Handbook of Regression Analysis

Samprit Chatterjee 지음

Wiley 2013년 05월 30일 출간

작품소개

책소개

A Comprehensive Account for Data Analysts of the Methods and Applications of Regression Analysis.Written by two established experts in the field, the purpose of the Handbook of Regression Analysis is to provide a practical, one-stop reference on regression analysis. The focus is on the tools that both practitioners and researchers use in real life. It is intended to be a comprehensive collection of the theory, methods, and applications of regression methods, but it has been deliberately written at an accessible level.The handbook provides a quick and convenient reference or ldquo;refresherrdquo; on ideas and methods that are useful for the effective analysis of data and its resulting interpretations. Students can use the book as an introduction to and/or summary of key concepts in regression and related course work (including linear, binary logistic, multinomial logistic, count, and nonlinear regression models). Theory underlying the methodology is presented when it advances conceptual understanding and is always supplemented by hands-on examples.References are supplied for readers wanting more detailed material on the topics discussed in the book. R code and data for all of the analyses described in the book are available via an author-maintained website.

목차

Preface xiPart I The Multiple Linear Regression Model1 Multiple Linear Regression 31.1 Introduction 31.2 Concepts and Background Material 41.2.1 The Linear Regression Model 41.2.2 Estimation Using Least Squares 51.2.3 Assumptions 81.3 Methodology 91.3.1 Interpreting Regression Coefficients 91.3.2 Measuring the Strength of the Regression Relationship 101.3.3 Hypothesis Tests and Confidence Intervals for _ 121.3.4 Fitted Values and Predictions 131.3.5 Checking Assumptions Using Residual Plots 141.4 Example &m- Estimating Home Prices 161.5 Summary 192 Model Building 232.1 Introduction 232.2 Concepts and Background Material 242.2.1 Using hypothesis tests to compare models 242.2.2 Collinearity 262.3 Methodology 292.3.1 Model Selection 292.3.2 Example&m-Estimating Home Prices (continued) 312.4 Indicator Variables and Modeling Interactions 382.4.1 Example&m-Electronic Voting and the 2004 Presidential Election 402.5 Summary 46Part II Addressing Violations of Assumptions3 Diagnostics for Unusual Observations 533.1 Introduction 533.2 Concepts and Background Material 543.3 Methodology 563.3.1 Residuals and Outliers 563.3.2 Leverage Points 573.3.3 Influential Points and Cook&'s Distance 583.4 Example &m- Estimating Home Prices (continued) 603.5 Summary 644 Transformations and Linearizable Models 674.1 Introduction 674.2 Concepts and Background Material: the Log-Log Model 694.3 Concepts and Background Material: Semilog models 694.3.1 Logged response variable 704.3.2 Logged predictor variable 704.4 Example &m- Predicting Movie Grosses After One Week 714.5 Summary 785 Time Series Data and Autocorrelation 81

출판사 서평

“Overall, a valuable user-friendly resource. Summing Up: Highly recommended. Upper-division undergraduates through professionals.” &(Choice, 1 October 2013)“All in all, I also very much like the Handbook and if I were not to retire this year, I would be happy to tell my students that it is a very nice and handy book.”& (International Statistical Review, 15 February 2013)

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저자(글) Samprit Chatterjee

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SAMPRIT CHATTERJEE, PhD, is Professor Emeritus of Statistics at New York University. A Fellow of the American Statistical Association, Dr. Chatterjee has been a Fulbright scholar in both Kazakhstan and Mongolia. He is the coauthor of Regression Analysis by Example, Sensitivity Analysis in Linear Regression, and A Casebook for a First Course in Statistics and Data Analysis, all published by Wiley.Jeffrey S. Simonoff, PhD, is Professor of Statistics at the Leonard N. Stern School of Business of New York University. He is a Fellow of the American Statistical Association, a Fellow of the Institute of Mathematical Statistics, and an Elected Member of the International Statistical Institute. He has authored or coauthored more than ninety articles and five books on the theory and applications of statistics.