Transformation and weighting in regression

書誌事項

Transformation and weighting in regression

Raymond J. Carroll and David Ruppert

(Monographs on statistics and applied probability)

Chapman and Hall, 1988

大学図書館所蔵 件 / 53

この図書・雑誌をさがす

注記

Bibliography: p. [227]-238

Includes indexes

内容説明・目次

内容説明

This monograph provides a careful review of the major statistical techniques used to analyze regression data with nonconstant variability and skewness. The authors have developed statistical techniques--such as formal fitting methods and less formal graphical techniques-- that can be applied to many problems across a range of disciplines, including pharmacokinetics, econometrics, biochemical assays, and fisheries research. While the main focus of the book in on data transformation and weighting, it also draws upon ideas from diverse fields such as influence diagnostics, robustness, bootstrapping, nonparametric data smoothing, quasi-likelihood methods, errors-in-variables, and random coefficients. The authors discuss the computation of estimates and give numerous examples using real data. The book also includes an extensive treatment of estimating variance functions in regression.

目次

Introduction. Generalized Least Squares and the Analysis of Heteroscedasticity. Estimation and Inference for Variance Functions. The Transform-Both-Sides Methodology. Combining Transformations and Weighting. Influence and Robustness. Technical Complements. Some Open Problems. References. Index.

「Nielsen BookData」 より

関連文献: 1件中  1-1を表示

詳細情報

ページトップへ