Jürgen Groß

Linear Regression (eBook, PDF)

• Format: PDF

Produktbeschreibung

The book covers the basic theory of linear regression models and presents a comprehensive survey of different estimation techniques as alternatives and complements to least squares estimation. Proofs are given for the most relevant results, and the presented methods are illustrated with the help of numerical examples and graphics. Special emphasis is placed on practicability and possible applications. The book is rounded off by an introduction to the basics of decision theory and an appendix on matrix algebra.

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Produktdetails

• Verlag: Springer Berlin Heidelberg
• Seitenzahl: 398
• Erscheinungstermin: 6. Dezember 2012
• Englisch
• ISBN-13: 9783642558641
• Artikelnr.: 53157928

Autorenporträt

Jürgen Groß, University of Dortmund, Germany

Inhaltsangabe

I Point Estimation and Linear Regression.- Fundamentals.- The Linear Regression Model.- II Alternatives to Least Squares Estimation.- Alternative Estimators.- Linear Admissibility.- III Miscellaneous Topics.- The Covariance Matrix of the Error Vector.- Regression Diagnostics.- Matrix Algebra.- Stochastic Vectors.- An Example Analysis with R.- References.