Handbook of regression analysis:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, NJ
Wiley
2013
|
| Series: | Wiley handbooks in applied statistics
|
| Subjects: | |
| Online Access: | Weitere Informationen Inhaltsverzeichnis |
| Item Description: | Incl. bibliogr. references and index |
| Physical Description: | XIV, 236 S. graph. Darst. |
| ISBN: | 9780470887165 |
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MARC
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| 100 | 1 | |a Chatterjee, Samprit |d 1938- |e Verfasser |0 (DE-588)172018978 |4 aut | |
| 245 | 1 | 0 | |a Handbook of regression analysis |c Samprit Chatterjee ; Jeffrey S. Simonoff |
| 246 | 1 | 3 | |a Regression analysis |
| 264 | 1 | |a Hoboken, NJ |b Wiley |c 2013 | |
| 300 | |a XIV, 236 S. |b graph. Darst. | ||
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| 500 | |a Incl. bibliogr. references and index | ||
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| 650 | 7 | |a MATHEMATICS / Probability & Statistics / Regression Analysis |2 bisacsh | |
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Record in the Search Index
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| adam_text | Titel: Handbook of regression analysis
Autor: Chatterjee, Samprit
Jahr: 2013
SHN^ËNra
Preface xi
Parti
The Multiple Linear Regression Model
i Multiple Linear Regression 3
1.1 Introduction 5
1.2 Concepts and Background Material 4
1.2.1 The Linear Regression Model 4
1.2.2 Estimation Using Least Squares s
1.2.3 Assumptions g
1.3 Methodology 9
1.3.1 Interpreting Regression Coefficients 9
1.3.2 Measuring the Strength of the Regression Relationship
1.3.3 Hypothesis Tests and Confidence Intervals
for ß 12
1.3.4 Fitted Values and Predictions 13
1.3.5 Checking Assumptions Using Residual Plots 14
1.4 Example — Estimating Home Prices 16
1.5 Summary 19
2 Model Building 25
2.1 Introduction 23
2.2 Concepts and Background Material 24
2.2.1 Using Hypothesis Tests to Compare Models 24
2.2.2 Collinearity 26
2.3 Methodology 29
2.3.1 Model Selection 29
2.3.2 Example — Estimating Home Prices (continued) 31
2.4 Indicator Variables and Modeling Interactions 3g
2.4.1 Example — Electronic Voting and the 2004 Presidential
Election 40
2.5 Summary 46
VU
VIH____________________________________________________CONTENTS
Part II
Addressing Violations of Assumptions
3 Diagnostics for Unusual Observations 53
3.1 Introduction $3
3.2 Concepts and Background Material $4
3.3 Methodology $6
3.3.1 Residuals and Outliers $6
3.3.2 Leverage Points $7
3.3.3 Influential Points and Cook s Distance s g
3.4 Example — Estimating Home Prices (continued) 60
3.5 Summary 64
4 Transformations and Linearizable Models 67
4.1 Introduction 67
4.2 Concepts and Background Material: The Log-Log Model 69
4.3 Concepts and Background Material: Semilog Models 69
4.3.1 Logged Response Variable 70
4.3.2 Logged Predictor Variable 70
4.4 Example — Predicting Movie Grosses After One Week 71
4.5 Summary 7g
5 Time Series Data and Autocorrelation gì
5.1 Introduction gì
5.2 Concepts and Background Material g3
5.3 Methodology: Identifying Autocorrelation g5
5.3.1 The Durbin-Watson Statistic g6
5.3.2 The Autocorrelation Function (ACF) #7
5.3.3 Residual Plots and the Runs Test g7
5.4 Methodology: Addressing Autocorrelation gg
5.4.1 Detrending and Deseasonalizing gg
5.4.2 Example — e-Commerce Retail Sales g9
5.4.3 Lagging and Differencing 576
5.4.4 Example — Stock Indexes 96
5.4.5 Generalized Least Squares (GLS): The Cochrane-
Orcutt Procedure 101
5.4.6 Example — Time Intervals Between Old Faithful
Eruptions 104
5.5 Summary 107
PART III
Categorical Predictors
6 Analysis of Variance 113
6.1 Introduction 113
CONTENTS____________________________________________________ix
6.2 Concepts and Background Material 114
6.2.1 One-Way ANOVA 114
6.2.2 Two-Way ANOVA us
6.3 Methodology 117
6.3.1 Codings for Categorical Predictors /17
6.3.2 Multiple Comparisons 122
6.3.3 Levene s Test and Weighted Least Squares 124
6.3.4 Membership in Multiple Groups 127
6.4 Example — DVD Sales of Movies 129
6.5 Higher-Way ANOVA 134
6.6 Summary 136
7 Analysis of Covariance 139
7.1 Introduction 139
7.2 Methodology 139
7.2.1 Constant Shift Models 139
7.2.2 Varying Slope Models 141
7.3 Example — International Grosses of Movies 141
7.4 Summary 14$
PART IV
Other Regression Models
8 Logistic Regression 149
8.1 Introduction 745
8.2 Concepts and Background Material 151
8.2.1 The Logit Response Function / s 1
8.2.2 Bernoulli and Binomial Random Variables 152
