Cover -- Half Title -- Title Page -- Copyright Page -- Table of Contents -- Preface -- Authors -- 1: Introduction to Regression Models -- 1.1 The Regression Model in Terms of Conditional Distributions -- 1.1.1 Randomness of the Measured Area of a Circle as Related to Its Measured Radius -- 1.1.2 Ran...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Westfall, Peter H. 1957- (VerfasserIn), Arias, Andrea L. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Boca Raton ; London ; New York CRC Press [2020]
Schlagworte:	Regressionsanalyse
Online-Zugang:	TUM01 TUM01 UBG01
Zusammenfassung:	Cover -- Half Title -- Title Page -- Copyright Page -- Table of Contents -- Preface -- Authors -- 1: Introduction to Regression Models -- 1.1 The Regression Model in Terms of Conditional Distributions -- 1.1.1 Randomness of the Measured Area of a Circle as Related to Its Measured Radius -- 1.1.2 Randomness of a Person's Financial Assets as Related to Their Age -- 1.2 Models and Generalization -- 1.3 The "Population" Terminology and Reasons Not to Use It -- 1.4 Data Used in Regression Analysis -- 1.5 Random-X Versus Fixed-X -- 1.5.1 The Trashcan Experiment: Random-X Versus Fixed-X -- 1.6 Some Preliminary Regression Data Analyses Using R -- 1.6.1 The Production Cost Data and Analysis -- 1.6.2 The Personal Assets Data and Analysis -- 1.6.3 The Grade Point Average Data and Analysis -- 1.7 The Assumptions of the Classical Regression Model -- 1.7.1 Randomness -- 1.7.2 Correct Functional Specification -- 1.7.3 Constant Variance (Homoscedasticity) -- 1.7.4 Uncorrelated Errors (or Conditional Independence) -- 1.7.5 Normality -- 1.7.6 Putting Them All Together: The Classical Regression Model -- 1.8 Understanding the Regression Model by Using Simulation -- 1.8.1 Random-X Simulation -- 1.9 The Linear Regression Function, and Why It Is Wrong -- 1.10 LOESS: An Estimate of the True (Curved) Mean Function -- Appendix A: Conditional Distributions of the Bivariate Normal Distribution, and Origin of the Term "Regression" -- Reference -- Exercises -- 2: Estimating Regression Model Parameters -- 2.1 Estimating Regression Models via Maximum Likelihood -- 2.2 Maximum Likelihood in the Classical (Normally Distributed) Regression Model, Which Gives You Ordinary Least Squares -- 2.2.1 Simulation to Illustrate the Concept of "Least Squares Estimates" -- 2.2.2 Summarizing -- 2.3 Maximum Likelihood with Non-normal Distributions Gives Non-OLS Estimates
Beschreibung:	1 Online-Ressource (496 Seiten) Diagramme
ISBN:	9781000069631