collinearity and weak data in regression
Edición de la obra Conditioning diagnostics
| Autor | David A. Belsley |
|---|---|
| Editorial | Wiley |
| Fecha de publicación | 1991 |
| Lugar | New York |
| Idioma | inglés |
| Páginas | 396 |
| ISBN-10 | 0471528897 |
| OCLC | 21600918 |
| LCCN | 90012574 |
| Serie | Probability and mathematical statistics. |
| Número de Cutter | B452c |
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.