Statistical models: theory and practice
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
2009
|
| Ausgabe: | Rev. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | XIV, 442 S. graph. Darst. |
| ISBN: | 9780521743853 0521743850 |
Internformat
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| 100 | 1 | |a Freedman, David |d 1938-2008 |e Verfasser |0 (DE-588)132210819 |4 aut | |
| 245 | 1 | 0 | |a Statistical models |b theory and practice |c David A. Freedman |
| 250 | |a Rev. ed. | ||
| 264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 2009 | |
| 300 | |a XIV, 442 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Linear models (Statistics) | |
| 650 | 4 | |a Bootstrap (Statistics) | |
| 650 | 4 | |a Mathematical statistics | |
| 650 | 0 | 7 | |a Regressionsanalyse |0 (DE-588)4129903-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Statistisches Modell |0 (DE-588)4121722-6 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4123623-3 |a Lehrbuch |2 gnd-content | |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-018606586 | |
Datensatz im Suchindex
| _version_ | 1817681158642597888 |
|---|---|
| adam_text |
Table
of Contents
Foreword to the Revised Edition
xi
Preface
xiii
1
Observational Studies and Experiments
1.1
Introduction
1
1.2
The HIP trial
4
1.3
Snow on cholera
6
1.4
Yule on the causes of poverty
9
Exercise set A
13
1.5
End notes
14
2
The Regression Line
2.1
Introduction
18
2.2
The regression line
18
2.3
Hooke'slaw
22
Exercise set A
23
2.4
Complexities
23
2.5
Simple vs multiple regression
26
Exercise set
В
26
2.6
End notes
28
3
Matrix Algebra
3.1
Introduction
29
Exercise set A
30
3.2
Determinants and inverses
31
Exercise set
В
33
3.3
Random vectors
35
Exercise set
С
35
3.4
Positive definite matrices
36
Exercise set
D
37
3.5
The normal distribution
38
Exercise set
E
39
3.6
If you want a book on matrix algebra
40
vi
Statistical Models
4
Multiple Regression
4.1
Introduction
41
Exercise set A
44
4.2
Standard errors
45
Things we don't need
49
Exercise set
В
49
4.3
Explained variance in multiple regression
51
Association or causation?
53
Exercise set
С
53
4.4
What happens to OLS if the assumptions break down?
53
4.5
Discussion questions
53
4.6
End notes
59
5
Multiple Regression: Special Topics
5.1
Introduction
61
5.2
OLS is BLUE
61
Exercise set A
63
5.3
Generalized least squares
63
Exercise set
В
65
5.4
Examples on GLS
65
Exercise set
С
66
5.5
What happens to GLS if the assumptions break down?
68
5.6
Normal theory
68
Statistical significance
70
Exercise set
D
71
5.7
The F-test
72
"The" F-test in applied work
73
Exercise set
E
74
5.8
Data snooping
74
Exercise set
F
76
5.9
Discussion questions
76
5.10
End notes
78
6
Path Models
6.1
Stratification
81
Exercise set A
86
6.2
Hooke's law revisited
87
Exercise set
В
88
6.3
Political repression during the McCarthy era
88
Exercise set
С
90
Table of Contents
vii
6.4
Inferring causation by regression
91
Exercise set
D
93
6.5
Response schedules for path diagrams
94
Selection vs intervention
101
Structural equations and stable parameters
101
Ambiguity in notation
102
Exercise set
E
102
6.6
Dummy variables
103
Types of variables
104
6.7
Discussion questions
105
6.8
End notes
112
7
Maximum Likelihood
7.1
Introduction
115
Exercise set A
119
7.2
Probit
models
121
Why not regression?
123
The latent-variable formulation
123
Exercise set
В
124
Identification vs estimation
125
What if the
U¡
are
Ν(μ, σ2)?
126
Exercise set
С
127
7.3
Logit models
128
Exercise set
D
128
7.4
The effect of Catholic schools
130
Latent variables
132
Response schedules
133
The second equation
134
Mechanics: bivariate
probit
136
Why a model rather than a cross-tab?
