ENGLISH

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

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

Book information

Year
1980
ISBN
0471058564, 9780471725145, 9780471691174, 9780471058564, 0471691178
LCC
QA278.2 .B44
Open Library ID
OL4415962M
Language
english
Format
PDF
Filesize
14 MB (14992270 bytes)
Pages
320\321
Scanned
yes
Time added
2011-06-04 13:46:07

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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