Robust Diagnostic Regression Analysis

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This book is about using graphs to understand the relationship between a regression model and the data to which it is fitted. Because of the way in which models are fitted, for example, by least squares, we can lose inforĀ­ mation about the effect of individual observations on inferences about the form and parameters of the model. The methods developed in this book reveal how the fitted regression model depends on individual observations and on groups of observations. Robust procedures can sometimes reveal this structure, but downweight or discard some observations. The novelty in our book is to combine robustness and a forward" " search through the data with regression diagnostics and computer graphics. We provide easily understood plots that use information from the whole sample to display the effect of each observation on a wide variety of aspects of the fitted model. This bald statement of the contents of our book masks the excitement we feel about the methods we have developed based on the forward search. We are continuously amazed, each time we analyze a new set of data, by the amount of information the plots generate and the insights they provide. We believe our book uses comparatively elementary methods to move regression in a completely new and useful direction. We have written the book to be accessible to students and users of statistical methods, as well as for professional statisticians.

Author(s): Anthony Atkinson, Marco Riani (auth.)
Series: Springer Series in Statistics
Edition: 1
Publisher: Springer-Verlag New York
Year: 2000

Language: English
Pages: 328
Tags: Statistical Theory and Methods

Front Matter....Pages i-xvi
Some Regression Examples....Pages 1-15
Regression and the Forward Search....Pages 16-42
Regression....Pages 43-80
Transformations to Normality....Pages 81-135
Nonlinear Least Squares....Pages 136-178
Generalized Linear Models....Pages 179-276
Back Matter....Pages 277-328