.

0 (hodnocen0 x )

(1) Půjčeno:2x 

BK

Boca Raton : Chapman & Hall/CRC, 2005

x, 229 s. : il., grafy ; 25 cm

ISBN 1-58488-425-8 (váz.)

Texts in statistical science

Obsahuje bibliografii na s. 223-225 a rejstřík

000029103

Contents // Preface ix // 1 Introduction 1 // 1.1 Before You Start 1 // 1.2 Initial Data Analysis 2 // 1.3 When to Use Regression Analysis 6 // 1.4 History 7 // 2 Estimation 11 // 2.1 Linear Model 11 // 2.2 Matrix Representation 12 // 2.3 Estimating ß 12 // 2.4 Least Squares Estimation 13 // 2.5 Examples of Calculating ß 14 // 2.6 Gauss-Markov Theorem 15 // 2.7 Goodness of Fit 16 // 2.8 Example 18 // 2.9 Identifiability 21 // 3 Inference 25 // 3.1 Hypothesis Tests to Compare Models 25 // 3.2 Testing Examples 27 // 3.3 Permutation Tests 32 // 3.4 Confidence Intervals for ß 34 // 3.5 Confidence Intervals for Predictions 36 // 3.6 Designed Experiments 39 // 3.7 Observational Data 43 // 3.8 Practical Difficulties 47 // 4 Diagnostics 53 // 4.1 Checking Error Assumptions 53 // 4.2 Finding Unusual Observations 64 // 4.3 Checking the Structure of the Model 72 // 5 Problems with the Predictors 77 // 5.1 Errors in the Predictors 77 // vi // 5.2 Changes of Scale // 5.3 Col linearity // 6 Problems with the Error // 6.1 Generalized Least Squares // 6.2 Weighted Least Squares // 6.3 Testing for Lack of Fit // 6.4 Robust Regression // 7 Transformation // 7.1 Transforming the Response // 7.2 Transforming the Predictors // 8 Variable Selection // 8.1 Hierarchical Models // 8.2 Testing-Based Procedures // 8.3 Criterion-Based Procedures // 8.4 Summary // 9 Shrinkage Methods // 9.1 Principal Components // 9.2 Partial Least Squares // 9.3 Ridge Regression // 10 Statistical Strategy and Model Uncertainty

// 10.1 Strategy // 10.2 An Experiment in Model Building // 10.3 Discussion // 11 Insurance Redlining — A Complete Example // 11.1 Ecological Correlation // 11.2 Initial Data Analysis // 11.3 Initial Model and Diagnostics // 11.4 Transformation and Variable Selection // 11.5 Discussion // 12 Missing Data // 13 Analysis of Covariance // 13.1 A Two-Level Example // 13.2 Coding Qualitative Predictors // 13.3 A Multilevel Factor Example // CONTENTS // 81 // 83 // 89 // 89 // 92 // 94 // 98 // 109 // 109 // 112 // 121 // 121 // 122 // 125 // 130 // 133 // 133 // 140 // 143 // 147 // 147 // 148 // 149 // 151 // 151 // 153 // 156 // 158 // 161 // 163 // 167 // 168 172 174 // 14 One-Way Analysis of Variance // 14.1 The Model // 181 // 181 // CONTENTS vii // 14.2 An Example 182 // 14.3 Diagnostics 185 // 14.4 Pairwise Comparisons 186 // 15 Factorial Designs 189 // 15.1 Two-Way ANOVA 189 // 15.2 Two-Way ANOVA with One Observation per Cell 190 // 15.3 Two-Way ANOVA with More than One Observation per Cell 193 // 15.4 Larger Factorial Experiments 197 // 16 Block Designs 203 // 16.1 Randomized Block Design 204 // 16.2 Latin Squares 208 // 16.3 Balanced Incomplete Block Design 212 // A R Installation, Functions and Data 217 // ? Quick Introduction to R 219 // B.l Reading the Data In 219 // B.2 Numerical Summaries 219 // B.3 Graphical Summaries 220 // B.4 Selecting Subsets of the Data 221 // B.5 Learning More about R 222 // Bibliography 223 // Index 227