A Modern Approach to Regression with R

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Sprache: Englisch

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Beschreibung

This book focuses on tools and techniques for building regression models using real-world data and assessing their validity. A key theme throughout the book is that it makes sense to base inferences or conclusions only on valid models. Plots are shown to be an important tool for both building regression models and assessing their validity. We shall see that deciding what to plot and how each plot should be interpreted will be a major challenge. In order to overcome this challenge we shall need to understand the mathematical properties of the fitted regression models and associated diagnostic procedures. As such this will be an area of focus throughout the book. In particular, we shall carefully study the properties of resi- als in order to understand when patterns in residual plots provide direct information about model misspecification and when they do not. The regression output and plots that appear throughout the book have been gen- ated using R. The output from R that appears in this book has been edited in minor ways. On the book web site you will find the R code used in each example in the text.

Zusammenfassung

Compares a number of new real data sets that enable students to learn how regression can be used in real life

Provides R code used in each example in the text along with the SAS-code and STATA-code to produce the equivalent output

Complete details provided for each example

Includes supplementary material: [...]

Inhaltsverzeichnis

Introduction.- Simple linear regression.- Diagnostics and transformations for simple linear regression.- Weighted least squares.- Diagnostics and transformations for multiple linear regression.- Variable selection.- Logistic regression.- Serially correlated errors.- Mixed models.- Appendix: Nonparametric smoothing.

Details

Erscheinungsjahr:	2010
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Reihe:	Springer Texts in Statistics
Inhalt:	xiv 393 S.
ISBN-13:	9781441918727
ISBN-10:	1441918728
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Sheather, Simon
Hersteller:	Humana Springer Springer US, New York, N.Y. Springer Texts in Statistics
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 23 mm
Von/Mit:	Simon Sheather
Erscheinungsdatum:	29.11.2010
Gewicht:	0,616 kg