Regression for categorical data /
"Categorical data play an important role in many statistical analyses. They appear whenever the outcomes of one or more categorical variables are observed. A categorical variable can be seen as a variable for which the possible values form a set of categories, which can be finite or, in the cas...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Cambridge ; New York :
Cambridge University Press,
2012.
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Colección: | Cambridge series on statistical and probabilistic mathematics.
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Temas: | |
Acceso en línea: | Texto completo |
Tabla de Contenidos:
- ch. 1 Introduction
- 1.1 Categorical Data: Examples and Basic Concepts
- 1.1.1 Some Examples
- 1.1.2 Classification of Variables
- Scale Levels: Nominal and Ordinal Variables
- Discrete and Continuous Variables
- 1.2 Organization of This Book
- 1.3 Basic Components of Structured Regression
- 1.3.1 Structured Univariate Regression
- Structuring the Dependent Variable
- Structuring the Influential Term
- Linear Predictor
- Categorical Explanatory Variables
- Additive Predictor
- Tree-Based Methods
- The Link between Covariates and Response1.3.2 Structured Multicategorical Regression
- 1.3.3 Multivariate Regression
- Structuring the Dependent Variables
- Structuring the Influential Term
- 1.3.4 Statistical Modeling
- 1.4 Classical Linear Regression
- 1.4.1 Interpretation and Coding of Covariates
- Quantitative Explanatory Variables
- Binary Explanatory Variables
- Multicategorical Explanatory Variables or Factors
- 1.4.2 Linear Regression in Matrix Notation
- 1.4.3 Estimation
- Least-Squares Estimation
- Maximum Likelihood Estimation
- Properties of Estimates
- 1.4.4 Residuals and Hat Matrix
- Case Deletion as Diagnostic Tool1.4.5 Decomposition of Variance and Coefficient of Determination
- 1.4.6 Testing in Multiple Linear Regression
- Submodels and the Testing of Linear Hypotheses
- 1.5 Exercises
- ch. 2 Binary Regression: The Logit Model
- 2.1 Distribution Models for Binary Responses and Basic Concepts
- 2.1.1 Single Binary Variables
- 2.1.2 The Binomial Distribution
- Odds, Logits, and Odds Ratios
- Comparing Two Groups
- 2.2 Linking Response and Explanatory Variables
- 2.2.1 Deficiencies of Linear Models
- 2.2.2 Modeling Binary Responses
- Binary Responses as Dichotomized Latent VariablesModeling the Common Distribution of a Binary and a Continuous Distribution
- Basic Form of Binary Regression Models
- 2.3 The Logit Model
- 2.3.1 Model Representations
- 2.3.2 Logit Model with Continuous Predictor
- Multivariate Predictor
- 2.3.3 Logit Model with Binary Predictor
- Logit Model with (0-1)-Coding of Covariates
- Logit Model with Effect Coding
- 2.3.4 Logit Model with Categorical Predictor
- Logit Model with (0-1)-Coding
- Logit Model with Effect Coding
- Logit Model with Several Categorical Predictors
- 2.3.5 Logit Model with Linear Predictor
- 2.4 The Origins of the Logistic Function and the Logit Model2.5 Exercises
- ch. 3 Generalized Linear Models
- 3.1 Basic Structure
- 3.2 Generalized Linear Models for Continuous Responses
- 3.2.1 Normal Linear Regression
- 3.2.2 Exponential Distribution
- 3.2.3 Gamma-Distributed Responses
- 3.2.4 Inverse Gaussian Distribution
- 3.3 GLMs for Discrete Responses
- 3.3.1 Models for Binary Data
- 3.3.2 Models for Binomial Data
- 3.3.3 Poisson Model for Count Data
- 3.3.4 Negative Binomial Distribution
- 3.4 Further Concepts
- 3.4.1 Means and Variances
- 3.4.2 Canonical Link
- 3.4.3 Extensions Including Offsets.