Regression diagnostics

By David A. Belsley

Subjects: Collineation, Regression Analysis, Regression analysis, Statistics

Description: This book provides practicing statisticians and econometricians with new tools for assessing quality and reliability of regression estimates. Diagnostic techniques are developed that aid in the systematic location of data points that are unusual or inordinately influential, and measure the presence and intensity of collinear relations among the regression data and help to identify variables involved in each and pinpoint estimated coefficients potentially most adversely affected. It emphasizes diagnostics and includes suggestions for remedial action.