Robust Diagnostic Regression Analysis Contributor(s): Atkinson, Anthony (Author), Riani, Marco (Author) |
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ISBN: 0387950176 ISBN-13: 9780387950174 Publisher: Springer OUR PRICE: $104.49 Product Type: Hardcover - Other Formats Published: August 2000 Annotation: This book is about using graphs to understand the relationship between a regression model and the data to which it is fitted. Because of the new way in which models are fitted, for example by least squares, we can lose information about the effect of individual observations on inferences about the form and parameters of the model. The methods developed in this book reveal how the fitted regression model depends on individual observations and on groups of observations. Robust procedures can sometimes reveal this structure, but downweight or discard some observations. The novelty in this book is to combine robustness and a "forward" search through the data with regression diagnostics and computer graphics. |
Additional Information |
BISAC Categories: - Business & Economics | Economics - General - Mathematics | Probability & Statistics - General |
Dewey: 519.536 |
LCCN: 00026154 |
Series: Springer Statistics |
Physical Information: 0.83" H x 6.35" W x 9.54" (1.33 lbs) 328 pages |
Descriptions, Reviews, Etc. |
Publisher Description: This book is about using graphs to understand the relationship between a regression model and the data to which it is fitted. Because of the way in which models are fitted, for example, by least squares, we can lose infor- mation about the effect of individual observations on inferences about the form and parameters of the model. The methods developed in this book reveal how the fitted regression model depends on individual observations and on groups of observations. Robust procedures can sometimes reveal this structure, but downweight or discard some observations. The novelty in our book is to combine robustness and a forward" " search through the data with regression diagnostics and computer graphics. We provide easily understood plots that use information from the whole sample to display the effect of each observation on a wide variety of aspects of the fitted model. This bald statement of the contents of our book masks the excitement we feel about the methods we have developed based on the forward search. We are continuously amazed, each time we analyze a new set of data, by the amount of information the plots generate and the insights they provide. We believe our book uses comparatively elementary methods to move regression in a completely new and useful direction. We have written the book to be accessible to students and users of statistical methods, as well as for professional statisticians. |