Research Catalog

Title

Spline regression models / Lawrence C. Marsh, David R. Cormier.

Author

Marsh, Lawrence

Publication

Thousand Oaks, Calif. : Sage Publications, 2001.

Items in the Library & Off-site

Holdings

Details

Additional Authors

Cormier, David R.

Description

vi, 69 p. : ill.; 22 cm.

Summary

"Spline Regression Models shows the nuts-and-bolts of using dummy variables to formulate and estimate various spline regression models. For some researchers this will involve situations where the number and location of the spline knots are known in advance, while others will need to determine the number and location of spline knots as part of the estimation process. Through the use of a number of straightforward examples, the authors will show readers how to work with both types of spline knot situations as well as offering practical, down-to-earth information on estimating splines."--Pub. desc.

Series Statement

Quantitative applications in the social sciences ; 07-137

Uniform Title

Quantitative applications in the social sciences no. 07-137.

Subject

• Análisis de regresión
• Ciencias sociales > Métodos estadísticos
• Logistic Models
• Regression Analysis
• Regression analysis
• Régression logistique
• Sciences sociales > Méthodes statistiques
• Social sciences > Statistical methods

Bibliography (note)

• Includes bibliographical references (p. 67-68).

Processing Action (note)

• committed to retain

Contents

Polynomial Regression Models -- Spline Knot Locations Known in Advance -- Splines With Unknown Knot Locations -- Unknown Number of Spline Knots -- Introduction to Spline Models -- Interrupted Regression Analysis -- Piecewise Linear Regression -- Cubic Polynomial Regression -- Important Features of Spline Models -- Splines With Known Knot Locations -- Linear Spline Regression Models -- Quadratic and Higher Order Spline Regression Models -- Hybrid Spline Regression Models -- Model Comparison Issues -- Model Selection Criteria -- Polynomial Regression and Perfect Multicollinearity -- F Statistics and t Statistics -- Autocorrelation and the Durbin-Watson Statistic -- Splines With Unknown Knot Locations -- Transforming Discrete Response Into Continuous Measure -- Interrupted Regression Analysis -- Adjusting Intercepts Only -- Adjusting Intercepts and Slopes -- Splines With Known Knot Locations -- Unknown Spline Knot Location Estimation -- Quadratic Spline With Unknown Knot Locations -- The Wald Test -- Model Selection Conclusion -- Splines With an Unknown Number of Knots -- Stepwise Regression as a Powerful Nonparametric Method -- Determining the Number, Location, and Degree of the Spline Knots -- Smooth Splines for Long-Term Investing -- Moderately Sensitive Splines for Medium-Term Investing -- Highly Sensitive Splines for Short-Term Investing -- Spline Regression Forecasting -- SAS Program to Calculate Standard Error.

ISBN

• 0761924205
• 9780761924203

LCCN

^^2001019807

OCLC

46671021

Owning Institutions

Harvard Library