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.
- ISBN10 0471528897
- ISBN13 9780471528890
- Publish Date 5 February 1991
- Publish Status Out of Stock
- Out of Print 11 January 2011
- Publish Country US
- Imprint John Wiley & Sons Inc
- Format Hardcover
- Pages 396
- Language English