Conditioning Diagnostics: Collinearity and Weak Data in Regression
| Author | : | |
| Rating | : | 4.49 (684 Votes) |
| Asin | : | 0471528897 |
| Format Type | : | paperback |
| Number of Pages | : | 396 Pages |
| Publish Date | : | 2013-06-24 |
| Language | : | English |
DESCRIPTION:
Also features a substantial amount of new information, including background material and data sets and numerous related elements previously scattered throughout the literature.. Integrating the research from the author's previous work, Regression Diagnostics, and significant revision and updating, this monograph presents a self-contained treatment of the problems of ill-conditioning and data weaknesses as they affect the least-squares estimation of the linear model, along with extensions to nonlinear models and simultaneous-equations estimators
"The book is invaluable for everyone who applies linear regression." (Kwantitatieve Methoden, October 2000)