Author | Sen, Ashish. author |
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Title | Regression Analysis [electronic resource] : Theory, Methods and Applications / by Ashish Sen, Muni Srivastava |
Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1990 |
Connect to | http://dx.doi.org/10.1007/978-3-662-25092-1 |
Descript | XV, 348 p. 5 illus. online resource |
1 Introduction -- 2 Multiple Regression -- 3 Tests and Confidence Regions -- 4 Indicator Variables -- 5 The Normality Assumption -- 6 Unequal Variances -- 7 *Correlated Errors -- 8 Outliers and Influential Observations -- 9 Transformations -- 10 Multicollinearity -- 11 Variable Selection -- 12 *Biased Estimation -- A Matrices -- A.1 Addition and Multiplication -- A.2 The Transpose of a Matrix -- A.3 Null and Identity Matrices -- A.4 Vectors -- A.5 Rank of a Matrix -- A.6 Trace of a Matrix -- A.7 Partitioned Matrices -- A.8 Determinants -- A.9 Inverses -- A.10 Characteristic Roots and Vectors -- A.11 Idempotent Matrices -- A.12 The Generalized Inverse -- A.13 Quadratic Forms -- A.14 Vector Spaces -- Problems -- B Random Variables and Random Vectors -- B.1 Random Variables -- B.1.1 Independent Random Variables -- B.1.2 Correlated Random Variables -- B.1.3 Sample Statistics -- B.1.4 Linear Combinations of Random Variables -- B.2 Random Vectors -- B.3 The Multivariate Normal Distribution -- B.4 The Chi-Square Distributions -- B.5 The F and t Distributions -- B.6 Jacobian of Transformations -- B.7 Multiple Correlation -- Problems -- C Nonlinear Least Squares -- C.1 Gauss-Newton Type Algorithms -- C.1.1 The Gauss-Newton Procedure -- C.1.2 Step Halving -- C.1.3 Starting Values and Derivatives -- C.1.4 Marquardt Procedure -- C.2 Some Other Algorithms -- C.2.1 Steepest Descent Method -- C.2.2 Quasi-Newton Algorithms -- C.2.3 The Simplex Method -- C.2.4 Weighting -- C.3 Pitfalls -- C.4 Bias, Confidence Regions and Measures of Fit -- C.5 Examples -- Problems -- Tables -- References -- Author Index