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Regression Diagnostics: Identifying Influential Data and Sources of Collinearity (Wiley Series in Probability and Statistics)
 
 
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Regression Diagnostics: Identifying Influential Data and Sources of Collinearity (Wiley Series in Probability and Statistics) (Hardcover)

by David A. Belsley (Author), Edwin Kuh (Author), Roy E. Welsch (Author) "In this chapter we identify subsets of the data that appear to have a disproportionate influence on the estimated model and ascertain which parts of..." (more)
Key Phrases: Associated Singular Value, United States, Index Relative (more...)
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Editorial Reviews
Product Description
Provides practicing statisticians and econometricians with new tools for assessing quality and reliability of regression estimates. Diagnostic techniques are developed that aid in the systematic location of data points that are unusual or inordinately influential, and measure the presence and intensity of collinear relations among the regression data and help to identify variables involved in each and pinpoint estimated coefficients potentially most adversely affected. Emphasizes diagnostics and includes suggestions for remedial action.

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Provides practicing statisticians and econometricians with new tools for assessing quality and reliability of regression estimates. Diagnostic techniques are developed that aid in the systematic location of data points that are unusual or inordinately influential, and measure the presence and intensity of collinear relations among the regression data and help to identify variables involved in each and pinpoint estimated coefficients potentially most adversely affected. Emphasizes diagnostics and includes suggestions for remedial action.

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Inside This Book (learn more)
First Sentence:
In this chapter we identify subsets of the data that appear to have a disproportionate influence on the estimated model and ascertain which parts of the estimated model are most affected by these subsets. Read the first page
Key Phrases - Capitalized Phrases (CAPs): (learn more)
Associated Singular Value, United States, Index Relative, Index Country, Associated Singular Condition Value, Costa Rica, South Rhodesia, New Zealand, South Africa, United Kingdom, Back Bay, Beacon Hill, Index Year, Observation Exhibit, South Boston, Southern Rhodesia
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover | Surprise Me!
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