
Handbook of Regression Analysis with Applications in R
Wiley-Blackwell (Publisher)
2nd Edition
Published on 3. September 2020
Book
Hardback
384 pages
978-1-119-39237-8 (ISBN)
Description
Handbook and reference guide for students and practitioners of statistical regression-based analyses in R
Handbook of Regression Analysis with Applications in R, Second Edition is a comprehensive and up-to-date guide to conducting complex regressions in the R statistical programming language. The authors' thorough treatment of "classical" regression analysis in the first edition is complemented here by their discussion of more advanced topics including time-to-event survival data and longitudinal and clustered data.
The book further pays particular attention to methods that have become prominent in the last few decades as increasingly large data sets have made new techniques and applications possible. These include:
* Regularization methods
* Smoothing methods
* Tree-based methods
In the new edition of the Handbook, the data analyst's toolkit is explored and expanded. Examples are drawn from a wide variety of real-life applications and data sets. All the utilized R code and data are available via an author-maintained website.
Of interest to undergraduate and graduate students taking courses in statistics and regression, the Handbook of Regression Analysis will also be invaluable to practicing data scientists and statisticians.
More details
Series
Language
English
Place of publication
Hoboken
United States
Publishing group
John Wiley and Sons Ltd
Target group
Professional and scholarly
Dimensions
Height: 233 mm
Width: 155 mm
Thickness: 25 mm
Weight
732 gr
ISBN-13
978-1-119-39237-8 (9781119392378)
Schweitzer Classification
Other editions
Additional editions

Samprit Chatterjee | Jeffrey S. Simonoff
Handbook of Regression Analysis With Applications in R
E-Book
07/2020
2nd Edition
Wiley
€117.99
Available for download

Samprit Chatterjee | Jeffrey S. Simonoff
Handbook of Regression Analysis With Applications in R
E-Book
07/2020
2nd Edition
Wiley
€112.99
Available for download
Persons
Samprit Chatterjee, PhD, is Professor Emeritus of Statistics at New York University. A Fellow of the American Statistical Association, Dr. Chatterjee has been a Fulbright scholar in both Kazakhstan and Mongolia. He is the coauthor of multiple editions of Regression Analysis By Example, Sensitivity Analysis in Linear Regression, A Casebook for a First Course in Statistics and Data Analysis, and the first edition of Handbook of Regression Analysis, all published by Wiley.
Jeffrey S. Simonoff, PhD, is Professor of Statistics at the Leonard N. Stern School of Business of New York University. He is a Fellow of the American Statistical Association, a Fellow of the Institute of Mathematical Statistics, and an Elected Member of the International Statistical Institute. He has authored, coauthored, or coedited more than one hundred articles and seven books on the theory and applications of statistics.
Content
Preface to the Second Edition xiii
Preface to the First Edition xvii
Part I The Multiple Linear Regression Model
1 Multiple Linear Regression 3
1.1 Introduction 3
1.2 Concepts and Background Material 4
1.2.1 The Linear Regression Model 4
1.2.2 Estimation Using Least Squares 5
1.2.3 Assumptions 8
1.3 Methodology 9
1.3.1 Interpreting Regression Coefficients 9
1.3.2 Measuring the Strength of the Regression Relationship 11
1.3.3 Hypothesis Tests and Confidence Intervals for _ 12
1.3.4 Fitted Values and Predictions 14
1.3.5 Checking Assumptions Using Residual Plots 15
1.4 Example -- Estimating Home Prices 16
1.5 Summary 19
2 Model Building 23
