Regression diagnostics : identifying influential data and sources of collinearity

David A. Belsley, Edwin Kuh, Roy E. Welsch

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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[目次]

  • 1. Introduction and Overview. 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.

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この本の情報

書名 Regression diagnostics : identifying influential data and sources of collinearity
著作者等 Belsley, David A.
Kuh, Edwin
Welsch, Roy E.
書名別名 Collinearity
シリーズ名 Wiley series in probability and mathematical statistics
出版元 Wiley
刊行年月 c1980
版表示 New ed
ページ数 xv, 292 p.
大きさ 24 cm
ISBN 0471691178
0471058564
NCID BA00316314
※クリックでCiNii Booksを表示
言語 英語
出版国 アメリカ合衆国
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