Regression Diagnostics: Identifying Influential Data and Sources of Collinearity (Wiley Series in Probability and Statistics, #571) (Probability & Mathematical Statistics S.)

by David A. Belsley, Edwin Kuh, and Roy E Welsch

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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.
  • ISBN13 9780471725145
  • Publish Date 25 February 2005 (first published 8 July 1980)
  • Publish Status Active
  • Publish Country US
  • Imprint Wiley-Interscience