Regression Diagnostics: Identifying Influential Data And Sources Of Collinearity Paperback

David A. Belsley

Provides practicing statisticians and econometricians with new tools for assessing quality and reliability of regression estimates. Diagnostic techniques are developed that aid in the systematic location of data points that are unusual or inordinately influential, and measure the presence and intensity of collinear relations among the regression data and help to identify variables involved in each and pinpoint estimated coefficients potentially most adversely affected. Emphasizes diagnostics and includes suggestions for remedial action.

English

Wiley-Interscience

292

David A. Belsley, PhD, is Professor in the Department of Economics at Boston College in Newtonville, Massachusetts. Edwin Kuh, PhD, is Professor in the Department of Economics at Boston College in Newtonville, Massachusetts. Roy E. Welsch, PhD, is Professor of Statistics and Management at the Sloan School of Management at the Massachusetts Institute of Technology.