Conditioning Diagnostics: Collinearity and Weak Data in Regression
Language: English
Published by Wiley-Interscience, 1991
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- Title
- Conditioning Diagnostics: Collinearity and Weak Data in Regression
- Author
- Belsley, David A.
- Publisher
- Wiley-Interscience
- Publication year
- 1991
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0471528897
- ISBN 13
- 9780471528890
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.
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Review
"The book is invaluable for everyone who applies linear regression." (Kwantitatieve Methoden, October 2000)
"About the title" may belong to another edition of this title.
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