Regression Diagnostics von David A. Belsley | Identifying Influential Data and Sources of Collinearity | ISBN 9780471691174

Regression Diagnostics

Identifying Influential Data and Sources of Collinearity

von David A. Belsley, Edwin Kuh und Roy E. Welsch
Mitwirkende
Autor / AutorinDavid A. Belsley
Autor / AutorinEdwin Kuh
Autor / AutorinRoy E. Welsch
Buchcover Regression Diagnostics | David A. Belsley | EAN 9780471691174 | ISBN 0-471-69117-8 | ISBN 978-0-471-69117-4

Regression Diagnostics

Identifying Influential Data and Sources of Collinearity

von David A. Belsley, Edwin Kuh und Roy E. Welsch
Mitwirkende
Autor / AutorinDavid A. Belsley
Autor / AutorinEdwin Kuh
Autor / AutorinRoy 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.