Linear Models and Generalizations | Buch

Um unseren Shop nutzen zu können, müssen Sie Javascript in Ihrem Browser aktivieren.

Cover: 9783540742265 | Linear Models and Generalizations | Least Squares and Alternatives

Dekorationsartikel gehören nicht zum Leistungsumfang.

Sprache: Englisch

99,95 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 2-3 Wochen

Sie können kein Produkt in den Warenkorb legen, da Javascript und technisch notwendige Cookies aktiviert sein müssen.

Kategorien:

Der Artikel ist nicht in deutscher Sprache verfasst.
Die Sprache der Produktbeschreibung und Details kann in Englisch angegeben sein. Sollten Sie Verständnisprobleme haben, wenden Sie sich gerne an uns.

Beschreibung

Thebookisbasedonseveralyearsofexperienceofbothauthorsinteaching linear models at various levels. It gives an up-to-date account of the theory and applications of linear models. The book can be used as a text for courses in statistics at the graduate level and as an accompanying text for courses in other areas. Some of the highlights in this book are as follows. A relatively extensive chapter on matrix theory (Appendix A) provides the necessary tools for proving theorems discussed in the text and o?ers a selectionofclassicalandmodernalgebraicresultsthatareusefulinresearch work in econometrics, engineering, and optimization theory. The matrix theory of the last ten years has produced a series of fundamental results aboutthe de?niteness ofmatrices,especially forthe di?erences ofmatrices, which enable superiority comparisons of two biased estimates to be made for the ?rst time. We have attempted to provide a uni?ed theory of inference from linear models with minimal assumptions. Besides the usual least-squares theory, alternative methods of estimation and testing based on convex loss fu- tions and general estimating equations are discussed. Special emphasis is given to sensitivity analysis and model selection. A special chapter is devoted to the analysis of categorical data based on logit, loglinear, and logistic regression models. The material covered, theoretical discussion, and a variety of practical applications will be useful not only to students but also to researchers and consultants in statistics.

Zusammenfassung

Thoroughly revised and updated with the latest results, this Third Edition provides an account of the theory and applications of linear models. The authors present a unified theory of inference from linear models and its generalizations with minimal assumptions. They not only use least squares theory, but also alternative methods of estimation and testing based on convex loss functions and general estimating equations. Highlights include sensitivity analysis and model selection, an analysis of incomplete data, and an analysis of categorical data based on a unified presentation of generalized linear models. There is also an extensive appendix on matrix theory that is particularly useful for researchers in econometrics, engineering, and optimization theory. This text is recommended for courses in statistics at the graduate level as well as for other courses in which linear models play a role.

Inhaltsverzeichnis

The Simple Linear Regression Model.- The Multiple Linear Regression Model and Its Extensions.- The Generalized Linear Regression Model.- Exact and Stochastic Linear Restrictions.- Prediction in the Generalized Regression Model.- Sensitivity Analysis.- Analysis of Incomplete Data Sets.- Robust Regression.- Models for Categorical Response Variables.

Erscheinungsjahr:	2007
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
Seiten:	596
Reihe:	Springer Series in Statistics
Inhalt:	xix 572 S.
ISBN-13:	9783540742265
ISBN-10:	3540742263
Sprache:	Englisch
Herstellernummer:	12108695
Ausstattung / Beilage:	HC runder Rücken kaschiert
Einband:	Gebunden
Autor:	Rao, C. Radhakrishna Toutenburg, Helge Heumann, Christian Shalabh
Auflage:	3rd, extended ed. 2008
Hersteller:	Springer-Verlag GmbH Springer Berlin Heidelberg Springer Series in Statistics
Maße:	241 x 160 x 37 mm
Von/Mit:	C. Radhakrishna Rao (u. a.)
Erscheinungsdatum:	12.10.2007
Gewicht:	1,051 kg

Ähnliche Produkte