√лавна€    Ex Libris     ниги    ∆урналы    —татьи    —ерии     аталог    Wanted    «агрузка    ’удЋит    —правка    ѕоиск по индексам    ѕоиск    ‘орум   

ѕоиск по указател€м

Neter J., Kutner M.H., Wasserman W. Ч Applied Linear Regression Models
Neter J., Kutner M.H., Wasserman W. Ч Applied Linear Regression Models

ќбсудите книгу на научном форуме

Ќашли опечатку?
¬ыделите ее мышкой и нажмите Ctrl+Enter

Ќазвание: Applied Linear Regression Models

јвторы: Neter J., Kutner M.H., Wasserman W.


Applied Linear Regression Models was listed in the newsletter of the Decision Sciences Institute as a classic in its field and a text that should be on every member's shelf. The third edition continues this tradition. It is a successful blend of theory and application. The authors have taken an applied approach, and emphasize understanding concepts; this text demonstrates their approach trough worked-out examples. Sufficient theory is provided so that applications of regression analysis can be carried out with understanding. John Neter is past president of the Decision Science Institute, and Michael Kutner is a top statistician in the health and life sciences area. Applied Linear Regression Models should be sold into the one-term course that focuses on regression models and applications. This is likely to be required for undergraduate and graduate students majoring in allied health, business, economics, and life sciences.

