This Second Edition of the highly acclaimed introduction to econometrics retains its comprehensive nature and strong authorship, while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook. Presentation covers modern statistical models and focuses on the sampling theory process by which the data were generated, and the statistical consequences of alternative decisions under uncertainty. Asymptotics are introduced early on, for use throughout. Includes at least one applied example to illustrate each model, and contains many analytical and numerical exercises.

This broadly based graduate--level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

A concise summary of the statistical methods used in the analysis of survival data with censoring. Emphasizes recently developed nonparametric techniques. Outlines methods in detail and illustrates them with actual data. Discusses the theory behind each method. Includes numerous worked problems and numerical exercises.

Analysis of Complex Surveys

by C. J. Skinner and etc.

Published 27 September 1989
Sample surveys form the most widely used method of collecting quantitative social data and offer extensive opportunities for analyzing social phenomena. However, the direct application of standard methods of statistical analysis, devised historically within different traditions of data collection such as experimentation, may be inappropriate and misleading. This volume discusses appropriate principles and methods for the analysis of surveys, such as stratified multi-stage sampling, as well as the complex structure of the populations upon which these designs are based. It thus provides a complement to standard books on methods of statistical analysis, such as contingency table analysis, regression analysis or multivariate analysis for researchers who wish to apply these methods to survey data. The volume will be of interest to statisticians, government, social and market researchers, sociologists, economists, epidemiologists, political scientists, educationalists and graduate students.





There have been numerous important developments in statistical theory in recent years. New methodologies have emerged, accompanied by new and improved theoretical tools. As a result, past restrictions have been removed and the domains of potential applications have been vastly broadened. In this book the authors present many of these developments, some of which have already had significant impacts on modeling, design and analysis of statistical experiments. The chapters included in this book cover a wide range of topics of current interest in applied as well as theoretical statistics and probability. The book also contains a selection of the papers presented at the Third International Meeting of Statistics in the Basque Country, held in Bilbao, Spain, from August 7 to 9, 1986.


In this book, the authors give a complete account of the applications, mathematical structure and statistical analysis of finite mixture distributions. This area of statistics is important to a range of disciplines, and it's methodology is attracting interest from researchers in the fields in which it can be applied. Applications include sedimentology, fisheries research, medicine, remote sensing and economics. More indirect applications include outlier models, density estimation, Bayesian and empirical Bayes analysis and robustness studies. All these areas of application are discussed in detail, before the related mathematical concepts are introduced. Concepts discussed include identifiability and information, and there is a substantial account of the inferential problems associated with using data from a mixture. A particularly awkward problem tackled here is that of deciding how many components the underlying mixture contains. Because of estimation difficulties, and to cope with applications in engineering, the authors have developed approximate sequential methods, these are described in the final chapter.

Of related interest Telephone Survey Methodology Edited by Robert M. Groves, Paul P. Biemer, Lars E. Lyberg, James T. Massey, William L. Nicholls II and Joseph Waksberg Here is a fascinating and comprehensive review of recent developments in telephone survey techniques around the world. Inside, you'll find reports on trends in coverage of U.S. household populations, effects due to mode of data collection, and the state of the art in technology. Important aspects of each method are covered: choice of target population, sample design, questionnaire construction, interviewing techniques, measurement error issues, and nonresponse characteristics. 1988 (0 471-62218-4) 608 pp. Survey Errors and Survey Costs Robert M. Groves This groundbreaking volume provides a much needed synthesis of statistical and social science perspectives concerning design features in surveys. Drawing upon both of these disciplines for insights into the measurement of errors and the reasons why they exist, the book explores evidence of relationships among the several types of survey errors and presents cost models for reducing various errors.
Also covered in depth is the impact of attempts to reduce survey errors on research budgets. 1989 (0 471-61171-9) 608 pp. Measurement Error Models Wayne A. Fuller "Four chapters, each dense with examples and exercises. Pages of crisp design. Extensive bibliography." - Sci Tech Book News "No longer will the excuse that the correct techniques are hard to find in the literature be valid all the relevant material has now been collected together in this book. Many different models are considered, and estimators, distributional results, and asymptotic theory are set out for each model. Much recent research material is included. Application of results to real data illustrates each case considered." - Short Book Reviews (Publication of the International Statistical Institute) 1987 (0 471-86187-1) 464 pp.

Biostatistics Casebook

by Rupert G. Miller and etc.

Published 1 January 1980