经典和现代回归分析及其应用

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出版者:高等教育
作者:[美] 麦尔斯
出品人:
页数:488
译者:
出版时间:2008-1
价格:35.5
装帧:平装
isbn号码:9787040163230
丛书系列:海外优秀数学类教材系列丛书
图书标签:
  • 回归分析
  • 数学
  • 统计
  • 英文原版
  • 专业相关
  • 社会学
  • 已购买
  • statistics
  • 回归分析
  • 经典回归
  • 现代回归
  • 计量经济学
  • 统计学
  • 应用回归
  • 线性模型
  • 数据分析
  • 模型诊断
  • 时间序列分析
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具体描述

本书从Thomson Learning出版公司引进,本书内容包括:回归分析,简单线性回归模型,多元线性回归模型,最佳模型的标准选择,残差分析,影响诊断,非标准条件、假设和转换,检测及多元共线性,非线性回归,附录A:矩阵代数中的一些概念,附录B:一些处理方法,附录C:统计表。 本书适用于高等院校统计学专业和理工科各专业本科生和研究生作为教材使用。

作者简介

Raymond H.Myers,弗吉尼亚理工大学统计学名誉教授,主要研究领域为试验设计与分析、响应面分析和非线性模型分析,美国统计学会(ASA)会员,国际统计学会(ISI)会员。

目录信息

CHAPTER 1
INTRODUCTION: REGRESSION ANALYSIS
Regression models
Formal uses of regression analysis
The data base
References
CHAPTER 2
THE SIMPLE LINEAR REGRESSION MODEL
The model description
Assumptions and interpretation of model parameters
Least squares formulation
Maximum likelihood estimation
Partioning total variability
Tests of hypothesis on slope and intercept
Simple regression through the origin (Fixed intercept)
Quality of fitted model
Confidence intervals on mean response and prediction intervals
Simultaneous inference in simple linear regression
A complete annotated computer printout
A look at residuals
Both x and y random
Exercises
References
CHAPTER 3
THE MULTIPLE LINEAR REGRESSION MODEL
Model description and assumptions
The general linear mode] and the least squares procedure
Properties of least squares estimators under ideal conditions
Hypothesis testing in multiple linear regression
Confidence intervals and prediction intervals in multiple regressions
Data with repeated observations
Simultaneous inference in multiple regression
Multicollinearity in multiple regression data
Quality fit, quality prediction, and the HAT matrix
Categorical or indicator variables (Regression models and ANOVA models)
Exercises
References
CHAPTER 4
CRITERIA FOR CHOICE OF BEST MODEL
Standard criteria for comparing models
Cross validation for model selection and determination of model performance
Conceptual predictive criteria (The Cp statistic)
Sequential variable selection procedures
Further comments and all possible regressions
Exercises
References
CHAPTER 5
ANALYSIS OF RESIDUALS 209
Information retrieved from residuals
Plotting of residuals
Studentized residuals
Relation to standardized PRESS residuals
Detection of outliers
Diagnostic plots
Normal residual plots
Further comments on analysis of residuals
Exercises
References
CHAPTER 6
INFLUENCE DIAGNOSTICS
Sources of influence
Diagnostics: Residuals and the HAT matrix
Diagnostics that determine extent of influence
Influence on performance
What do we do with high influence points?
Exercises
References
CHAPTER 7
NONSTANDARD CONDITIONS, VIOLATIONS OF ASSUMPTIONS,AND TRANSFORMATIONS
Heterogeneous variance: Weighted least squares
Problem with correlated errors (Autocorrelation)
Transformations to improve fit and prediction
Regression with a binary response
Further developments in models with a discrete response (Poisson regression)
Generalized linear models
Failure of normality assumption: Presence of outliers
Measurement errors in the regressor variables
Exercises
References
CHAPTER 8
DETECTING AND COMBATING MULTICOLLINEARITY
Multicollinearity diagnostics
Variance proportions
Further topics concerning multicollinearity
Alternatives to least squares in cases of multicollinearity
Exercises
References
CHAPTER 9
NONLINEAR REGRESSION
Nonlinear least squares
Properties of the least squares estimators
The Gauss-Newton procedure for finding estimates
Other modifications of the Gauss-Newton procedure
Some special classes of nonlinear models
Further considerations in nonlinear regression
Why not transform data to linearize?
Exercises
References
APPENDIX A
SOME SPECIAL CONCEPTS IN MATRIX ALGEBRA
Solutions to simultaneous linear equations
Quadratic form
Eigenvalues and eigenvectors
The inverses of a partitioned matrix
Sherman-Morrison-Woodbury theorem
References
APPENDIX B
SOME SPECIAL MANIPULATIONS
Unbiasedness of the residual mean square
Expected value of residual sum of squares and mean square
for an underspecified model
The maximum likelihood estimator
Development of the PRESS statistic
Computation of s _ i
Dominance of a residual by the corresponding model error .Computation of influence diagnostics
Maximum likelihood estimator in the nonlinear model
Taylor series
Development of the Ck-statistic
References
APPENDIX C
STATISTICAL TABLES
INDEX
· · · · · · (收起)

读后感

评分

据说是本好书,从Amazon上看的评论。英文的,刚开始读起来有一点点吃力,希望多读几天后能感觉顺畅一些。

评分

据说是本好书,从Amazon上看的评论。英文的,刚开始读起来有一点点吃力,希望多读几天后能感觉顺畅一些。

评分

据说是本好书,从Amazon上看的评论。英文的,刚开始读起来有一点点吃力,希望多读几天后能感觉顺畅一些。

评分

据说是本好书,从Amazon上看的评论。英文的,刚开始读起来有一点点吃力,希望多读几天后能感觉顺畅一些。

评分

据说是本好书,从Amazon上看的评论。英文的,刚开始读起来有一点点吃力,希望多读几天后能感觉顺畅一些。

用户评价

评分

写论文的时候导师借给我看的,非常非常经典很详细,论文之后继续细看了

评分

写论文的时候导师借给我看的,非常非常经典很详细,论文之后继续细看了

评分

写论文的时候导师借给我看的,非常非常经典很详细,论文之后继续细看了

评分

写论文的时候导师借给我看的,非常非常经典很详细,论文之后继续细看了

评分

好书,看完后能比较透彻地理解回归分析。

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