XploRe® - Application Guide
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This book offers a detailed application guide to XploRe - the interactive statistical computing environment - with case studies of real data analysis situations. It helps the beginner in statistical data analysis to learn in gradual steps how XploRe works in real life applications. Many examples from practice are discussed and analysed in full length. Great emphasis is put on graphics based understanding of the data interrelations. The case studies include: Survival modelling with Cox's proportional hazard regression.- Vitamine C data analysis with Quantile Regression.- Human capital allocation with smoothing methods.- Cluster analysis of butterfly data.- Money market analysis with Dynamic Partial Least Squares.- Media metrics with correspondance analysis.- Multiple and flexible time series analysis of macro economic data.- As well as other case studies. TOC:Part I. Regression Models: Quantile Regression. Errors in Variable Models. Hazard Regression. Generalized Additive Models. Generalized Partial Linear Models.- Part II. Data Exploration: Human capital accumulation versus human capital stocks as sources of sustained growth. Cluster Analysis. Classification and Regression Trees. DPLS - A Partial-Least Squares Program for Dynamic Models. Uncovered Interest Parity (UIP) - What can we learn from panel data? Correspondance Analysis. Part III. Dynamic Statistical Systems: Long-memory Analysis. Exploring Persistence in Financial Time Series. Flexible Time Series Analysis. Multiple Time Series. Robust Kalman-Filtering.
Most statistical applications involve computational work with data stored on a computer. The mechanics of interaction with the data is a function of the sta tistical computing environment. This application guide is intended for slightly experienced statisticians in computer-aided data analysis who desire to learn advanced applications in various fields of statistics. The prerequisities for XploRe-the statistic computing environment-are an introductory course in statistics or mathematics. This book is designed as an e-book which means that the text contained in here is also available as an integrated document in HTML and PDF format. The reader of this application guide should therefore be familiar with the basics of Acrobat Reader and of HTML browsers in order to profit from direct computing possibilities within this document. The quantlets presented here may be used together with the academic edi tion of XploRe (http://www.i-xplore.de) or via the XploRe Quantlet Client (XQC) on http://www.xplore-stat.de. The book comes together with a CD Rom that contains the XploRe Quantlet Server (XQS) and the full Auto Pilot Support System (APSS). With this e-book bundle one may directly try the application without being dependent on a specific software version. The quantlets described in the book can be accessed via the links included All executable quantlets are denoted by the symbol . Some in the text.
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