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Samprit Chatterjee
Handbook of Regression Analysis With Applications in R
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Страница 1
Table of Contents
List of Tables
List of Illustrations
Guide
Pages
WILEY SERIES IN PROBABILITY AND STATISTICS
Handbook of Regression Analysis With Applications in R
Страница 9
Страница 10
Preface to the Second Edition
Preface to the First Edition How to Use This Book
Страница 13
CHAPTER ONE Multiple Linear Regression
1.1 Introduction
1.2 Concepts and Background Material 1.2.1 THE LINEAR REGRESSION MODEL
1.2.2 ESTIMATION USING LEAST SQUARES
1.2.3 ASSUMPTIONS
1.3 Methodology
1.3.1 INTERPRETING REGRESSION COEFFICIENTS
1.3.2 MEASURING THE STRENGTH OF THE REGRESSION RELATIONSHIP
1.3.3 HYPOTHESIS TESTS AND CONFIDENCE INTERVALS FOR β
1.3.4 FITTED VALUES AND PREDICTIONS
1.3.5 CHECKING ASSUMPTIONS USING RESIDUAL PLOTS
1.4 Example — Estimating Home Prices
1.5 Summary
KEY TERMS
CHAPTER TWO Model Building
2.1 Introduction
2.2 Concepts and Background Material
2.2.1 USING HYPOTHESIS TESTS TO COMPARE MODELS
2.2.2 COLLINEARITY
2.3 Methodology
2.3.1 MODEL SELECTION
2.3.2 EXAMPLE — ESTIMATING HOME PRICES (CONTINUED)
2.4 Indicator Variables and Modeling Interactions
2.4.1 EXAMPLE — ELECTRONIC VOTING AND THE 2004 PRESIDENTIAL ELECTION
2.5 Summary
KEY TERMS
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