On Some Aspects Of Residual Analysis In Regression Models

Language: English

Published by LAP LAMBERT Academic Publishing Nov 2013, 2013

3659389757 / 9783659389757

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This item is printed on demand - Print on Demand Titel. Neuware -In this book an attempt has been made by proposing some inferential techniques for linear regression models by using various types of residuals other than OLS residuals.Chapter I contains the general introduction about the concept of residuals in regression analysis. Various types of residuals and their properties have been described in chapter II. The literature on residual analysis and regression diagnostics have been reviewed in chapter III. In particular, it is discussed about examination of residual plots diagnostics for identifying unusual data points, detection of influential subsets, until applications of residuals. Chapter IV contains the proposed methods under is the contributory one in which outliers are detected; Leverage and influential points are identified; Goldfeld-Quandt test statistics computed to know the heteroscodastocity; Chow test statistic is computed to know the structural change and Durbin-Waston test statistic is competed to know the autocorrelation using different types of residuals.OmniScriptum SRL, Str. Armeneasca 28/1, office 1, 2012 Chisinau 136 pp. Englisch.…

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Title
On Some Aspects Of Residual Analysis In Regression Models
Author
M. Subbarayudu
Publisher
LAP LAMBERT Academic Publishing Nov 2013
Publication year
2013
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3659389757
ISBN 13
9783659389757
Item weight
221 grams
Dimensions
220x150x9 mm

buchversandmimpf2000

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