Transformation and Weighting in Regression by Raymond J. Carroll PDF

By Raymond J. Carroll

ISBN-10: 0412014211

ISBN-13: 9780412014215

ISBN-10: 1489928731

ISBN-13: 9781489928733

This monograph presents a cautious evaluate of the main statistical options used to investigate regression facts with nonconstant variability and skewness. The authors have built statistical techniques--such as formal becoming tools and not more formal graphical techniques-- that may be utilized to many difficulties throughout a number of disciplines, together with pharmacokinetics, econometrics, biochemical assays, and fisheries research.

While the main target of the publication in on facts transformation and weighting, it additionally attracts upon principles from various fields reminiscent of effect diagnostics, robustness, bootstrapping, nonparametric facts smoothing, quasi-likelihood equipment, errors-in-variables, and random coefficients. The authors talk about the computation of estimates and provides quite a few examples utilizing actual info. The booklet additionally contains an in depth therapy of estimating variance features in regression.

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2 ..... 111 :::s .... c +' .... c.. J -1 -2 .. .. ". 5 -2 . ....... . . .. .. ':0 ... 6 Car insurance data: unweighted least-squares fit. 5 GENERALIZED LEAST SQUARES 42 variation that the five points with the smallest absolute residuals have been deleted. 57. 1 Oxidation of benzene Pritchard et aT. (1977) describe an interesting example concerning the initial rate of oxidation of benzene over a vanadium oxide catalyst at three reaction temperatures and several benzene and oxygen concentrations.

3 Calibration confidence intervals Given the value ofthe response Yo, the usual estimate of Xo is the set of = Yo. e. 38)} This interval has a certain intuitive charm, but in our experience it takes some effort to realize that it actually is a 100(1 - a)% confidence interval for the unknown concentration. The effect of not weighting is too long and pessimistic confidence intervals for Xo where the variance is small and the opposite where the variance is large. As far as we know, little work has been done to determine whether one can shorten the calibration confidence interval by making more direct use of the variance function.

I'".. .. .... "- .. .. ....... .. . ...... .. " .. .. - tit 'It ~ ..... 0 .. c ~ u W "11 .. 2 Car insurance data: constant-coefficient-of-variation model. PLOTTING TECHNIQUES 39 3 .... 5 I I) Q) a: 'C Q) N ..... c:: 2 Q) 'C ::I ..... 5 'CI ID CIII ::I cr en 1 ..... 5 .. .. .. . . , . . . ... "... .. .... . .... .. ....... ....... .. .. - - -2 'A .... If .... 3 Car insurance data: variance proportional to cube of mean. the large sample size, the four moderately large absolute residuals in the center of each picture, and the variation in data density.

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Transformation and Weighting in Regression by Raymond J. Carroll


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