Verwandte Artikel zu Regression Analysis: Theory, Methods, and Applications
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Inhaltsangabe
1 Introduction.- 1.1 Relationships.- 1.2 Determining Relationships: A Specific Problem.- 1.3 The Model.- 1.4 Least Squares.- 1.5 Another Example and a Special Case.- 1.6 When Is Least Squares a Good Method?.- 1.7 A pleasure of Fit for Simple Regression.- 1.8 Mean and Variance of b0 and b1.- 1.9 Confidence Intervals and Tests.- 1.10 Predictions.- Appendix to Chapter 1.- Problems.- 2 Multiple Regression.- 2.1 Introduction.- 2.2 Regression Model in Matrix Notation.- 2.3 Least Squares Estimates.- 2.4 Examples 31 2..- Gauss-Markov Conditions.- 2.6 Mean and Variance of Estimates Under G-M Conditions.- 2.7 Estimation of ?.- 2.8 Measures of Fit 39?2.- 2.9 The Gauss-Markov Theorem.- 2.10 The Centered Model.- 2.11 Centering and Scaling.- 2.12 *Constrained Least Squares.- Appendix to Chapter 2.- Problems.- 3 Tests and Confidence Regions.- 3.1 Introduction.- 12 Linear Hypothesis.- 3.3 *Likelihood Ratio Test.- 3.4 *Distribution of Test Statistic.- 3.5 Two Special Cases.- 3.6 Examples.- 3.7 Comparison of Repression Equations.- 3.8 Confidence Intervals and Regions.- 3.8.1 C.I. for the Expectation of a Predicted Value.- 3.8.2 C.I for a Future Observation.- 3.8.3 *Confidence Region for Regression Parameters.- 3.8.4 *C.I's for Linear Combinations of Coefficients.- Problem.- 4 Indicator Variables.- 4.1 Introduction.- 4.2 A Simple Application.- 4.3 Polychotomous Variables.- 4.4 Continuous and Indicator Variables.- 4.5 Broken Line Regression.- 4.6 Indicators as Dependent Variables.- Problems.- 5 The Normality Assumption.- 5.1 Introduction.- 5.2 Checking for Normality.- 5.2.1 ProbahilItV Plots.- 5.2.2 Tests for Normalitv.- 5.3 Invoking Large Sample Theory.- 5.4 *Bootstrapping.- 5.5 *Asymptotic Theory.- Problems.- 6 Unequal Variances.- 6.1 Introduction.- 6.2 Detecting Heteroscedasticity.- 6.2.1 Formal Tests.- 6.3 Variance Stabilizing Transformations.- 6.4 Weighing.- Problems.- 7 *Correlated Errors.- 7.1 Introduction.- 7.2 Generalized Least Squares: Case When ? Is Known.- 7.3 Estimated Generalized Least Squares.- 7.3.1 Error Variances Unequal and Unknown.- 7.4 Nested Errors.- 7.5 The Growth Curve Model.- 7.6 Serial Correlation.- 7.6.1 The Durbin-Watson Test.- 7.7 Spatial Correlation.- 7.7. 1 Testing for Spatial Correlation.- 7.7.2 Estimation of Parameters.- Problems.- 8 Outliers and Influential Observations.- 8.1 Introduction.- 8.2 The Leverage.- 8.2.1 *Leverage as Description of Remoteness.- 8.3 The Residuals.- 8.4 Detecting Outliers and Points That Do Not Belong to the Model 157.- 8.5 Influential Observations.- 8.5.1 Other Measures of Influence.- 8.6 Examples.- Appendix to Chapter 8.- Problems.- 9 Transformations.- 9.1 Introduction.- 9.1.1 An Important Word of Warning.- 9.2 Some Common Transformations.- 9.2.1 Polynomial Regression.- 9.2.2 Spline.- 9.2.3 Multiplicative Models.- 9.2.4 The Logit Model for Proportions.- 9.3 Deciding on the Need for Transformations.- 9.3.1 Examining Residual Plots.- 9.3.2 Use of Additional Terms.- 9.3.3 Use of Repeat Measurements.- 9.3.4 Daniel and Wood Near-Neighbor Approach.- 9.3.5 Another Method Based on Near Neighbors.- 9.4 Choosing Transformations.- 9.4.1 Graphical Method: One Independent. Variable.- 9.4.2 Graphical Method: Many Independent Variables.- 9.4.3 Analytic Methods: Transforming the Response.- 9.4.4 Analytic Methods: Transforming the Predictors.- 9.3.5 Simultaneous Power Transformations for Predictors and Response.- Appendix to Chapter 9.- Problems.- 10 Multicollinearity.- 10.1 Introduction.- 10.2 Multicollinearity and Its Effects.- 10.3 Detecting Multicollinearity.- 10.3.1 Tolerances and Variance Inflation Factors.- 10.3.2 Eigenvalues and Condition Numbers.- 10.3.3 Variance Components.- 10.4 Examples.- Problems.- 11 Variable Selection.- 11.1 Introduction.- 11.2 Some Effects of Dropping Variables.- 11.2.1 Effects on Estimates of ßj.- 11.2.2 *Effect on Estimation of Error Variance.- 11.2.3 *Effect on Covariance Matrix of Estimates.- 11.2.4 *Effect on Predicted Values: Mallows' Cp.- 11.3 Variable Selecti
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