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Datensatz im Suchindex

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adam_text REGRESSION ANALYSIS STATISTICAL MODELING OF A RESPONSE VARIABLE SECOND EDITION RUDOLF J.FREUND DEPARTMENT OF STATISTICS TEXAS A & M UNIVERSITY WILLIAM J. WILSON DEPARTMENT OF MATHEMATICS AND STATISTICS UNIVERSITY OF NORTH FLORIDA PING SA DEPARTMENT OF MATHEMATICS AND STATISTICS UNIVERSITY OF NORTH FLORIDA AMSTERDAM * BOSTON * HEIDELBERG * LONDON NEWYORK * OXFORD * PARIS * SAN DIEGO SAN FRANCISCO * SINGAPORE * SYDNEY * TOKYO ELSEVIER ACADEMIC PRESS IS AN IMPRINT OF ELSEVIER PREFACE XIII AN OVERVIEW XIX PART I THE BASICS 1 1 THE ANALYSIS OF MEANS: A REVIEW OF BASICS AND AN INTRODUCTION TO LINEAR MODELS 5 1.1 INTRODUCTION 5 1.2 SAMPLING DISTRIBUTIONS 5 SAMPLING DISTRIBUTION OF THE SAMPLE MEAN 6 SAMPLING DISTRIBUTION OF THE VARIANCE 7 SAMPLING DISTRIBUTION OF THE RATIO OF TWO VARIANCES 8 RELATIONSHIPS AMONG THE DISTRIBUTIONS 9 1.3 INFERENCES ON A SINGLE POPULATION MEAN 9 INFERENCES USING THE SAMPLING DISTRIBUTION OF THE MEAN 9 INFERENCES USING THE LINEAR MODEL 1 1 HYPOTHESIS TESTING 12 1.4 INFERENCES ON TWO MEANS USING INDEPENDENT SAMPLES 17 INFERENCES USING THE SAMPLING DISTRIBUTION 17 INFERENCE FOR TWO-POPULATION MEANS USING THE LINEAR MODEL 19 1.5 INFERENCES ON SEVERAL MEANS 23 REPARAMETERIZED MODEL 27 VI CONTENTS 1.6 SUMMARY 28 1.7 CHAPTER EXERCISES 30 SIMPLE LINEAR REGRESSION: LINEAR REGRESSION WITH ONE INDEPENDENT VARIABLE 35 2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 2.10 2.11 3 3.1 3.2 3.3 3.4 3.5 3.6 3.7 INTRODUCTION THE LINEAR REGRESSION MODEL INFERENCES ON THE PARAMETERS (3 0 AND JI ESTIMATING THE PARAMETERS /?O AND J3 INFERENCES ON (3 USING THE SAMPLING DISTRIBUTION INFERENCES ON FLI USING THE LINEAR MODEL INFERENCES ON THE RESPONSE VARIABLE CORRELATION AND THE COEFFICIENT OF DETERMINATION REGRESSION THROUGH THE ORIGIN REGRESSION THROUGH THE ORIGIN USING THE SAMPLING DISTRIBUTION REGRESSION THROUGH THE ORIGIN USING LINEAR MODELS ASSUMPTIONS ON THE SIMPLE LINEAR REGRESSION MODEL USES AND MISUSES OF REGRESSION INVERSE PREDICTIONS SUMMARY CHAPTER EXERCISES MULTIPLE LINEAR REGRESSION INTRODUCTION THE MULTIPLE LINEAR REGRESSION MODEL ESTIMATION OF COEFFICIENTS INTERPRETING THE PARTIAL REGRESSION COEFFICIENTS ESTIMATING PARTIAL COEFFICIENTS USING RESIDUALS INFERENCES ON THE PARAMETERS COMPUTING THE HYPOTHESIS SS THE HYPOTHESIS TEST COMMONLY USED TESTS THE TEST FOR THE MODEL TESTS FOR