000 02686cam a2200313 4500
001 7706888
003 OSt
005 20140702100006.0
008 910612s1991 caua b 000 0 eng
010 _a91-24057
020 _a080393971X
035 _a(NNNPsI)492
035 _a(NNC)7706888
040 _aDLC
_cDLC
_dDLC
050 _aQA278.2
_b.F63 1991
082 0 0 _a519.5/36
_220
100 1 _aFox, John,
_d1947-
245 1 0 _aRegression diagnostics /
_cJohn Fox.
260 _aNewbury Park, Calif. :
_bSage Publications,
_c1991
300 _a92 p. :
_bill. ;
_c22 cm.
490 1 _aA Sage university papers series. Quantitative applications in the social sciences ;
_vno. 07-079
504 _aIncludes bibliographical references (p. 89-92).
505 0 _aLinear Least-Squares Regression -- The Regression Model -- Least-Squares Estimation -- Statistical Inference for Regression Coefficients -- The General Linear Model -- Collinearity -- Collinearity and Variance Inflation -- Coping with Collinearity: No Quick Fix -- Outlying and Influential Data -- Measuring Leverage: Hat-Values -- Detecting Outliers: Studentized Residuals -- Measuring Influence: Cook's Distance and Other Diagnostics -- Numerical Cutoffs for Diagnostic Statistics -- Jointly Influential Subsets of Observations: Partial-Regression Plots -- Should Unusual Data Be Discarded? -- Non-Normally Distributed Errors -- Normal Quantile-Comparison Plot of Residuals -- Histograms of Residuals -- Correcting Asymmetry by Transformation -- Nonconstant Error Variance -- Detecting Nonconstant Error Variance -- Correcting Nonconstant Error Variance -- Nonlinearity -- Residual and Partial-Residual Plots -- Transformations for Linearity -- Discrete Data -- Testing for Nonlinearity -- Testing for Nonconstant Error Variance -- Maximum-Likelihood Methods, Score Tests, and Constructed Variables -- Box-Cox Transformation of y -- Box-Tidwell Transformation of the xs -- Nonconstant Error Variance Revisited -- Recommendations -- Computing Diagnostics -- Least-Squares Fit, Joint Confidence Regions, and Tests -- Ridge Regression -- Hat-Values and the Hat Matrix -- The Distribution of the Least-Squares Residuals -- Deletion Diagnostics -- The Partial-Regression Plot -- Smoothing Scatterplots by Lowess -- Weighted-Least-Squares Estimation -- Correcting Least-Squares Standard Errors for Heteroscedasticity -- The Efficiency and Validity of Least-Squares Estimation When Error Variances Are Not Constant.
650 0 _aRegression analysis.
650 0 _aSocial sciences
_xStatistical methods.
830 0 _aQuantitative applications in the social sciences ;
_vno. 07-079.
942 _2lcc
_cBK
999 _c162113
_d162073