Regression Analysis by Example
Autor principal: | |
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Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Newark :
John Wiley & Sons, Incorporated,
2012.
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Colección: | New York Academy of Sciences Ser.
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Temas: | |
Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Intro
- Half Title page
- Title page
- Copyright page
- Dedication
- Preface
- Chapter 1: Introduction
- 1.1 What Is Regression Analysis?
- 1.2 Publicly Available Data Sets
- 1.3 Selected Applications of Regression Analysis
- 1.4 Steps in Regression Analysis
- 1.5 Scope And Organization of the Book
- Exercises
- Chapter 2: Simple Linear Regression
- 2.1 Introduction
- 2.2 Covariance and Correlation Coefficient
- 2.3 Example: Computer Repair Data
- 2.4 The Simple Linear Regression Model
- 2.5 Parameter Estimation
- 2.6 Tests of Hypotheses
- 2.7 Confidence Intervals
- 2.8 Predictions
- 2.9 Measuring the Quality of Fit
- 2.10 Regression Line Through the Origin
- 2.11 Trivial Regression Models
- 2.12 Bibliographic Notes
- Exercises
- Chapter 3: Multiple Linear Regression
- 3.1 Introduction
- 3.2 Description of the Data and Model
- 3.3 Example: Supervisor Performance Data
- 3.4 Parameter Estimation
- 3.5 Interpretations of Regression Coefficients
- 3.6 Centering and Scaling
- 3.7 Properties of the Least Squares Estimators
- 3.8 Multiple Correlation Coefficient
- 3.9 Inference for Individual Regression Coefficients
- 3.10 Tests of Hypotheses in a Linear Model
- 3.11 Predictions
- 3.12 Summary
- Exercises
- Appendix: Multiple Regression in Matrix Notation
- Chapter 4: Regression Diagnostics: Detection of Model Violations
- 4.1 Introduction
- 4.2 The Standard Regression Assumptions
- 4.3 Various Types of Residuals
- 4.4 Graphical Methods
- 4.5 Graphs Before Fitting a Model
- 4.6 Graphs After Fitting a Model
- 4.7 Checking Linearity and Normality Assumptions
- 4.8 Leverage, Influence, and Outliers
- 4.9 Measures of Influence
- 4.10 The Potential-Residual Plot
- 4.11 What to Do with the Outliers?
- 4.12 Role of Variables in a Regression Equation
- 4.13 Effects of an Additional Predictor
- 4.14 Robust Regression
- Exercises
- Chapter 5: Qualitative Variables as Predictors
- 5.1 Introduction
- 5.2 Salary Survey Data
- 5.3 Interaction Variables
- 5.4 Systems of Regression Equations: Comparing Two Groups
- 5.5 Other Applications of Indicator Variables
- 5.6 Seasonality
- 5.7 Stability of Regression Parameters Over Time
- Exercises
- Chapter 6: Transformation of Variables
- 6.1 Introduction
- 6.2 Transformations to Achieve Linearity
- 6.3 Bacteria Deaths Due to X-Ray Radiation
- 6.4 Transformations to Stabilize Variance
- 6.5 Detection of Heteroscedastic Errors
- 6.6 Removal of Heteroscedasticity
- 6.7 Weighted Least Squares
- 6.8 Logarithmic Transformation of Data
- 6.9 Power Transformation
- 6.10 Summary
- Exercises
- Chapter 7: Weighted Least Squares
- 7.1 Introduction
- 7.2 Heteroscedastic Models
- 7.3 Two-Stage Estimation
- 7.4 Education Expenditure Data
- 7.5 Fitting a Dose-Response Relationship Curve
- Exercises
- Chapter 8: the Problem of Correlated Errors
- 8.1 Introduction: Autocorrelation
- 8.2 Consumer Expenditure and Money Stock