a XIX, 459 S. |b Ill., graph. Darst. |e 1 CD-ROM (12 cm) | ||
| 336 | |b txt |2 rdacontent | ||
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| 650 | 4 | |a Matematična statistika - Estimacija - Hipoteze - Učbeniki za visoke šole | |
| 650 | 4 | |a Matematična statistika - Teorija porazdelitev - Slučajne spremenljivke - Učbeniki za visoke šole | |
| 650 | 4 | |a Podatkovne strukture - Estimacija - Variabilnost - Vaje z rešitvami | |
| 650 | 4 | |a Statistične metode - Linearna regresija - Slučajnostne skupine - Učbeniki za visoke šole | |
| 650 | 4 | |a Statistične metode - Razčlenjevanje - Razvrščanje v skupine - Učbeniki za visoke šole | |
| 650 | 4 | |a Distribution (Probability theory) | |
| 650 | 4 | |a Linear models (Statistics) | |
| 650 | 4 | |a Mathematical statistics |x Random variables | |
| 650 | 4 | |a Regression analysis | |
| 650 | 4 | |a Regression analysis |x Modelling |v Problems, exercises, etc | |
| 650 | 4 | |a Sampling (Statistics) | |
| 650 | 4 | |a Statistical methods |x Modelling |v Problems, exercises, etc | |
| 650 | 4 | |a Variables |v Problems, exercises, etc | |
| 650 | 4 | |a Variables |x Variation | |
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Datensatz im Suchindex
| _version_ | 1804138997703770112 |
|---|---|
| adam_text | REGRESSION ANALYSIS STATISTICAL MODELING OF A RESPONSE VARIABLE SECOND
EDITION RUDOLF J.FREUND DEPARTMENT OF STATISTICS TEXAS A & M UNIVERSITY
WILLIAM J. WILSON DEPARTMENT OF MATHEMATICS AND STATISTICS UNIVERSITY OF
NORTH FLORIDA PING SA DEPARTMENT OF MATHEMATICS AND STATISTICS
UNIVERSITY OF NORTH FLORIDA AMSTERDAM * BOSTON * HEIDELBERG * LONDON
NEWYORK * OXFORD * PARIS * SAN DIEGO SAN FRANCISCO * SINGAPORE * SYDNEY
* TOKYO ELSEVIER ACADEMIC PRESS IS AN IMPRINT OF ELSEVIER PREFACE XIII
AN OVERVIEW XIX PART I THE BASICS 1 1 THE ANALYSIS OF MEANS: A REVIEW OF
BASICS AND AN INTRODUCTION TO LINEAR MODELS 5 1.1 INTRODUCTION 5 1.2
SAMPLING DISTRIBUTIONS 5 SAMPLING DISTRIBUTION OF THE SAMPLE MEAN 6
SAMPLING DISTRIBUTION OF THE VARIANCE 7 SAMPLING DISTRIBUTION OF THE
RATIO OF TWO VARIANCES 8 RELATIONSHIPS AMONG THE DISTRIBUTIONS 9 1.3
INFERENCES ON A SINGLE POPULATION MEAN 9 INFERENCES USING THE SAMPLING
DISTRIBUTION OF THE MEAN 9 INFERENCES USING THE LINEAR MODEL 1 1
HYPOTHESIS TESTING 12 1.4 INFERENCES ON TWO MEANS USING INDEPENDENT
SAMPLES 17 INFERENCES USING THE SAMPLING DISTRIBUTION 17 INFERENCE FOR
TWO-POPULATION MEANS USING THE LINEAR MODEL 19 1.5 INFERENCES ON SEVERAL
MEANS 23 REPARAMETERIZED MODEL 27 VI CONTENTS 1.6 SUMMARY 28 1.7 CHAPTER
EXERCISES 30 SIMPLE LINEAR REGRESSION: LINEAR REGRESSION WITH ONE
INDEPENDENT VARIABLE 35 2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 2.10 2.11 3
3.1 3.2 3.3 3.4 3.5 3.6 3.7 INTRODUCTION THE LINEAR REGRESSION MODEL
INFERENCES ON THE PARAMETERS (3 0 AND JI ESTIMATING THE PARAMETERS /?O
AND J3 INFERENCES ON (3 USING THE SAMPLING DISTRIBUTION INFERENCES ON
FLI USING THE LINEAR MODEL INFERENCES ON THE RESPONSE VARIABLE
CORRELATION AND THE COEFFICIENT OF DETERMINATION REGRESSION THROUGH THE
ORIGIN REGRESSION THROUGH THE ORIGIN USING THE SAMPLING DISTRIBUTION
REGRESSION THROUGH THE ORIGIN USING LINEAR MODELS ASSUMPTIONS ON THE
SIMPLE LINEAR REGRESSION MODEL USES AND MISUSES OF REGRESSION INVERSE
PREDICTIONS SUMMARY CHAPTER EXERCISES MULTIPLE LINEAR REGRESSION
INTRODUCTION THE MULTIPLE LINEAR REGRESSION MODEL ESTIMATION OF
