Prescriptions for working statisticians
This book is both, an advanced course for students of applied statistics, and a ready handbook for the practioner who will fit functional linear models to data of the real world. Very often the preconditions such as normality, homoscedasticity, and independence of data in regression are not fulfilled, or the data set may be spoiled by outliers. Chapters 1-4 offer `diagnostics' of these delicate problems, e.g. for testing of normality nine different procedures are offered, and their power and usefulness are discussed; here I missed a hint to \textit{O. Vasicek}'s [J. R. Stat. Soc., Ser. B 38, 54-59 (1976; Zbl 0331.62031)] ``test for normality based on entropy, which is powerful against some special hypotheses. Chapt. 5 is devoted to transformations of data in order to fulfill some preconditions of the tests, and Chapt. 6 to the question how many independent variables to put into a regression model and to the question of multicollinearity. Chapt. 7 is devoted to mixed categorical and measured data and the usefulness of dummy variables. Chapt. 8 gives inferences from cross-classified data. Each chapter is dichotomized in prescriptions (sometimes in cookbookish form) and in a theoretical part (mostly without proofs), necessary to understand the complicated and nested situations of practical data and to avoid misuse. 35 statistical tables of critical values and significance points, which are scattered in the literature, are added. A very useful book for the practionerö
- A mixed integer programming approach for accommodating outliers with the minimax absolute error criterion
- New fat-tail normality test based on conditional second moments with applications to finance
- F-probability plot and its application to multivariate normality
- Using the studentized range to assess kurtosis
- Two transformation models for estimating an ROC curve derived from continuous data
- A Note on Determining thep-Value of Bartlett's Test of Homogeneity of Variances
- Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
- A formal model evaluation approach to the analysis of treatment effects in paired sample data
- Using OLS to test for normality
- Quasicycles revisited: apparent sensitivity to initial conditions
- An analysis of the redundancy of graph invariants used in chemoinformatics
This page was built for publication: Prescriptions for working statisticians
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4040326)