язык: en

–убрика: ћатематика/

—татус предметного указател€: √отов указатель с номерами страниц

ed2k: ed2k stats

√од издани€: 1983

 оличество страниц: 720

ƒобавлена в каталог: 27.10.2010

ќперации: ѕоложить на полку | —копировать ссылку дл€ форума | —копировать ID
ѕредметный указатель
"Best" subsets algorithms      429
$C_{p}$ criterion      426Ч428
$MSE_{p}$ criterion      423Ч425
$R^{2}_{a}$ criterion      423Ч425
$R^{2}_{p}$ criterion      422Ч423
Addition theorem      2
Adjusted coefficient of multiple determination      241Ч242
All-possible-regressions selection procedure      421Ч429
Allocated codes      351Ч352
Analysis of variance      84Ч86
Analysis of variance models      343
Analysis of variance table      89Ч90
ANOVA table      89Ч90
Asymptotic normality      70
Autocorrelation      444Ч448
Autocorrelation parameter      448
Autocorrelation, remedial measures      454Ч460
Autocorrelation, test for      450Ч454
Autoregressive error model      see "Regression model"
Backward elimination selection procedure      435Ч436
Berkson model      166Ч167
Beta coefficient      262
Biased estimation      394Ч395
Binary variable      330 354 see
Bivariate normal distribution      492Ч496
BMDP      113 251 431
Bonferroni joint estimation procedure for inverse predictions      174
Bonferroni joint estimation procedure for mean responses      158Ч159 245
Bonferroni joint estimation procedure for prediction of new observations      159Ч160 246Ч247
Bonferroni joint estimation procedure for regression coefficients      150Ч154 243
Calibration problem      174
Central limit theorem      6
Chi-square distribution      7Ч8
Chi-square distribution, table of percentiles      520
Cochran's theorem      92
Coefficient of multiple correlation      242 506
Coefficient of multiple correlation, inferences      506Ч507
Coefficient of multiple determination      241 506
Coefficient of multiple determination, adjusted      241Ч242
Coefficient of multiple determination, inferences      506Ч507
Coefficient of partial correlation      288Ч289 507Ч508
Coefficient of partial correlation, first-order      508
Coefficient of partial correlation, inferences      508
Coefficient of partial correlation, second-order      508
Coefficient of partial determination      286Ч288 507Ч508
Coefficient of partial determination, inferences      508
Coefficient of simple correlation      97Ч99 494
Coefficient of simple correlation, inferences      502Ч504
Coefficient of simple determination      96Ч97 501Ч502
Coefficient of simple determination, inferences      502Ч504
Column vector      187
Complementary event      3
Conditional probability      3
Conditional probability function      4
Confidence coefficient, interpretation of      70Ч71 84
Confidence set      152
Consistent estimator      9
Contour diagram      235Ч237 494Ч495
Cook's distance measure      407Ч409
Correction for mean sum of squares      90
Correlation coefficient      see "Coefficient of multiple correlation" "Coefficient "Coefficient
Correlation Index      312
Correlation matrix      382
Correlation matrix of the independent variables      381
Correlation model      491Ч492
Correlation model, bivariate normal      492Ч496
Correlation model, multivariate normal      505
Correlation transformation      378Ч379
Covariance models      343
Covariance of two functions of random variables      6
Covariance of two random variables      5
Cox, D.R.      176
Degrees of freedom      7Ч8
Deleted residual      405Ч406
Denominator degrees of freedom      8
Dependent variable      25 28
Determinant of matrix      202
Diagonal matrix      196Ч197
Disturbance term      445
Dummy variable      34 330 see
Durbin Ч Watson test      450Ч454
Durbin Ч Watson test, table of test bounds      530Ч531
Error mean square      47
Error sum of squares      47
Error term      31
Error term variance      31 46Ч48 50
Error term, nonconstancy of error variance      113Ч114 123 133
Error term, nonindependence of      116Ч118 123 133
Error term, nonnormality of      118Ч120 123 133
Expected mean square      90Ч91
Expected value of function of random variables      5Ч6
Expected value of random variable      3
Experimental data      35
Exponential regression function      468
Extra sum of squares      282Ч286
F distribution      8Ч9
F distribution, table of percentiles      521Ч527
Family confidence coefficient      150
Family of estimates      150
First differences      458Ч459
First-order autoregressive error model      448Ч450
First-order autoregressive error model, first differences approach      458Ч460
First-order autoregressive error model, iterative estimation approach      455Ч458
First-order autoregressive error model, test for autocorrelation      450Ч454
First-order regression model      31 227 229Ч230 see
Fisher, R.A.      503
Fitted value      41
Fitted value in terms of hat matrix      401
Forward selection procedure      435
Full model      95
Functional relation      24
Gauss Ч Markov theorem      39Ч40 64
Gauss Ч Newton method      472Ч479
General linear regression model      230Ч234 237Ч238
General linear test      94Ч96 293Ч296
Hat matrix      220Ч221
Heteroscedasticity      170
Homoscedasticity      170
Hyperplane      230
Idempotent matrix      221
Identity matrix      197
Independence of random variables      5
Independent variable      25 28
Indicator variable      329Ч330 353Ч354
Indicator variable in comparing regression functions      343Ч345
Indicator variable in piecewise linear regression      346Ч350
Indicator variable in time series model      350Ч351
Indicator variable, as dependent variable      354Ч357
Influential observations      407Ч409
Instrumental variable      165Ч166
Interaction effect      232Ч237
Interaction effect coefficient      304
Interaction effect with indicator variables      335Ч339
Intrinsically linear regression model      467
Inverse of matrix      200Ч204
Inverse prediction      172Ч174
Joint confidence region for regression coefficients      147Ч150 217 243
Joint probability function      4
Lack of fit mean square      129
Lack of fit sum of squares      128
Lack of fit test      123Ч132 245Ч246
Least absolute deviations estimation      410Ч411
Least squares criterion      36
Least squares estimation      10
Least squares estimation, control of roundoff errors      377Ч382
Least squares estimation, multiple regression      238Ч239
Least squares estimation, nonlinear regression      470Ч480
Least squares estimation, simple linear regression      36Ч40 44Ч46 210Ч212
Least squares estimation, weighted      167Ч172 219Ч220 263
Leverage      402
Likelihood function      9
Linear dependence      199Ч200
Linear effect coefficient      301
Linear model      31 466Ч467 see
Linear model, general linear test      94Ч96 293Ч296
