Introduction to linear regression analysis.

best linear unbiased estimators bivariate normal distributions constrained least squares generalized least squares hypothesis testing least squares likelihood ratio model building weighted least squares

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Linear regression; mixed models (62J05) Linear inference, regression (62Jxx)

Review text

This book is intended as a text for a basic course in regression analysis. It contains the standard topics as well as many of the newer ones, and blends both theory and applications so that the reader will gain understanding of the basic principles necessary to apply regression model-building techniques in a wide variety of application environments. Many aspects of computer usage have been integrated into the text, including displays of both tabular and graphical outputs, and general discussions of capabilities of software packages, such as SAS, Minitab, and S-Plus. All data sets in the book are available in electronic form, both in the instructor's guide and on the WWW page of the book.NEWLINENEWLINENEWLINEChapter 1 is a general introduction to regression modeling, and describes some typical applications of regression. Chapters 2 and 3 provide standard results for least-squares model fitting in simple and multiple regression along with basic inference procedures. Chapter 4 discusses some introductory aspects of model adequacy checking, including residual analysis and strong emphasis on residual plots, detection and treatment of outliers, the PRESS statistic, and testing for lack of fit. Chapter 5 discusses how transformations and weighted least squares can be used to resolve problems of model inadequacy or to deal with violations of the basic regression assumptions. Both the Box-Cox and Box-Tidwell techniques for analytically specifying the form of a transformation are introduced. Influence diagnostics are presented in Chapter 6, along with an introductory discussion of how to deal with influential observations. Polynomial regression models, and their variations, are discussed in Chapter 7. Topics include the basic procedures for fitting and inference for polynomials, and discussion of centering in polynomials, hierarchy, piecewise polynomials, models with both polynomial and trigonometric terms, orthogonal polynomials, an overview of response surfaces, and an introduction to nonparametric and smoothing regression techniques.NEWLINENEWLINENEWLINEChapter 8 introduces indicator variables, and also makes a connection between regression and analysis-of-variance models. Variable selection and model-building techniques are developed in Chapter 9, including stepwise procedures and all-possible-regressions. Chapter 10 focuses on the multicollinearity problem, which discusses the sources of multicollinearity, its harmful effects, diagnostics, and various remedial measures. Chapter 11 presents several robust regression techniques, including M-estimators and other robust regression estimators. Chapter 12 introduces nonlinear regression. Chapter 13 is a basic treatment of generalized linear models. Chapter 14 covers several topics in a survey fashion, including regression models with autocorrelated errors, the effect of measurement errors on the regressors, the inverse estimation or calibration problem, bootstrapping regression estimates, classification and regression trees, neural networks and designed experiments for regression. Regression model validation is discussed in Chapter 15. Statistical tables, data sets for exercises and supplemental technical material are provided in three appendices.NEWLINENEWLINENEWLINEIn my view, this book is an excellent text for a graduate course in regression analysis. In addition to including theoretical and practical exercises, it also contains simulation exercises.

Recommendations

Cited in

(87)

Describes a project that uses

Uses Software

This page was built for publication: Introduction to linear regression analysis.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2716296)