Robust diagnostic regression analysis / Anthony Atkinson, Marco Riani.

Format:

Book

Author/Creator:

Atkinson, A. C. (Anthony Curtis)

Contributor:

Riani, Marco.

Anne and Joseph Trachtman Memorial Book Fund.

Series:

Springer texts in statistics

Language:

English

Subjects (All):

Regression analysis.

Robust statistics.

Physical Description:

xvi, 327 pages : illustrations ; 25 cm.

Place of Publication:

New York : Springer, [2000]

Summary:

This book is about using graphs to understand the relationship between a regression model and the data to which it is fitted. Because of the new way in which models are fitted, for example by least squares, we can lose information about the effect of individual observations on inferences about the form and parameters of the model. The methods developed in this book reveal how the fitted regression model depends on individual observations and on groups of observations. Robust procedures can sometimes reveal this structure, but downweight or discard some observations. The novelty in this book is to combine robustness and a "forward" search through the data with regression diagnostics and computer graphics.

Notes:

Includes bibliographical references (pages [311]-318) and indexes.

Local Notes:

Acquired for the Penn Libraries with assistance from the Anne and Joseph Trachtman Memorial Book Fund.

ISBN:

0387950176

OCLC:

43641167