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应用线性回归模型

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应用线性回归模型

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作 者:(美)库特纳

出 版 社:高等教育出版社

出版时间:2005-02

I S B N:9787040163803

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内容简介

《应用线性回归模型(第4版影印版)》从McGrawHill出版公司引进,共分三部分,内容包括:第一部分:简单线性回归:一元预测函数的线性回归,回归影响和相关分析,诊断及补救措施,即时推断和回归分析的其它几个专题,简单线性回归分析中的矩阵方法;第二部分:多元线性回归:多元回归Ⅰ,多元回归2,定性回归模型和定量预测,建立线性回归模型Ⅰ:模型选择及有效性,建立线性回归模型Ⅱ:诊断,建立线性回归模型Ⅲ:补救措施,时间序列数据中的自相关;第三部分:非线性回归:非线性回归和神经网络方法。《应用线性回归模型(第4版影印版)》篇幅适中,例子多涉及各个应用领域,在介绍统计思想方面比较突出,光盘数据丰富。《应用线性回归模型(第4版影印版)》适用于高等院校统计学专业和理工科各专业本科生和研究生作为教材使用。

作者简介

目录

PARTONE SIMPLELINEARREGRESSION.
Chapter1 LinearRegressionwithOnePredictorVariable
1.1 Relations between Variables
1.2 Regression Modelsand Their Uses
1.3 Simple Linear Regression Modelwith Distribution of Error Terms Unspecified
1.4 Data for Regressi onAnalysis
1.5 Overview of Stepsin Regression Analysis
1.6 Estimati on of Regression Function
1.7 Estimati on of Error Terms Varianceσ2
1.8NormalErrorRegressionModel

Chapter2 Inferences in Regression and Correlation Analysis
2.1 Inferences Concerning
2.2 Inferences Concerning/β0
2.3 Some Considerationson Making Inferences Concerning/50andβ1
2.4 Interval Estimation ofE{Yh}
2.5 Prediction of New Observation
2.6 Confidence Band for Regression Line
2.7 Analysis of Variance Approach
2.8 General Linear Test Approach
2.9 Descriptive Measuresof Linear Association between XandY
2.10 Considerationsin Applying Regression Analysis
2.11 Normal Correlation Models

Chapter3 Diagnosticsand Remedial Measures
3.1 Diagnostics for Predictor Variable
3.2 Residuals
3.3 Diagnostics o rResiduals
3.4 Overview of Tests Involving Residuals
3.5 Correlation Test for Normality
3.6 Testsfor Constancy of Error
3.7 FTest for Lack of Fit
3.8 Overview of Remedial Measures
3.9 Trans for mations
3.10 Exploration of Shape of Regression Function
3.11 Case Example——Plutonium Measurement

Chapter4 SimultaneousInferencesandOtherTopicsinRegressionAnalysis
4.1 Joint Estimation of β0 and β1
4.2 Simultaneous Estimation of Mean Responses
4.3 Simultaneous Prediction Intervals for New Observations
4.4 Regressi on through Origin
4.5 Effects of Measurement Errors
4.6 InversePredictions
4.7 ChoiceofXLevels
Chapter5 MatrixApproachtoSimpleLinearRegressionAnalysis
5.1 Matrices
5.2 Matrix Addition and Subtraction
5.3 Matrix Multiplication
5.4 Special Types o fMatrices
5.5 Linear Dependence and Rank of Matrix
5.6 Inverse of a Matrix
5.7 Some Basic Results for Matrices
5.8 Random Vectors and Matrices
5.9 Simple Linear Regressi on Modelin Matrix Terms
5.10 Least Squares Estimation
5.11 Fitted Values and Residuals
5.12 Analysis of Variance Results
5.13 Inferences in Regress ion Analysis

PARTTWO MULTIPLELINEARREGRESSION
Chapter6 Multiple RegressionI
Chapter7 Multiple RegressionII
Chapter8 Regression Models for Quantitative and Qualitative Predictors
Chapter9 Building the Regression ModelI:Model Selection and Validation
Chapter10 Buildingt he Regression ModelII:Diagnostics
Chapter11 Building the Regression ModelIII:Remedial Measures
Chapter12 Autocorrelation in Time Series Data
PARTTHREENONLINEARREGRESSION
Chapter13 Introduction to Nonlinear Regressiona nd Neural Networks
Chapter14 Logistic Regression,Poisson Regression,and Generalized Linear Models
AppendixA Some Basic Resultsin Probability and Statistics
AppendixB Tables
AppendixC DataSets
AppendixD Selected Bibliography
Index

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