Conditioning Diagnostics
Collinearity and Weak Data in Regression
Published on 5. February 1991
Book
Hardback
396 pages
978-0-471-52889-0 (ISBN)
Description
This study integrates old and new procedures for analyzing the problems of ill-conditioning (which include collinearity) that attend statistical data. It aids in understanding how these problems affect statistical estimation and provides suggestions and examples of corrective action. The approach emphasizes diagnostics, drawing on elements of statistics, econometrics, data and numerical analysis. Any of the analytical and geometric tools that are needed are developed and explained. Numerous illustrations and data sets are included as a source for user experiments. The diagnostics featured in the text deal with situations where two explanatory variables vary in much the same way, so it is not possible to separate their effects.
Reviews / Votes
"The book is invaluable for everyone who applies linear regression." (Kwantitatieve Methoden, October 2000)More details
Series
Language
English
Place of publication
New York
United States
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Professional and scholarly
Illustrations
Ill.
Dimensions
Height: 241 mm
Width: 165 mm
Weight
765 gr
ISBN-13
978-0-471-52889-0 (9780471528890)
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Schweitzer Classification
Content
Collinearity; A Collinearity Diagnostic; The Experimental Experience; Summarizing and Interpreting the Collinearity Diagnostics; Data and Model Considerations; Harmful Collinearity and Short Data; Collinearity-Influential Observations; Collinearity Diagnostics in Models with Logarithms and First Differences; Corrective Action and Case Studies; General Conditioning and Extensions to Nonlinearities and Simultaneity; Bibliography; Author Index; Subject Index.