2.1 Introduction 23
2.2 Concepts and Background Material 24
2.2.1 Using Hypothesis Tests to Compare Models 24
2.2.2 Collinearity 26
2.3 Methodology 29
2.3.1 Model Selection 29
2.3.2 Example--Estimating Home Prices (continued) 31
2.4 Indicator Variables and Modeling Interactions 39
2.4.1 Example--Electronic Voting and the 2004 Presidential Election 41
2.5 Summary 46
Part II Addressing Violations of Assumptions
3 Diagnostics for Unusual Observations 53
3.1 Introduction 53
3.2 Concepts and Background Material 54
3.3 Methodology 56
3.3.1 Residuals and Outliers 56
3.3.2 Leverage Points 57
3.3.3 Influential Points and Cook's Distance 58
3.4 Example -- Estimating Home Prices (continued) 60
3.5 Summary 64
4 Transformations and Linearizable Models 67
4.1 Introduction 67
4.2 Concepts and Background Material: The Log-Log Model 69
4.3 Concepts and Background Material: Semilog Models 69
4.3.1 Logged Response Variable 70
4.3.2 Logged Predictor Variable 70
4.4 Example -- Predicting Movie Grosses After One Week 71
4.5 Summary 78
5 Time Series Data and Autocorrelation 81
5.1 Introduction 81
5.2 Concepts and Background Material 83
5.3 Methodology: Identifying Autocorrelation 85
5.3.1 The Durbin-Watson Statistic 86
5.3.2 The Autocorrelation Function (ACF) 87
5.3.3 Residual Plots and the Runs Test 87
5.4 Methodology: Addressing Autocorrelation 88
5.4.1 Detrending and Deseasonalizing 88
5.4.2 Example -- e-Commerce Retail Sales 89
5.4.3 Lagging and Differencing 95
5.4.4 Example -- Stock Indexes 96
5.4.5 Generalized Least Squares (GLS): The Cochrane- Orcutt Procedure 102
5.4.6 Example -- Time Intervals Between Old Faithful Geyser Eruptions 104
5.5 Summary 107
Part III Categorical Predictors
6 Analysis of Variance 113
6.1 Introduction 113
6.2 Concepts and Background Material 114
6.2.1 One-Way ANOVA 114
6.2.2 Two-Way ANOVA 115
6.3 Methodology 117
6.3.1 Codings for Categorical Predictors 117
6.3.2 Multiple Comparisons 122
6.3.3 Levene's Test and Weighted Least Squares 124
6.3.4 Membership in Multiple Groups 127
6.4 Example -- DVD Sales of Movies 129
6.5 Higher-Way ANOVA 134
6.6 Summary 136
7 Analysis of Covariance 139
7.1 Introduction 139
7.2 Methodology 139
7.2.1 Constant Shift Models 139
7.2.2 Varying Slope Models 141
7.3 Example -- International Grosses of Movies 141
7.4 Summary 145
Part IV Non-Gaussian Regression Models
8 Logistic Regression 149
8.1 Introduction 149
8.2 Concepts and Background Material 151
8.2.1 The Logit Response Function 151
8.2.2 Bernoulli and Binomial Random Variables 152
8.2.3 Prospective and Retrospective Designs 153
8.3 Methodology 156
8.3.1 Maximum Likelihood Estimation 156
8.3.2 Inference, Model Comparison, and Model Selection 157
8.3.3 Goodness-of-Fit 159
8.3.4 Measures of Association and Classification Accuracy 161
8.3.5 Diagnostics 163
8.4 Example -- Smoking and Mortality 163
8.5 Example -- Modeling Bankruptcy 167
8.6 Summary 173
9 Multinomial Regression 177
9.1 Introduction 177
9.2 Concepts and Background Material 178
9.2.1 Nominal Response Variable 178
9.2.2 Ordinal Response Variable 180
9.3 Methodology 182
9.3.1 Estimation 182
9.3.2 Inference, Model Comparisons, and Strength of Fit 183
9.3.3 Lack of Fit and Violations of Assumptions 184
9.4 Example -- City Bond Ratings 185
9.5 Summary 189
10 Count Regression 191
10.1 Introduction 191
10.2 Concepts and Background Material 192
10.2.1 The Poisson Random Variable 192
10.2.2 Generalized Linear Models 193
10.3 Methodology 194
10.3.1 Estimation and Inference 194
10.3.2 Offsets 195
10.4 Overdispersion and Negative Binomial Regression 196
10.4.1 Quasi-likelihood 197
10.4.2 Negative Binomial Regression 198