INDIVIDUAL COEFFICIENTS SIMULTANEOUS INFERENCE THE TEST FOR A COEFFICIENT USING RESIDUALS TESTING A GENERAL LINEAR HYPOTHESIS (OPTIONAL TOPIC) INFERENCES ON THE RESPONSE VARIABLE IN MULTIPLE REGRESSION 35 37 40 40 42 45 49 52 56 57 58 62 65 65 67 68 73 73 74 76 81 82 85 89 89 89 90 91 93 94 97 100 CONTENTS VII 3.8 CORRELATION AND THE COEFFICIENT OF DETERMINATION 102 MULTIPLE CORRELATION 10 2 PARTIAL CORRELATION 104 3.9 GETTING RESULTS 105 3.10 SUMMARY AND A LOOK AHEAD 106 USES AND MISUSES OF REGRESSION ANALYSIS 106 DATA PROBLEMS 108 MODEL PROBLEMS 108 3.11 CHAPTER EXERCISES 108 PART II PROBLEMS AND REMEDIES 117 4 PROBLEMS WITH OBSERVATIONS 119 4.1 4.2 4.3 4.4 4.5 4.6 4.7 INTRODUCTION PART ONE: OUTLIERS OUTLIERS AND INFLUENTIAL OBSERVATIONS STATISTICS BASED ON RESIDUALS STATISTICS MEASURING LEVERAGE STATISTICS MEASURING INFLUENCE ON THE ESTIMATED RESPONSE USING THE DFBETAS STATISTICS LEVERAGE PLOTS STATISTICS MEASURING INFLUENCE ON THE PRECISION OF ESTIMATED COEFFICIENTS COMMENTS REMEDIAL METHODS PART TWO: VIOLATIONS OF ASSUMPTIONS UNEQUAL VARIANCES GENERAL FORMULATION WEIGHTS BASED ON RELATIONSHIPS ROBUST ESTIMATION CORRELATED ERRORS AUTOREGRESSIVE MODELS DIAGNOSTICS FOR AUTOCORRELATION REMEDIAL METHODS ALTERNATIVE ESTIMATION TECHNIQUE MODEL MODIFICATION SUMMARY CHAPTER EXERCISES 119 120 120 124 125 126 128 129 130 141 142 143 143 143 151 156 160 161 165 167 167 170 172 173 CONTENTS 5 MULTICOLLINEARITY 177 5.1 INTRODUCTION 177 5.2 THE EFFECTS OF MULTICOLLINEARITY 179 5.3 DIAGNOSING MULTICOLLINEARITY 190 VARIANCE INFLATION FACTORS 190 VARIANCE PROPORTIONS 192 PRINCIPAL COMPONENTS 192 5.4 REMEDIAL METHODS 198 REDEFINING VARIABLES 199 METHODS BASED ON KNOWLEDGE OF THE VARIABLES 200 METHODS BASED ON STATISTICAL ANALYSES 203 PRINCIPAL COMPONENT REGRESSION 205 BIASED ESTIMATION 214 RIDGE REGRESSION 216 INCOMPLETE PRINCIPAL COMPONENT REGRESSION 218 5.5 SUMMARY 221 5.6 CHAPTER EXERCISES 222 PROBLEMS WITH THE MODEL 227 6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 INTRODUCTION SPECIFICATION ERROR LACK OF FIT TEST COMMENTS OVERSPECIFICATION: TOO MANY VARIABLES VARIABLE SELECTION PROCEDURES SIZE OF SUBSET THE C P STATISTIC OTHER SELECTION METHODS RELIABILITY OF VARIABLE SELECTION CROSS VALIDATION RESAMPLING USEFULNESS OF VARIABLE SELECTION VARIABLE SELECTION AND INFLUENTIAL OBSERVATIONS COMMENTS 227 228 232 234 238 240 241 246 248 250 251 253 256 259 261 CONTENTS IX 6.9 SUMMARY 262 6.10 CHAPTER EXERCISES 262 PART III ADDITIONAL USES OF