Regression Diagnostics

Identifying Influential Data and Sources of Collinearity

David A. Belsley, Edwin Kuh, Roy Welsch - Collection Wiley-Interscience

292 pages, parution le 16/11/2004

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Résumé

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.

L'auteur - David A. Belsley

David A. Belsley, PhD, is Professor in the Department of Economics at Boston College in Newtonville, Massachusetts.

L'auteur - Edwin Kuh

Edwin Kuh, PhD, is Professor in the Department of Economics at Boston College in Newtonville, Massachusetts.

L'auteur - Roy Welsch

Roy E. Welsch, PhD, is Professor of Statistics and Management at the Sloan School of Management at the Massachusetts Institute of Technology.

Sommaire

Introduction and Overview
Detecting Influential Observations and Outliers
Detecting and Assessing Collinearity
Applications and Remedies
Research Issues and Directions for Extensions
Bibliography
Author Index
Subject Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	David A. Belsley, Edwin Kuh, Roy Welsch
Collection	Wiley-Interscience
Parution	16/11/2004
Nb. de pages	292
Format	15 x 23
Couverture	Broché
Poids	403g
Intérieur	Noir et Blanc
EAN13	9780471691174
ISBN13	978-0-471-69117-4