10.5 Example -- Unprovoked Shark Attacks in Florida 198
10.6 Other Count Regression Models 205
10.7 Poisson Regression and Weighted Least Squares 209
10.7.1 Example--International Grosses of Movies (continued) 210
10.8 Summary 212
11 Models for Time-to-Event (Survival) Data 215
11.1 Introduction 216
11.2 Concepts and Background Material 217
11.2.1 The Nature of Survival Data 217
11.2.2 Accelerated Failure Time Models 218
11.2.3 The Proportional Hazards Model 219
11.3 Methodology 220
11.3.1 The Kaplan-Meier Estimator and the Log-Rank Test 220
11.3.2 Parametric (Likelihood) Estimation 225
11.3.3 Semiparametric (Partial Likelihood) Estimation 227
11.3.4 The Buckley-James Estimator 229
11.4 Example--The Survival of Broadway Shows (continued) 230
11.5 LTRC Data and Time-Varying Covariates 238
11.5.1 Left-Truncated/Right-Censored Data 238
11.5.2 Example--The Survival of Broadway Shows (continued) 239
11.5.3 Time-Varying Covariates 240
11.5.4 Example -- Female Heads of Government 241
11.6 Summary 244
Part V Other Regression Models
12 Nonlinear Regression 249
12.1 Introduction 249
12.2 Concepts and Background Material 250
12.3 Methodology 252
12.3.1 Nonlinear Least Squares Estimation 252
12.3.2 Inference for Nonlinear Regression Models 253
12.4 Example -- Michaelis-Menten Enzyme Kinetics 254
12.5 Summary 259
13 Models for Longitudinal and Nested Data 261
13.1 Introduction 261
13.2 Concepts and Background Material 263
13.2.1 Nested Data and ANOVA 263
13.2.2 Longitudinal Data and Time Series 264
13.2.3 Fixed Effects Versus Random Effects 265
13.3 Methodology 266
13.3.1 The Linear Mixed Effects Model 266
13.3.2 The Generalized Linear Mixed Effects Model 268
13.3.3 Generalized Estimating Equations 269
13.3.4 Nonlinear Mixed Effects Models 269
13.4 Example -- Tumor Growth in a Cancer Study 270
13.5 Example--Unprovoked Shark Attacks in theUnited States 276
13.6 Summary 282
14 Regularization Methods and Sparse Models 285
14.1 Introduction 285
14.2 Concepts and Background Material 286
14.2.1 The Bias-Variance Tradeoff 286
14.2.2 Large Numbers of Predictors and Sparsity 287
14.3 Methodology 288
14.3.1 Forward Stepwise Regression 288
14.3.2 Ridge Regression 289
14.3.3 The Lasso 290
14.3.4 Other Regularization Methods 291
14.3.5 Choosing the Regularization Parameter(s) 292
14.3.6 More Structured Regression Problems 293
14.3.7 Cautions About Regularization Methods 294
14.4 Example -- Human Development Index 295
14.5 Summary 298
Part VI Nonparametric and Semiparametric Models
15 Smoothing and Additive Models 303
15.1 Introduction 303
15.2 Concepts and Background Material 304
15.2.1 The Bias-Variance Tradeoff 304
15.2.2 Smoothing and Local Regression 305
15.3 Methodology 306
15.3.1 Local Polynomial Regression 306
15.3.2 Choosing the Bandwidth 307
15.3.3 Smoothing Splines 308
15.3.4 Multiple Predictors, the Curse of Dimensionality, and Additive Models 308
15.4 Example -- Prices of German Used Automobiles 309
15.5 Local and Penalized Likelihood Regression 312
15.5.1 Example -- The Bechdel Rule and Hollywood Movies 313
15.6 Using Smoothing to Identify Interactions 316
15.6.1 Example--Estimating Home Prices (continued) 318
15.7 Summary 318
16 Tree-Based Models 323
16.1 Introduction 324
16.2 Concepts and Background Material 324
16.2.1 Recursive Partitioning 324
16.2.2 Types of Trees 327
16.3 Methodology 328
16.3.1 CART 328
16.3.2 Conditional Inference Trees 329
16.3.3 Ensemble Methods 330
16.4 Examples 332
16.4.1 Estimating Home Prices (continued) 332
16.4.2 Example -- Courtesy in Airplane Travel 332
16.5 Trees for Other Types of Data 337
16.5.1 Trees for Nested and Longitudinal Data 337
16.5.2 Survival Trees 338
16.6 Summary 343
Index 355