REGRESSION 267 7 CURVE FITTING 269 7.1 INTRODUCTION 269 7.2 POLYNOMIAL MODELS WITH ONE INDEPENDENT VARIABLE 270 INTERACTIVE ANALYSIS 211 7.3 SEGMENTED POLYNOMIALS WITH KNOWN KNOTS 279 SEGMENTED STRAIGHT LINES 279 SEGMENTED POLYNOMIALS 280 7.4 POLYNOMIAL REGRESSION IN SEVERAL VARIABLES; RESPONSE SURFACES 283 7.5 CURVE FITTING WITHOUT A MODEL 29 2 THE MOVING AVERAGE 294 THE LOESS METHOD 295 7.6 SUMMARY 297 7.7 CHAPTER EXERCISES 297 8 INTRODUCTION TO NONLINEAR MODELS 303 8.1 INTRODUCTION 303 8.2 INTRINSICALLY LINEAR MODELS 305 THE MULTIPLICATIVE MODEL 312 8.3 INTRINSICALLY NONLINEAR MODELS 320 GROWTH MODELS 327 8.4 SUMMARY 332 8.5 CHAPTER EXERCISES 333 9 INDICATOR VARIABLES 337 9.1 INTRODUCTION 337 9.2 THE DUMMY VARIABLE MODEL 339 MEAN AND VARIANCE OF A LINEAR FUNCTION OF CORRELATED VARIABLES 345 9.3 UNEQUAL CELL FREQUENCIES 346 CONTENTS 9.4 EMPTY CELLS 351 9.5 MODELS WITH DUMMY AND CONTINUOUS VARIABLES 354 9.6 A SPECIAL APPLICATION: THE ANALYSIS OF COVARIANCE 359 9.7 HETEROGENEOUS SLOPES IN THE ANALYSIS OF COVARIANCE 363 9.8 SUMMARY 368 9.9 CHAPTER EXERCISES 368 10 CATEGORICAL RESPONSE VARIABLES 371 10.1 INTRODUCTION 371 10.2 BINARY RESPONSE VARIABLES 371 THE LINEAR MODEL WITH A DICHOTOMOUS DEPENDENT VARIABLE 37 3 10.3 WEIGHTED LEAST SQUARES 374 10.4 SIMPLE LOGISTIC REGRESSION 379 10.5 MULTIPLE LOGISTIC REGRESSION 385 10.6 LOGLINEAR MODEL 388 10.7 SUMMARY 395 10.8 CHAPTER EXERCISES 396 11 GENERALIZED LINEAR MODELS 401 401 403 403 403 404 406 410 APPENDIX A: STATISTICAL TABLES 413 A.1 THE STANDARD NORMAL DISTRIBUTION*PROBABILITIES EXCEEDING Z 414 A.2 THE T DISTRIBUTION*VALUES OF T EXCEEDED WITH GIVEN PROBABILITY 419 A.3 THE X 2 DISTRIBUTION* X 2 VALUES EXCEEDED WITH GIVEN PROBABILITY - 420 11.1 11.2 11.3 11.4 11.5 INTRODUCTION THE LINK FUNCTION LOGISTIC REGRESSION LINK POISSON REGRESSION LINK THE LOGISTIC MODEL OTHER MODELS SUMMARY CONTENTS XI A.4 THE F DISTRIBUTION P= 0.1 421 A.5 THE DURBIN-WATSON TEST BOUNDS 431 APPENDIX B: A BRIEF INTRODUCTION TO MATRICES 433 B.I MATRIX ALGEBRA 434 B.2 SOLVING LINEAR EQUATIONS 437 APPENDIX C: ESTIMATION PROCEDURES 439 C.I LEAST SQUARES ESTIMATION 439 C.2 MAXIMUM LIKELIHOOD ESTIMATION 441 REFERENCES 445 INDEX 449
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author Freund, Rudolf Jakob 1927-2014
Wilson, William J. 1940-
Sa, Ping
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Regression analysis statistical modeling of a response variable Rudolf J. Freund ; William J. Wilson ; Ping Sa
2. ed.
