Conditioning Diagnostics: Collinearity and Weak Data in Regression (Wiley Series in Probability and Statistics) - Hardcover

Belsley, David A.

 
9780471528890: Conditioning Diagnostics: Collinearity and Weak Data in Regression (Wiley Series in Probability and Statistics)

Inhaltsangabe

Integrating the research from the author's previous work, Regression Diagnostics, and significant revision and updating, this monograph presents a self-contained treatment of the problems of ill-conditioning and data weaknesses as they affect the least-squares estimation of the linear model, along with extensions to nonlinear models and simultaneous-equations estimators. Also features a substantial amount of new information, including background material and data sets and numerous related elements previously scattered throughout the literature.

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