Wiley Series in Probability and Mathematical Statistics. xx, 396 p. 24 cm. Numerous tables. Cloth hardcover in dustjacket. Slight wear to upper edge of jacket. Topics include: Collinearity; a collinearity diagnostic; the experimental experience; collinearity-influential observations; collinearity diagnostics in models with logarithms and first differences; corrective action and case studies; general conditioning and extensions to nonlinearities and simultaneity. Bibliography, author & subject index.

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Bibliographic Details

Title

Conditioning Diagnostics: Collinearity and Weak Data in Regression

Publisher

John Wiley & Sons, New York

Publication Date

1991

ISBN 10

0471528897

ISBN 13

9780471528890

Binding

Cloth

Condition

As new

Dust Jacket Condition

Near fine

Seller catalogs

Science

About this title

Synopsis

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.

Review

"The book is invaluable for everyone who applies linear regression." (Kwantitatieve Methoden, October 2000)

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