Linear regression model      see "Regression model"
Linearity, test for      123Ч132
Logistic regression function      361Ч362 468Ч469
Logistic transformation      362
Logit transformation      362
Marginal probability function      4
Marquardt algorithm      479Ч80
Matrix of quadratic form      215
Matrix with all elements      1 198
Matrix, addition      190Ч191
Matrix, definition      185Ч187
Matrix, determinant      202
Matrix, diagonal      196Ч197
Matrix, dimension      186
Matrix, elements      186
Matrix, equality of two      189
Matrix, hat      220Ч221
Matrix, idempotent      221
Matrix, identity      197
Matrix, inverse      200Ч204
Matrix, multiplication by matrix      192Ч196
Matrix, multiplication by scalar      192
Matrix, nonsingular      201
Matrix, random      205Ч208
Matrix, rank      200
Matrix, scalar      197Ч198
Matrix, singular      201
Matrix, square      187
Matrix, subtraction      190Ч191
Matrix, symmetric      196
Matrix, theorems      204Ч205
Matrix, transpose      188Ч189
Matrix, vector      187Ч188
Matrix, zero vector      198Ч199
Maximum Likelihood Estimation      9Ч10
Maximum likelihood estimation of regression parameters      50Ч51
Mean of population, estimation of difference between two      14Ч16
Mean of population, estimation of single      11
Mean of population, test concerning, difference between two      14Ч16
Mean of population, test concerning, single      11Ч12
Mean response      41
Mean response, multiple regression, estimation      244
Mean response, multiple regression, joint estimation      245
Mean response, simple linear regression, interval estimation      75Ч76 217
Mean response, simple linear regression, joint estimation      157Ч159
Mean response, simple linear regression, point estimation      41Ч43
Mean square      46 88
Mean square, expected value of      90Ч91
Mean squared error of regression coefficient      395
Mean squared error, total of n fitted values      426
Measurement errors in observations      164Ч167
Method of steepest descent      479
Minimum absolute deviations method      411
Minimum sum of absolute deviations method      411
Minimum variance estimator      9
Minimum-$L_{1}$-norm method      411
Multicollinearity      271Ч278 382Ч390
Multicollinearity, detection of      390Ч393
Multicollinearity, remedial measures      393Ч400
Multiple correlation      see "Coefficient of multiple correlation"
Multiple regression      see "Mean response" "Prediction "Regression "Regression "Regression "Selection
Multiplication theorem      3
Multivariate normal distribution      505
Noncentrality parameter      71
Nonexperimental data      35
Nonlinear regression model      468Ч469
Nonlinear regression model, inferences about parameters      480Ч483
Nonlinear regression model, least squares estimation      470Ч480
Nonsingular matrix      201
Normal equations      38
Normal error regression model      see "Regression model"
Normal probability distribution      6Ч7
Normal probability distribution, table of areas and percentiles      517
Normal probability plot      118Ч120
Numerator degrees of freedom      8
Observation      25
Observational data      35
Observed value      41
Orthogonal polynomials      319
Outlier      114Ч116 123
Outlier, identification of      400Ч407
Overall F test      281 289
p-value      12Ч13
Paired observations      15Ч16
Partial correlation      see "Coefficient of partial correlation"
Partial F test      281 289
Partial regression coefficient      229
Piecewise linear regression      346Ч350
Point estimator      38
Polynomial regression model      300Ч305
Power of tests for regression coefficients      71Ч72
Prediction bias      437
Prediction interval      77Ч78
Prediction of new observation, inverse      172Ч174
Prediction of new observation, multiple regression      246Ч247
Prediction of new observation, simple linear regression      76Ч82 159Ч160 218Ч219
Predictor variable      25 28
Probit transformation      366
Product operator      2
Pure error mean square      127Ч128
Pure error sum of squares      127
Quadratic effect coefficient      301
Quadratic form      215
Quadratic response function      301
Quadratic response function, estimation of maximum or minimum      317Ч319
Quantal response      354
random matrix      205Ч208
Random vector      205Ч208
Rank of matrix      200
Reduced model      95
Regression      see "Mean response" "Prediction "Regression "Regression "Regression
Regression coefficients, multiple regression      227Ч229
Regression coefficients, multiple regression, danger in simultaneous tests      278Ч282
Regression coefficients, multiple regression, interval estimation      243
Regression coefficients, multiple regression, joint estimation      243
Regression coefficients, multiple regression, point estimation      238Ч239 263
Regression coefficients, multiple regression, tests concerning      243 285Ч286 289Ч293
Regression coefficients, multiple regression, variance-covariance matrix of      242 263
Regression coefficients, partial      229
Regression coefficients, simple linear regression      33Ч34
Regression coefficients, simple linear regression, interval estimation      65Ч67 69Ч70
Regression coefficients, simple linear regression, joint estimation      147Ч154 217
Regression coefficients, simple linear regression, point estimation      36Ч40 50Ч51 167Ч172 210Ч212 219Ч220
Regression coefficients, simple linear regression, tests concerning      67Ч68 71Ч72 92Ч94
Regression coefficients, simple linear regression, variance-covariance matrix of      216Ч217
Regression coefficients, standardized      261Ч263
Regression curve      27Ч28 see
Regression function      27Ч28
Regression function, comparison of two or more      343Ч45
Regression function, confidence band, simple linear regression      154Ч157
Regression function, confidence region, multiple regression      244
Regression function, estimated regression function      41Ч43
Regression function, test for fit      123Ч132 245Ч246
Regression function, test for regression relation      92Ч93 240Ч241
Regression function, transformations to linearize      134Ч141
Regression mean square      88
Regression model      26Ч29
Regression model, effect of measurement errors      164Ч167
Regression model, first-order autoregressive      448Ч450
Regression model, general linear      230Ч234 237Ч238
Regression model, multiple      226Ч230
Regression model, multiple in matrix terms      237Ч238
Regression model, multiple with interaction effects      232Ч237 335Ч339
Regression model, nonlinear      468Ч469
Regression model, polynomial      300Ч305
1 2
       © Ёлектронна€ библиотека попечительского совета мехмата ћ√”, 2004-2022
Ёлектронна€ библиотека мехмата ћ√” | Valid HTML 4.01! | Valid CSS! ќ проекте