Handbook of Regression Analysis

Name: Handbook of Regression Analysis
Price: 28.49 USD
Availability: InStock
ISBN: 9780470887165

ISBN-10: 0470887168

ISBN-13: 9780470887165

Edition: 2013

Authors: Samprit Chatterjee, Jeffrey S. Simonoff

List price: $164.95

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Description:

Written by an established expert in the field, the purpose of this handbook is to provide a practical, one–stop reference on regression analysis. The focus is on the tools that both practitioners and researchers use in real life. It is intended to be a comprehensive collection of the theory, methods, and applications of the subject matter, but it is deliberately written at an accessible level. The handbook will provide a quick and convenient reference or "refresher" on ideas and methods that are useful for the accurate analysis of data and its resulting interpretations. Students can use the book as an introduction to and/or summary of key concepts in regression and related course work (such…

Book details

List price: $164.95
Copyright year: 2013
Publisher: John Wiley & Sons, Incorporated
Publication date: 12/6/2012
Binding: Hardcover
Pages: 252
Size: 6.50" wide x 9.50" long x 0.75" tall
Weight: 1.342
Language: English



Preface



The Multiple Linear Regression Model



Multiple Linear Regression



Introduction



Concepts and Background Material



The Linear Regression Model



Estimation Using Least Squares



Assumptions



Methodology



Interpreting Regression Coefficients



Measuring the Strength of the Regression Relationship



Hypothesis Tests and Confidence Intervals for ï¿½



Fitted Values and Predictions



Checking Assumptions Using Residual Plots



Example - Estimating Home Prices



Summary



Model Building



Introduction



Concepts and Background Material



Using Hypothesis Tests to Compare Models



Collinearity



Methodology



Model Selection



Example - Estimating Home Prices (continued)



Indicator Variables and Modeling Interactions



Example - Electronic Voting and the 2004 Presidential Election



Summary



Addressing Violations of Assumptions



Diagnostics for Unusual Observations



Introduction



Concepts and Background Material



Methodology



Residuals and Outliers



Leverage Points



Influential Points and Cook's Distance



Example - Estimating Home Prices (continued)



Summary



Transformations and Linearizable Models



Introduction



Concepts and Background Material: The Log-Log Model



Concepts and Background Material: Semilog Models



Logged Response Variable



Logged Predictor Variable



Example - Predicting Movie Grosses After One Week



Summary



Time Series Data and Autocorrelation



Introduction



Concepts and Background Material



Methodology: Identifying Autocorrelation



The Durbin-Watson Statistic



The Autocorrelation Function (ACF)



Residual Plots and the Runs Test



Methodology: Addressing Autocorrelation



Detrending and Deseasonalizing



Example - e-Commerce Retail Sales



Lagging and Differencing



Example - Stock Indexes



Generalized Least Squares (GLS): The Cochrane-Orcutt Procedure



Example - Time Intervals Between Old Faithful Eruptions



Summary



Categorical Predictors



Analysis of Variance



Introduction



Concepts and Background Material



One-Way ANOVA



Two-Way ANOVA



Methodology



Codings for Categorical Predictors



Multiple Comparisons



Levene's Test and Weighted Least Squares



Membership in Multiple Groups



Example - DVD Sales of Movies



Higher-Way ANOVA



Summary



Analysis of Covariance



Introduction



Methodology



Constant Shift Models



Varying Slope Models



Example - International Grosses of Movies



Summary



Other Regression Models



Logistic Regression



Introduction



Concepts and Background Material



The Logit Response Function



Bernoulli and Binomial Random Variables



Prospective and Retrospective Designs



Methodology



Maximum Likelihood Estimation



Inference, Model Comparison, and Model Selection



Goodness-of-Fit



Measures of Association and Classification Accuracy



Diagnostics



Example - Smoking and Mortality



Example - Modeling Bankruptcy



Summary



Multinomial Regression



Introduction



Concepts and Background Material



Nominal Response Variable



Ordinal Response Variable



Methodology



Estimation



Inference, Model Comparisons, and Strength of Fit



Lack of Fit and Violations of Assumptions



Example - City Bond Ratings



Summary



Count Regression



Introduction



Concepts and Background Material



The Poisson Random Variable



Generalized Linear Models



Methodology



Estimation and Inference



Offsets



Overdispersion and Negative Binomial Regression



Quasi-likelihood



Negative Binomial Regression



Example - Unprovoked Shark Attacks in Florida



Other Count Regression Models



Poisson Regression and Weighted Least Squares



Example -International Grosses of Movies (continued)



Summary



Nonlinear Regression



Introduction



Concepts and Background Material



Methodology



Nonlinear Least Squares Estimation



Inference for Nonlinear Regression Models



Example - Michaelis-Menten Enzyme Kinetics



Summary


Bibliography


Index