COEFFICIENTS INTERPRETING THE PARTIAL REGRESSION COEFFICIENTS ESTIMATING
PARTIAL COEFFICIENTS USING RESIDUALS INFERENCES ON THE PARAMETERS
COMPUTING THE HYPOTHESIS SS THE HYPOTHESIS TEST COMMONLY USED TESTS THE
TEST FOR THE MODEL TESTS FOR INDIVIDUAL COEFFICIENTS SIMULTANEOUS
INFERENCE THE TEST FOR A COEFFICIENT USING RESIDUALS TESTING A GENERAL
LINEAR HYPOTHESIS (OPTIONAL TOPIC) INFERENCES ON THE RESPONSE VARIABLE
IN MULTIPLE REGRESSION 35 37 40 40 42 45 49 52 56 57 58 62 65 65 67 68
73 73 74 76 81 82 85 89 89 89 90 91 93 94 97 100 CONTENTS VII 3.8
CORRELATION AND THE COEFFICIENT OF DETERMINATION 102 MULTIPLE
CORRELATION 10 2 PARTIAL CORRELATION 104 3.9 GETTING RESULTS 105 3.10
SUMMARY AND A LOOK AHEAD 106 USES AND MISUSES OF REGRESSION ANALYSIS 106
DATA PROBLEMS 108 MODEL PROBLEMS 108 3.11 CHAPTER EXERCISES 108 PART II
PROBLEMS AND REMEDIES 117 4 PROBLEMS WITH OBSERVATIONS 119 4.1 4.2 4.3
4.4 4.5 4.6 4.7 INTRODUCTION PART ONE: OUTLIERS OUTLIERS AND INFLUENTIAL
OBSERVATIONS STATISTICS BASED ON RESIDUALS STATISTICS MEASURING LEVERAGE
STATISTICS MEASURING INFLUENCE ON THE ESTIMATED RESPONSE USING THE
DFBETAS STATISTICS LEVERAGE PLOTS STATISTICS MEASURING INFLUENCE ON THE
PRECISION OF ESTIMATED COEFFICIENTS COMMENTS REMEDIAL METHODS PART TWO:
VIOLATIONS OF ASSUMPTIONS UNEQUAL VARIANCES GENERAL FORMULATION WEIGHTS
BASED ON RELATIONSHIPS ROBUST ESTIMATION CORRELATED ERRORS
AUTOREGRESSIVE MODELS DIAGNOSTICS FOR AUTOCORRELATION REMEDIAL METHODS
ALTERNATIVE ESTIMATION TECHNIQUE MODEL MODIFICATION SUMMARY CHAPTER
EXERCISES 119 120 120 124 125 126 128 129 130 141 142 143 143 143 151
156 160 161 165 167 167 170 172 173 CONTENTS 5 MULTICOLLINEARITY 177 5.1
INTRODUCTION 177 5.2 THE EFFECTS OF MULTICOLLINEARITY 179 5.3 DIAGNOSING
MULTICOLLINEARITY 190 VARIANCE INFLATION FACTORS 190 VARIANCE
PROPORTIONS 192 PRINCIPAL COMPONENTS 192 5.4 REMEDIAL METHODS 198
REDEFINING VARIABLES 199 METHODS BASED ON KNOWLEDGE OF THE VARIABLES 200
METHODS BASED ON STATISTICAL ANALYSES 203 PRINCIPAL COMPONENT REGRESSION
205 BIASED ESTIMATION 214 RIDGE REGRESSION 216 INCOMPLETE PRINCIPAL
COMPONENT REGRESSION 218 5.5 SUMMARY 221 5.6 CHAPTER EXERCISES 222
PROBLEMS WITH THE MODEL 227 6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 INTRODUCTION
SPECIFICATION ERROR LACK OF FIT TEST COMMENTS OVERSPECIFICATION: TOO
MANY VARIABLES VARIABLE SELECTION PROCEDURES SIZE OF SUBSET THE C P
STATISTIC OTHER SELECTION METHODS RELIABILITY OF VARIABLE SELECTION
CROSS VALIDATION RESAMPLING USEFULNESS OF VARIABLE SELECTION VARIABLE
SELECTION AND INFLUENTIAL OBSERVATIONS COMMENTS 227 228 232 234 238 240
241 246 248 250 251 253 256 259 261 CONTENTS IX 6.9 SUMMARY 262 6.10
CHAPTER EXERCISES 262 PART III ADDITIONAL USES OF REGRESSION 267 7 CURVE
FITTING 269 7.1 INTRODUCTION 269 7.2 POLYNOMIAL MODELS WITH ONE
INDEPENDENT VARIABLE 270 INTERACTIVE ANALYSIS 211 7.3 SEGMENTED
POLYNOMIALS WITH KNOWN KNOTS 279 SEGMENTED STRAIGHT LINES 279 SEGMENTED
POLYNOMIALS 280 7.4 POLYNOMIAL REGRESSION IN SEVERAL VARIABLES; RESPONSE
SURFACES 283 7.5 CURVE FITTING WITHOUT A MODEL 29 2 THE MOVING AVERAGE
294 THE LOESS METHOD 295 7.6 SUMMARY 297 7.7 CHAPTER EXERCISES 297 8
INTRODUCTION TO NONLINEAR MODELS 303 8.1 INTRODUCTION 303 8.2
INTRINSICALLY LINEAR MODELS 305 THE MULTIPLICATIVE MODEL 312 8.3
INTRINSICALLY NONLINEAR MODELS 320 GROWTH MODELS 327 8.4 SUMMARY 332 8.5
CHAPTER EXERCISES 333 9 INDICATOR VARIABLES 337 9.1 INTRODUCTION 337 9.2
