Classical and Modern Regression with Applications (Second Edition)经典和现代回归分析及其应用(影印版)(第2版)

分類: 图书,自然科学,数学,应用数学,
作者: (美)麦尔斯著
出 版 社: 高等教育出版社
出版时间: 2008-1-1字数: 700000版次: 1页数: 488印刷时间: 2005/05/01开本:印次:纸张: 胶版纸I S B N : 9787040163230包装: 平装内容简介
本书从ThomsonLearning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。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。
通过影印、翻译、编译这批优秀教材的长处,吸取国外出版公司的制作经验,提升我们自编教材的教学资源配套标准,使我国高校教材建设水平上一个新的台阶:与此同时,我们还将尝试组织海外作者和国内作者合编外文版基础课数学教材,并约请国内专家改编部分国外优秀教材,以适应我国实际教学环境。
目录
CHAPTER1INTRODUCTION:REGRESSIONANALYSIS
1.1Regressionmodels
1.2Formalusesofregressionanalysis
1.3Thedatabase
References
CHAPTER2THESIMPLELINEARREGRESSIONMODEL
2.1Themodeldescription
2.2Assumptionsandinterpretationofmodelparameters
2.3Leastsquaresformulation
2.4Maximumlikelihoodestimation
2.5Partioningtotalvariability
2.6Testsofhypothesisonslopeandintercept
2.7Simpleregressionthroughtheorigin(Fixedintercept)
2.8Qualityoffittedmodel
2.9Confidenceintervalsonmeanresponseandpredictionintervals
2.10Simultaneousinferenceinsimplelinearregression
2.11Acompleteannotatedcomputerprintout
2.12Alookatresiduals
2.13Bothxandyrandom
Exercises
References
CHAPTER3THEMULTIPLELINEARREGRESSIONMODEL
3.1Modeldescriptionandassumptions
3.2Thegenerallinearmodelandtheleastsquaresprocedure
3.3Propertiesofleastsquaresestimatorsunderidealconditions
3.4Hypothesistestinginmultiplelinearregression
3.5Confidenceintervalsandpredictionintervalsinmultipleregressions
3.6Datawithrepeatedobservations
3.7Simultaneousinferenceinmultipleregression
3.8Multicollinearityinmultipleregressiondata
3.9Qualityfit,qualityprediction,andtheHATmatrix
3.10Categoricalorindicatorvariables(RegressionmodelsandANOVAmodems)
Exercises
References
CHAPTER4CRITERIAFORCHOICEOFBESTMODEL
4.1Standardcriteriaforcomparingmodels
4.2Crossvalidationformodelselectionanddeterminationofmodelperformance
4.3Conceptualpredictivecriteria(TheCp=statistic)
4.4Sequentialvariableselectionprocedures
4.5Furthercommentsandallpossibleregressions
Exercises
References
CHAPTER5ANALYSISOFRESIDUALS
5.1Informationretrievedfromresiduals
5.2Plottingofresiduals
5.3Studentizedresiduals
5.4RelationtostandardizedPRESSresiduals
5.5Detectionofoutliers
5.6Diagnosticplots
5.7Normalresidualplots
5.8Furthercommentsonanalysisofresiduals
Exercises
References
CHAPTER6INFLUENCEDIAGNOSTICS
6.1Sourcesofinfluence
6.2Diagnostics:ResidualsandtheHATmatrix
6.3Diagnosticsthatdetermineextentofinfluence
6.4Influenceonperformance
6.5Whatdowedowithhighinfluencepoints?
Exercises
References
CHAPTER7NONSTANDARDCONDITIONS,VIOLATIONSOFASSUMPTIONS,ANDTRANSFORMATIONS
7.1Heterogeneousvariance:Weightedleastsquares
7.2Problemwithcorrelatederrors(Autocorrelation)
7.3Transformationstoimprovefitandprediction
7.4Regressionwithabinaryresponse
7.5Furtherdevelopmentsinmodelswithadiscreteresponse(Poissonregression)
7.6Generalizedlinearmodels
7.7Failureofnormalityassumption:Presenceofoutliers
7.8Measurementerrorsintheregressorvariables
Exercises
References
CHAPTER8DETECTINGANDCOMBATINGMULTICOLLINEARITY
CHAPTER9NONLINEARREGRESSION
APPENDIXASOMESPECIALCONCEPTSINMATRIXALGEBRA
APPENDIXBSOMESPECIALMANIPULATIONS
References
APPENDIXC
STATISTICALTABLES
INDEX