Regression Diagnostics
Identifying Influential Data and Sources of Collinearity
Wiley Series in Probability and Statistics
1. Auflage August 2004
320 Seiten, Softcover
Wiley & Sons Ltd
Kurzbeschreibung
Regression Diagnostics provides practicing statisticians and econometricians with new tools for assessing quality and reliability of regression estimates. The book explores how diagnostic techniques are developed that aid in the systematic location of data points that are unusual or inordinately influential; measure the presence and intensity of collinear relations among the regression data; help to identify variables involved in each; and pinpoint estimated coefficients potentially most adversely affected.
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.
2. Detecting Influential Observations and Outliers.
3. Detecting and Assessing Collinearity.
4. Applications and Remedies.
5. Research Issues and Directions for Extensions.
Bibliography.
Author Index.
Subject Index.
Edwin Kuh, PhD, is Professor in the Department of Economics at Boston College in Newtonville, Massachusetts.
Roy E. Welsch, PhD, is Professor of Statistics and Management at the Sloan School of Management at the Massachusetts Institute of Technology.
