Transformation and Weighting in Regression

Raymond J. Carroll, David Ruppert (Autoren)

Buch | Softcover

264 Seiten

2019
Chapman & Hall/CRC (Verlag)
978-0-367-40337-9 (ISBN)

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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.

Carroll, Raymond J.; Ruppert, David

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.

Erscheinungsdatum	07.10.2019
Reihe/Serie	Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Sprache	englisch
Maße	156 x 234 mm
Gewicht	453 g
Themenwelt	Mathematik / Informatik ► Mathematik
Themenwelt	Technik ► Umwelttechnik / Biotechnologie
ISBN-10	0-367-40337-4 / 0367403374
ISBN-13	978-0-367-40337-9 / 9780367403379
Zustand	Neuware