8.2.3 Prospective and Retrospective Designs 153
8.3 Methodology i$6
8.3.1 Maximum Likelihood Estimation 156
8.3.2 Inference, Model Comparison, and Model Selection /v
8.3.3 Goodness-of-Fit 159
8.3.4 Measures of Association and Classification Accuracy / ?/
8.3.5 Diagnostics 163
8.4 Example — Smoking and Mortality 163
%. 5 Example — Modeling Bankruptcy 167
8-6 Summary 173
9 Multinomial Regression 177
9.1 Introduction 177
9.2 Concepts and Background Material /7#
9.2.1 Nominal Response Variable 17g
9.2.2 Ordinal Response Variable igo
9.3 Methodology ig2
CONTENTS
9.3.1 Estimation ig2
9.3.2 Inference, Model Comparisons, and Strength
of Fit 183
9.3.3 Lack of Fit and Violations of Assumptions ¡84
9.4 Example — City Bond Ratings ig$
9.5 Summary igp
10 Count Regression 191
10.1 Introduction 191
10.2 Concepts and Background Material 192
10.2.1 The Poisson Random Variable 192
10.2.2 Generalized Linear Models 193
10.3 Methodology 194
10.3.1 Estimation and Inference 194
10.3.2 Offsets ¡95
10.4 Overdispersion and Negative Binomial Regression 196
10.4.1 Quasi-likelihood 196
10.4.2 Negative Binomial Regression 19/
10.5 Example — Unprovoked Shark Attacks in Florida 19g
10.6 Other Count Regression Models 206
10.7 Poisson Regression and Weighted Least Squares 208
10.7.1 Example — International Grosses of Movies (continued) 209
10. g Summary 211
11 Nonlinear Regression 21$
11.1 Introduction 21s
11.2 Concepts and Background Material 216
11.3 Methodology 21g
11.3.1 Nonlinear Least Squares Estimation 21 g
11.3.2 Inference for Nonlinear Regression Models 219
11.4 Example — Michaelis-Menten Enzyme Kinetics 220
11.5 Summary 22$
Bibliography 227
Index 231
|
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| author | Chatterjee, Samprit 1938- Simonoff, Jeffrey S. 1955- |
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| dewey-full | 519.5/36 |
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| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/36 |
| dewey-search | 519.5/36 |
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV041022916 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:38:10Z |
| institution | BVB |
| isbn | 9780470887165 |
| language | English |
| lccn | 2012045175 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-026000457 |
| oclc_num | 829219230 |
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| physical | XIV, 236 S. graph. Darst. |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley handbooks in applied statistics |
| spelling | Chatterjee, Samprit 1938- Verfasser (DE-588)172018978 aut Handbook of regression analysis Samprit Chatterjee ; Jeffrey S. Simonoff Regression analysis Hoboken, NJ Wiley 2013 XIV, 236 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley handbooks in applied statistics Incl. bibliogr. references and index Regression analysis Handbooks, manuals, etc MATHEMATICS / Probability & Statistics / Regression Analysis bisacsh Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 s DE-604 Simonoff, Jeffrey S. 1955- Verfasser (DE-588)17080867X aut http://catalogimages.wiley.com/images/db/jimages/9780470887165.jpg Weitere Informationen HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026000457&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Chatterjee, Samprit 1938- Simonoff, Jeffrey S. 1955- Handbook of regression analysis Regression analysis Handbooks, manuals, etc MATHEMATICS / Probability & Statistics / Regression Analysis bisacsh Regressionsanalyse (DE-588)4129903-6 gnd |
| subject_GND | (DE-588)4129903-6 |
| title | Handbook of regression analysis |
| title_alt | Regression analysis |
| title_auth | Handbook of regression analysis |
| title_exact_search | Handbook of regression analysis |
| title_full | Handbook of regression analysis Samprit Chatterjee ; Jeffrey S. Simonoff |
| title_fullStr | Handbook of regression analysis Samprit Chatterjee ; Jeffrey S. Simonoff |
| title_full_unstemmed | Handbook of regression analysis Samprit Chatterjee ; Jeffrey S. Simonoff |
| title_short | Handbook of regression analysis |
| title_sort | handbook of regression analysis |
| topic | Regression analysis Handbooks, manuals, etc MATHEMATICS / Probability & Statistics / Regression Analysis bisacsh Regressionsanalyse (DE-588)4129903-6 gnd |
| topic_facet | Regression analysis Handbooks, manuals, etc MATHEMATICS / Probability & Statistics / Regression Analysis Regressionsanalyse |
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