THE DUMMY VARIABLE MODEL 339 MEAN AND VARIANCE OF A LINEAR FUNCTION OF
CORRELATED VARIABLES 345 9.3 UNEQUAL CELL FREQUENCIES 346 CONTENTS 9.4
EMPTY CELLS 351 9.5 MODELS WITH DUMMY AND CONTINUOUS VARIABLES 354 9.6 A
SPECIAL APPLICATION: THE ANALYSIS OF COVARIANCE 359 9.7 HETEROGENEOUS
SLOPES IN THE ANALYSIS OF COVARIANCE 363 9.8 SUMMARY 368 9.9 CHAPTER
EXERCISES 368 10 CATEGORICAL RESPONSE VARIABLES 371 10.1 INTRODUCTION
371 10.2 BINARY RESPONSE VARIABLES 371 THE LINEAR MODEL WITH A
DICHOTOMOUS DEPENDENT VARIABLE 37 3 10.3 WEIGHTED LEAST SQUARES 374 10.4
SIMPLE LOGISTIC REGRESSION 379 10.5 MULTIPLE LOGISTIC REGRESSION 385
10.6 LOGLINEAR MODEL 388 10.7 SUMMARY 395 10.8 CHAPTER EXERCISES 396 11
GENERALIZED LINEAR MODELS 401 401 403 403 403 404 406 410 APPENDIX A:
STATISTICAL TABLES 413 A.1 THE STANDARD NORMAL
DISTRIBUTION*PROBABILITIES EXCEEDING Z 414 A.2 THE T DISTRIBUTION*VALUES
OF T EXCEEDED WITH GIVEN PROBABILITY 419 A.3 THE X 2 DISTRIBUTION* X 2
VALUES EXCEEDED WITH GIVEN PROBABILITY - 420 11.1 11.2 11.3 11.4 11.5
INTRODUCTION THE LINK FUNCTION LOGISTIC REGRESSION LINK POISSON
REGRESSION LINK THE LOGISTIC MODEL OTHER MODELS SUMMARY CONTENTS XI A.4
THE F DISTRIBUTION P= 0.1 421 A.5 THE DURBIN-WATSON TEST BOUNDS 431
APPENDIX B: A BRIEF INTRODUCTION TO MATRICES 433 B.I MATRIX ALGEBRA 434
B.2 SOLVING LINEAR EQUATIONS 437 APPENDIX C: ESTIMATION PROCEDURES 439
C.I LEAST SQUARES ESTIMATION 439 C.2 MAXIMUM LIKELIHOOD ESTIMATION 441
REFERENCES 445 INDEX 449
|
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 2. ed. |
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| spelling | Freund, Rudolf Jakob 1927-2014 Verfasser (DE-588)124778208 aut Regression analysis statistical modeling of a response variable Rudolf J. Freund ; William J. Wilson ; Ping Sa 2. ed. Amsterdam [u.a.] Acad. Press 2006 XIX, 459 S. Ill., graph. Darst. 1 CD-ROM (12 cm) txt rdacontent n rdamedia nc rdacarrier Matematična statistika - Estimacija - Hipoteze - Učbeniki za visoke šole Matematična statistika - Teorija porazdelitev - Slučajne spremenljivke - Učbeniki za visoke šole Podatkovne strukture - Estimacija - Variabilnost - Vaje z rešitvami Statistične metode - Linearna regresija - Slučajnostne skupine - Učbeniki za visoke šole Statistične metode - Razčlenjevanje - Razvrščanje v skupine - Učbeniki za visoke šole Distribution (Probability theory) Linear models (Statistics) Mathematical statistics Random variables Regression analysis Regression analysis Modelling Problems, exercises, etc Sampling (Statistics) Statistical methods Modelling Problems, exercises, etc Variables Problems, exercises, etc Variables Variation Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Regressionsanalyse (DE-588)4129903-6 s Statistik (DE-588)4056995-0 s 1\p DE-604 Wilson, William J. 1940- Verfasser (DE-588)124778194 aut Sa, Ping Verfasser (DE-588)173967523 aut HEBIS Datenaustausch Darmstadt application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017442210&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Freund, Rudolf Jakob 1927-2014 Wilson, William J. 1940- Sa, Ping Regression analysis statistical modeling of a response variable Matematična statistika - Estimacija - Hipoteze - Učbeniki za visoke šole Matematična statistika - Teorija porazdelitev - Slučajne spremenljivke - Učbeniki za visoke šole Podatkovne strukture - Estimacija - Variabilnost - Vaje z rešitvami Statistične metode - Linearna regresija - Slučajnostne skupine - Učbeniki za visoke šole Statistične metode - Razčlenjevanje - Razvrščanje v skupine - Učbeniki za visoke šole Distribution (Probability theory) Linear models (Statistics) Mathematical statistics Random variables Regression analysis Regression analysis Modelling Problems, exercises, etc Sampling (Statistics) Statistical methods Modelling Problems, exercises, etc Variables Problems, exercises, etc Variables Variation Regressionsanalyse (DE-588)4129903-6 gnd Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4129903-6 (DE-588)4056995-0 (DE-588)4123623-3 |
| title | Regression analysis statistical modeling of a response variable |
| title_auth | Regression analysis statistical modeling of a response variable |
| title_exact_search | Regression analysis statistical modeling of a response variable |
| title_full | Regression analysis statistical modeling of a response variable Rudolf J. Freund ; William J. Wilson ; Ping Sa |
| title_fullStr | Regression analysis statistical modeling of a response variable Rudolf J. Freund ; William J. Wilson ; Ping Sa |
| title_full_unstemmed | Regression analysis statistical modeling of a response variable Rudolf J. Freund ; William J. Wilson ; Ping Sa |
| title_short | Regression analysis |
| title_sort | regression analysis statistical modeling of a response variable |
| title_sub | statistical modeling of a response variable |
| topic | Matematična statistika - Estimacija - Hipoteze - Učbeniki za visoke šole Matematična statistika - Teorija porazdelitev - Slučajne spremenljivke - Učbeniki za visoke šole Podatkovne strukture - Estimacija - Variabilnost - Vaje z rešitvami Statistične metode - Linearna regresija - Slučajnostne skupine - Učbeniki za visoke šole Statistične metode - Razčlenjevanje - Razvrščanje v skupine - Učbeniki za visoke šole Distribution (Probability theory) Linear models (Statistics) Mathematical statistics Random variables Regression analysis Regression analysis Modelling Problems, exercises, etc Sampling (Statistics) Statistical methods Modelling Problems, exercises, etc Variables Problems, exercises, etc Variables Variation Regressionsanalyse (DE-588)4129903-6 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | Matematična statistika - Estimacija - Hipoteze - Učbeniki za visoke šole Matematična statistika - Teorija porazdelitev - Slučajne spremenljivke - Učbeniki za visoke šole Podatkovne strukture - Estimacija - Variabilnost - Vaje z rešitvami Statistične metode - Linearna regresija - Slučajnostne skupine - Učbeniki za visoke šole Statistične metode - Razčlenjevanje - Razvrščanje v skupine - Učbeniki za visoke šole Distribution (Probability theory) Linear models (Statistics) Mathematical statistics Random variables Regression analysis Regression analysis Modelling Problems, exercises, etc Sampling (Statistics) Statistical methods Modelling Problems, exercises, etc Variables Problems, exercises, etc Variables Variation Regressionsanalyse Statistik Lehrbuch |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017442210&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT freundrudolfjakob regressionanalysisstatisticalmodelingofaresponsevariable AT wilsonwilliamj regressionanalysisstatisticalmodelingofaresponsevariable AT saping regressionanalysisstatisticalmodelingofaresponsevariable |