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Modern methods for robust regression / Robert Andersen.

Title
Modern methods for robust regression / Robert Andersen.
Author
Andersen, Robert, Ph. D.
Publication
Los Angeles : Sage Publications, c2008.

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TextRequest in advance HA31.3 .A63 2008Off-site

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Additional Authors
Sage Publications
Description
xv, 107 p. : ill.; 22 cm.
Summary
"Modern Methods for Robust Regression offers a brief but in-depth treatment of various methods for detecting and properly handling influential cases in regression analysis. This volume, geared toward both future and practicing social scientists, is unique in that it takes an applied approach and offers readers empirical examples to illustrate key concepts. This is an excellent text for intermediate and advanced Quantitative Methods and Statistics courses offered atthe graduate level across the social sciences."--BOOK JACKET.
Series Statement
Quantitative applications in the social sciences ; 152
Uniform Title
Quantitative applications in the social sciences ; no. 07-152.
Subject
  • Social sciences > Statistical methods
  • Regression analysis
  • Robust statistics
  • Regression Analysis
  • Social Sciences > methods
Bibliography (note)
  • Includes bibliographical references (p. 95-99) and index.
Contents
1. Introduction -- Defining Robustness -- Defining Robust Regression -- A Real-World Example: Coital Frequency of Married Couples in the 1970s -- 2. Important Background -- Bias and Consistency -- Breakdown Point -- Influence Function -- Relative Efficiency -- Measures of Location -- Measures of Scale -- M-Estimation -- Comparing Various Estimates -- 3. Robustness, Resistance, and Ordinary Least Squares Regression -- Ordinary Least Squares Regression -- Implications of Unusual Cases for OLS -- Estimates and Standard Errors -- Detecting Problematic Observations in OLS Regression -- 4. Robust Regression for the Linear Model -- L-Estimators -- R-Estimators -- M-Estimators -- GM-Estimators -- S-Estimators
ISBN
  • 9781412940726 (pbk.)
  • 1412940729 (pbk.)
LCCN
^^2007009019
OCLC
85833319
Owning Institutions
Harvard Library