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例解回归分析(英文第5版)

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【实例简介】
例解回归分析(英文第5版), 例子比较多,且讲了很多具体的方法。
Regession analysis By Example WILEY SERIES IN PROBABILITY AND STATISTICS Established by Walter A shewhart and samuel s wilks Editors: David. Balding, Noel A. C. Cressie, Garrett M. Fitzmaurice, Harvey Goldstein, lain m. Johnstone, Geert Molenberghs, David W. Scott, Adrian F M. Smith, Ruey S Isay, Sanford Weisberg Editors Emerit: Vic Barnett, J. Stuart Hunter, Joseph B. Kadane, Jozef L. Teugels A complete list of the titles in this series appears at the end of this volume Regression analysis By Example Fifth edition Sampit Chatterjee AliS. hadi WWILEY A JOhN WILEY soNs Inc publication Copyright C 2012 by John Wiley Sons, Inc. All rights reserved Published by John Wiley Sons, Inc, Hoboken, New Jersey Published simultaneously in Canada No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning, or otherwise, except permitted under Section 107 or 108 of the 1976 United States Copyright Act, without either the prior written permission of the Publisher, or authorization through payment of the appropriate per-copy fee to the Copyright Clearance Center, Inc, 222 Rosewood Drive, Danvers, MA 01923, (978)750-8400, fax (978)750-4470,oronthewebatwww.copyright.com.RequeststothePublisherforpermissionshould be addressed to the Permissions Department, John wiley sons, Inc., 1 11 River Street, Hoboken, N. 07030,(201)748-6011,fax(201)748-6008,oronlineathttp://www.wiley.com/go/permissior Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their best efforts in preparing this book, they make no representations or warranties with respect to the accuracy or completeness of the contents of this book and specifically disclaim any implied warranties of merchantability or fitness for a particular purpose. No warranty may be created or extended by sales representatives or written sales materials. The advice and strategies contained herein may not be suitable for your situation, You should consult with a professional where appropriate. Neither the publisher nor author shall be liable for any loss of profit or any other commercial damages, including but not limited to special, incidental, consequential, or other damages For general information on our other products and services or for technical support, please contact our Customer Care Department within the United States at(800)762-2974, outside the United States at (317)572-3993 or fax(3l7)572-4002 Wiley also publishes its books in a variety of electronic formats. Some content that appears in print may not be available in electronic formats. For more information about wiley products, visit our web site at www.wiley.com Library of Congress Cataloging-in-Publication Data Chatterjee t.1938 Regression analysis by example/ Samprit Chatterjee, New York University, Leonard N. Stern School of Business, New York, NY, Ali S Hadi, American University in Cairo, Actuarial Science Program, Cairo, Egypt -Fifth edition pages cm.-( Wiley series in probability and statistics) Includes index ISBN978-0-470-905845( hardback) 1. Regression analysis. I Hadi, Ali S. Il. Title QA2782C52006 519536dc23 2012009795 Printed in the United States of america 10987654321 Dedicated to Allegra, Martha, and rima-S C. The memory of my parents-A. S.H. It's a gift to be simple Old Shaker hymn True knowledge is knowledge of why things are as they are, and not merely what they are. Isaiah berlin CONTENTS Preface 1 Introduction 1. 1 What Is Regression Analysis? 1.2 Publicly available Data Sets 3 Selected Applications of Regression Analysis 1.3. 1 Agricultural Sciences 1.3.2 Industrial and Labor relations 1.3 3 Government 1. 3. 4 histor 1.3.5 Environmental sciences 1.3.6 Industrial Production 1.3.7 The Space Shuttle Challenger 1.3.8 Cost of Health Care 1.4 Steps in Regression Analysis 1.4.1 Statement of the problem 1.4.2 Selection of Potentially Relevant Variables 15 1.4.3 Data Collection 15 1.4.4 Model Specification 14.5 Method of Fitting 19 1.4.6 Model fitti g 1. 4.7 Model Criticism and Selection 19 1.4.8 Objectives of Regression Analysis 20 III CONTENTS 1.5 Scope and Organization of the Book 21 Exercises 23 2 Simple Linear Regression 25 2.1 Introduction 25 2.2 Covariance and Correlation Coefficient 25 2.3 Example: Computer Repair Data 30 2. 4 The Simple linear regression Model 32 2.5 Parameter Estimation 33 2.6 Tests of Hypotheses 36 2.7 Confidence Intervals 2. 8 Predictions 2. 9 Measuring the Quality of Fit 43 2.10 Regression Line Through the Origin 46 2.11 Trivial Regression Models 48 2.12 Bibliographic Notes 49 Exercises 49 3 Multiple Linear Regression 57 3.1 Introduction 57 3.2 Description of the data and model 57 3.3 Example: Supervisor Performance Data 58 3.4 Parameter estimation 59 3.5 Interpretations of Regression Coefficients 62 3.6 Centering and scaling 6. 1 Centering and scaling in Intercept Models 3.6.2 Scaling in No-Intercept models 66 3.7 Properties of the Least Squares Estimators 67 3.8 Multiple correlation Coefficient 68 3.9 Inference for Individual regression Coefficients 69 3.10 Tests of hypotheses in a linear model 71 3.10.1 Testing All Regression Coefficients Equal to Zero 73 3.10.2 Testing a Subset of Regression Coefficients Equal to Zero 75 3. 10.3 Testing the Equality of regression Coefficients 78 3. 10.4 Estimating and Testing of Regression Parameters Under constraints 3.11 Predictions 81 3.12 Summary 82 Exercises 82 Appendix: Multiple Regression in Matrix Notation 89 【实例截图】
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