Amsterdam [u.a.] Acad. Press 2006
XIX, 459 S. Ill., graph. Darst. 1 CD-ROM (12 cm)
txt rdacontent
n rdamedia
nc rdacarrier
Matematična statistika - Estimacija - Hipoteze - Učbeniki za visoke šole
Matematična statistika - Teorija porazdelitev - Slučajne spremenljivke - Učbeniki za visoke šole
Podatkovne strukture - Estimacija - Variabilnost - Vaje z rešitvami
Statistične metode - Linearna regresija - Slučajnostne skupine - Učbeniki za visoke šole
Statistične metode - Razčlenjevanje - Razvrščanje v skupine - Učbeniki za visoke šole
Distribution (Probability theory)
Linear models (Statistics)
Mathematical statistics Random variables
Regression analysis
Regression analysis Modelling Problems, exercises, etc
Sampling (Statistics)
Statistical methods Modelling Problems, exercises, etc
Variables Problems, exercises, etc
Variables Variation
Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf
Statistik (DE-588)4056995-0 gnd rswk-swf
(DE-588)4123623-3 Lehrbuch gnd-content
Regressionsanalyse (DE-588)4129903-6 s
Statistik (DE-588)4056995-0 s
1\p DE-604
Wilson, William J. 1940- Verfasser (DE-588)124778194 aut
Sa, Ping Verfasser (DE-588)173967523 aut
HEBIS Datenaustausch Darmstadt application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017442210&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle Freund, Rudolf Jakob 1927-2014
Wilson, William J. 1940-
Sa, Ping
Regression analysis statistical modeling of a response variable
Matematična statistika - Estimacija - Hipoteze - Učbeniki za visoke šole
Matematična statistika - Teorija porazdelitev - Slučajne spremenljivke - Učbeniki za visoke šole
Podatkovne strukture - Estimacija - Variabilnost - Vaje z rešitvami
Statistične metode - Linearna regresija - Slučajnostne skupine - Učbeniki za visoke šole
Statistične metode - Razčlenjevanje - Razvrščanje v skupine - Učbeniki za visoke šole
Distribution (Probability theory)
Linear models (Statistics)
Mathematical statistics Random variables
Regression analysis
Regression analysis Modelling Problems, exercises, etc
Sampling (Statistics)
Statistical methods Modelling Problems, exercises, etc
Variables Problems, exercises, etc
Variables Variation
Regressionsanalyse (DE-588)4129903-6 gnd
Statistik (DE-588)4056995-0 gnd
subject_GND (DE-588)4129903-6
(DE-588)4056995-0
(DE-588)4123623-3
title Regression analysis statistical modeling of a response variable
title_auth Regression analysis statistical modeling of a response variable
title_exact_search Regression analysis statistical modeling of a response variable
title_full Regression analysis statistical modeling of a response variable Rudolf J. Freund ; William J. Wilson ; Ping Sa
title_fullStr Regression analysis statistical modeling of a response variable Rudolf J. Freund ; William J. Wilson ; Ping Sa
title_full_unstemmed Regression analysis statistical modeling of a response variable Rudolf J. Freund ; William J. Wilson ; Ping Sa
title_short Regression analysis
title_sort regression analysis statistical modeling of a response variable
title_sub statistical modeling of a response variable
topic Matematična statistika - Estimacija - Hipoteze - Učbeniki za visoke šole
Matematična statistika - Teorija porazdelitev - Slučajne spremenljivke - Učbeniki za visoke šole
Podatkovne strukture - Estimacija - Variabilnost - Vaje z rešitvami
Statistične metode - Linearna regresija - Slučajnostne skupine - Učbeniki za visoke šole
Statistične metode - Razčlenjevanje - Razvrščanje v skupine - Učbeniki za visoke šole
Distribution (Probability theory)
Linear models (Statistics)
Mathematical statistics Random variables
Regression analysis
Regression analysis Modelling Problems, exercises, etc
Sampling (Statistics)
Statistical methods Modelling Problems, exercises, etc
Variables Problems, exercises, etc
Variables Variation
Regressionsanalyse (DE-588)4129903-6 gnd
Statistik (DE-588)4056995-0 gnd
topic_facet Matematična statistika - Estimacija - Hipoteze - Učbeniki za visoke šole
Matematična statistika - Teorija porazdelitev - Slučajne spremenljivke - Učbeniki za visoke šole
Podatkovne strukture - Estimacija - Variabilnost - Vaje z rešitvami
Statistične metode - Linearna regresija - Slučajnostne skupine - Učbeniki za visoke šole
Statistične metode - Razčlenjevanje - Razvrščanje v skupine - Učbeniki za visoke šole
Distribution (Probability theory)
Linear models (Statistics)
Mathematical statistics Random variables
Regression analysis
Regression analysis Modelling Problems, exercises, etc
Sampling (Statistics)
Statistical methods Modelling Problems, exercises, etc
Variables Problems, exercises, etc
Variables Variation
Regressionsanalyse
Statistik
Lehrbuch
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