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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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Previews available in: English
Edition | Availability |
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Conditioning diagnostics: collinearity and weak data in regression
1991, Wiley
in English
0471528897 9780471528890
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Book Details
Edition Notes
Includes bibliographical references (p. 379-385) and indexes.
"A Wiley-Interscience publication."
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