Central Bank of Nigeria Library

Regression Diagnostics:

Belsley, David A.

Regression Diagnostics: Identifying Influential Data and Sources of Collinearity/ - New York: Wiley, c1980. - xv, 292 p.:ill,

Includes indexes.

Bibliography: p. 277-284.

This book deals with an important but relatively neglected aspect of regression theory: exploring the characteristics of a given data set for a particular regression application. Two diagnostic techniques are presented and examined. The first identifies influential subsets of data points, and the second identifies sources of collinearity, or ill conditioning, among the regression variates.

0471058564


Regression Analysis.

QA278.2 / .B44

519.5'36 / BEL