Modern Methods For Robust Regression Pdf File
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Author by: Robert Andersen Language: en Publisher by: SAGE Format Available: PDF, ePub, Mobi Total Read: 92 Total Download: 139 File Size: 50,8 Mb Description: Geared towards both future and practising social scientists, this book takes an applied approach and offers readers empirical examples to illustrate key concepts. It includes: applied coverage of a topic that has traditionally been discussed from a theoretical standpoint; empirical examples to illustrate key concepts; a web appendix that provides readers with the data and the R-code for the examples used in the book. Author by: Lawrence Language: en Publisher by: CRC Press Format Available: PDF, ePub, Mobi Total Read: 45 Total Download: 102 File Size: 43,5 Mb Description: Combining theory, methodology, and applications in a unified survey, this important reference/text presents the most recent results in robust regression analysis, including properties of robust regression techniques, computational issues, forecasting, and robust ridge regression. It provides useful case studies so that students and engineers can apply these techniques to forecasting, quantitative business analysis, econometrics, marketing, statistics, and demand modeling. Robust Regression: Analysis and Applications characterizes robust estimators in terms of how much they weight each observation. Discusses generalized properties of L[subscript p]-estimators. Includes an algorithm for identifying outliers using least absolute value criterion in regression modeling.