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Robust Diagnostic Regression Analysis

Name: Robust Diagnostic Regression Analysis
Brand: Springer-Verlag New York Inc.
SKU: 01384227
Price: 39543 HUF
Availability: InStock
Author: Anthony Atkinson
ISBN: 9780387950174

Anthony Atkinson

Marco Riani

Language

English

Book Hardback

Libristo code: 01384227

Publishers Springer-Verlag New York Inc., August 2000

This book is about using graphs to understand the relationship between a regression model and the da... Full description

Libristo code: 01384227

271 b

39 543 Ft

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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 parametersof 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.