Regression diagnostics
Subtitle: identifying influential data and sources of collinearity
By: David A. Belsley, Edwin Kuh, Roy E. Welsch.
Contributors: Kuh, Edwin, joint author.; Welsch, Roy E., joint author.
Series: Wiley series in probability and mathematical statistics
Publisher: Wiley
Published: 1980
Place of publication: New York
Language: eng
Number of pages: 292
Subjects: Regression analysis
Other titles: Collinearity.
Description: This book provides practicing statisticians and econometricians with new tools for assessing quality and reliability of regression estimates. Diagnostic techniques are developed that aid in the systematic location of data points that are unusual or inordinately influential, and measure the presence and intensity of collinear relations among the regression data and help to identify variables involved in each and pinpoint estimated coefficients potentially most adversely affected. It emphasizes diagnostics and includes suggestions for remedial action.
Notes: Bibliography: p. 277-284.
Includes indexes.