Transformation and Weighting in Regression: 1st Edition (Paperback) book cover

Transformation and Weighting in Regression

1st Edition

By Raymond J. Carroll, David Ruppert

Chapman and Hall/CRC

264 pages

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Paperback: 9780367403379
pub: 2019-09-27
Hardback: 9780412014215
pub: 1988-08-01
eBook (VitalSource) : 9780203735268
pub: 2017-10-19
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This monograph provides a careful review of the major statistical techniques used to analyze regression data with nonconstant variability and skewness. The authors have developed statistical techniques--such as formal fitting methods and less formal graphical techniques-- that can be applied to many problems across a range of disciplines, including pharmacokinetics, econometrics, biochemical assays, and fisheries research.

While the main focus of the book in on data transformation and weighting, it also draws upon ideas from diverse fields such as influence diagnostics, robustness, bootstrapping, nonparametric data smoothing, quasi-likelihood methods, errors-in-variables, and random coefficients. The authors discuss the computation of estimates and give numerous examples using real data. The book also includes an extensive treatment of estimating variance functions in regression.

Table of Contents

Introduction. Generalized Least Squares and the Analysis of Heteroscedasticity. Estimation and Inference for Variance Functions. The Transform-Both-Sides Methodology. Combining Transformations and Weighting. Influence and Robustness. Technical Complements. Some Open Problems. References. Index.

About the Authors

Carroll, Raymond J.; Ruppert, David

Subject Categories

BISAC Subject Codes/Headings:
MATHEMATICS / Probability & Statistics / General