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Conditioning Diagnostics: Collinearity and Weak Data in Regression

by David A. Belsley (Boston College and Massachusetts Institute of Technology)

  • ISBN: 9780471528890
  • ISBN10: 0471528897

Conditioning Diagnostics: Collinearity and Weak Data in Regression

by David A. Belsley (Boston College and Massachusetts Institute of Technology)

  • List Price: $189.00
  • Binding: Hardcover
  • Edition: 1
  • Publisher: John Wiley & Sons
  • Publish date: 01/01/1991
  • ISBN: 9780471528890
  • ISBN10: 0471528897
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Description: 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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