138
Interactions
138
More on table
3
in Evans and Schwab
139
More on the second equation
139
Exercise set
E
140
7.5
Discussion questions
141
7.6
End notes
150
8
The Bootstrap
8.1
Introduction
155
Exercise set A
166
viii
Statistical Models
8.2
Bootstrapping a model for energy demand
167
Exercise set
В
173
8.3
End notes
174
9
Simultaneous Equations
9.1
Introduction
176
Exercise set A
181
9.2
Instrumental variables
181
Exercise set
В
184
9.3
Estimating the butter model
184
Exercise set
С
185
9.4
What are the two stages?
186
Invariance
assumptions
187
9.5
A social-science example: education and fertility
187
More on Rindfuss
et al
191
9.6
Covariates
192
9.7
Linear probability models
193
The assumptions
194
The questions
195
Exercise set
D
196
9.8
MoreonlVLS
197
Some technical issues
197
Exercise set
E
198
Simulations to illustrate F/LS
199
9.9
Discussion questions
200
9.10
End notes
207
10
Issues in Statistical Modeling
10.1
Introduction
209
The bootstrap
211
The role of asymptotics
211
Philosophers'stones
211
The modelers' response
212
10.2
Critical literature
212
10.3
Response schedules
217
10.4
Evaluating the models in chapters
7-9 217
10.5
Summing up
218
References
219
Answers to Exercises
235
Table of Contents
ix
The Computer Labs
294
Appendix: Sample
MATLAB
Code
310
Reprints
Gibson on McCarthy
315
Evans and Schwab on Catholic Schools
343
Rindfuss
et al on
Education and Fertility
377
Schneider
et al on
Social Capital
402
Index
431 |
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| discipline | Mathematik Wirtschaftswissenschaften |
| edition | Rev. ed. |
| format | Book |
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| indexdate | 2024-12-06T09:03:55Z |
| institution | BVB |
| isbn | 9780521743853 0521743850 |
| language | English |
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| physical | XIV, 442 S. graph. Darst. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
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| publisher | Cambridge Univ. Press |
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| spelling | Freedman, David 1938-2008 Verfasser (DE-588)132210819 aut Statistical models theory and practice David A. Freedman Rev. ed. Cambridge [u.a.] Cambridge Univ. Press 2009 XIV, 442 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Linear models (Statistics) Bootstrap (Statistics) Mathematical statistics Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf Statistisches Modell (DE-588)4121722-6 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Statistisches Modell (DE-588)4121722-6 s Regressionsanalyse (DE-588)4129903-6 s DE-604 Erscheint auch als Online-Ausgabe 978-0-511-81586-7 (DE-604)BV043943779 Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018606586&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Freedman, David 1938-2008 Statistical models theory and practice Linear models (Statistics) Bootstrap (Statistics) Mathematical statistics Regressionsanalyse (DE-588)4129903-6 gnd Statistisches Modell (DE-588)4121722-6 gnd |
| subject_GND | (DE-588)4129903-6 (DE-588)4121722-6 (DE-588)4123623-3 |
| title | Statistical models theory and practice |
| title_auth | Statistical models theory and practice |
| title_exact_search | Statistical models theory and practice |
| title_full | Statistical models theory and practice David A. Freedman |
| title_fullStr | Statistical models theory and practice David A. Freedman |
| title_full_unstemmed | Statistical models theory and practice David A. Freedman |
| title_short | Statistical models |
| title_sort | statistical models theory and practice |
| title_sub | theory and practice |
| topic | Linear models (Statistics) Bootstrap (Statistics) Mathematical statistics Regressionsanalyse (DE-588)4129903-6 gnd Statistisches Modell (DE-588)4121722-6 gnd |
| topic_facet | Linear models (Statistics) Bootstrap (Statistics) Mathematical statistics Regressionsanalyse Statistisches Modell Lehrbuch |
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