Preface |
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xiii | |
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1 | (20) |
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What Is Regression Analysis? |
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1 | (1) |
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Publicly Available Data Sets |
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2 | (1) |
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Selected Applications of Regression Analysis |
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3 | (4) |
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3 | (1) |
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Industrial and Labor Relations |
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3 | (1) |
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4 | (2) |
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6 | (1) |
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6 | (1) |
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Steps in Regression Analysis |
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7 | (10) |
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11 | (1) |
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Selection of Potentially Relevant Variables |
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11 | (1) |
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11 | (1) |
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12 | (2) |
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14 | (1) |
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14 | (2) |
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Model Criticism and Selection |
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16 | (1) |
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Objectives of Regression Analysis |
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16 | (1) |
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Scope and Organization of the Book |
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17 | (4) |
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18 | (3) |
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21 | (32) |
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21 | (1) |
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Covariance and Correlation Coefficient |
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21 | (5) |
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Example: Computer Repair Data |
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26 | (2) |
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The Simple Linear Regression Model |
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28 | (1) |
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29 | (3) |
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32 | (5) |
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37 | (1) |
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37 | (2) |
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Measuring the Quality of Fit |
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39 | (3) |
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Regression Line Through the Origin |
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42 | (2) |
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Trivial Regression Models |
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44 | (1) |
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45 | (8) |
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45 | (8) |
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Multiple Linear Regression |
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53 | (32) |
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53 | (1) |
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Description of the Data and Model |
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53 | (1) |
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Example: Supervisor Performance Data |
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54 | (3) |
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57 | (1) |
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Interpretations of Regression Coefficients |
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58 | (2) |
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Properties of the Least Squares Estimators |
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60 | (1) |
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Multiple Correlation Coefficient |
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61 | (1) |
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Inference for Individual Regression Coefficients |
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62 | (2) |
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Tests of Hypotheses in a Linear Model |
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64 | (10) |
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Testing All Regression Coefficients Equal to Zero |
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66 | (3) |
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Testing a Subset of Regression Coefficients Equal to Zero |
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69 | (2) |
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Testing the Equality of Regression Coefficients |
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71 | (2) |
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Estimating and Testing of Regression Parameters Under Constraints |
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73 | (1) |
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74 | (1) |
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75 | (10) |
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75 | (7) |
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Appendix: Multiple Regression in Matrix Notation |
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82 | (3) |
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Regression Diagnostics: Detection of Model Violations |
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85 | (36) |
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85 | (1) |
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The Standard Regression Assumptions |
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86 | (2) |
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Various Types of Residuals |
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88 | (2) |
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90 | (3) |
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Graphs Before Fitting a Model |
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93 | (4) |
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93 | (1) |
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93 | (3) |
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96 | (1) |
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96 | (1) |
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Graphs After Fitting a Model |
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97 | (1) |
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Checking Linearity and Normality Assumptions |
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97 | (1) |
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Leverage, Influence, and Outliers |
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98 | (5) |
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Outliers in the Response Variable |
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100 | (1) |
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Outliers in the Predictors |
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100 | (1) |
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Masking and Swamping Problems |
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100 | (3) |
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103 | (4) |
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103 | (1) |
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104 | (1) |
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105 | (2) |
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The Potential-Residual Plot |
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107 | (1) |
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What to Do with the Outliers? |
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108 | (1) |
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Role of Variables in a Regression Equation |
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109 | (5) |
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109 | (1) |
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Residual Plus Component Plot |
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110 | (4) |
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Effects of an Additional Predictor |
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114 | (1) |
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115 | (6) |
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115 | (6) |
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Qualitative Variables as Predictors |
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121 | (30) |
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121 | (1) |
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122 | (3) |
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125 | (3) |
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Systems of Regression Equations |
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128 | (11) |
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Models with Different Slopes and Different Intercepts |
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130 | (7) |
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Models with Same Slope and Different Intercepts |
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137 | (1) |
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Models with Same Intercept and Different Slopes |
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138 | (1) |
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Other Applications of Indicator Variables |
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139 | (1) |
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140 | (1) |
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Stability of Regression Parameters Over Time |
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141 | (10) |
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143 | (8) |
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Transformation of Variables |
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151 | (28) |
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151 | (2) |
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Transformations to Achieve Linearity |
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153 | (2) |
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Bacteria Deaths Due to X-Ray Radiation |
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155 | (4) |
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Inadequacy of a Linear Model |
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156 | (2) |
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Logarithmic Transformation for Achieving Linearity |
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158 | (1) |
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Transformations to Stabilize Variance |
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159 | (5) |
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Detection of Heteroscedastic Errors |
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164 | (2) |
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Removal of Heteroscedasticity |
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166 | (1) |
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167 | (1) |
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Logarithmic Transformation of Data |
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168 | (1) |
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169 | (4) |
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173 | (6) |
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174 | (5) |
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179 | (18) |
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179 | (1) |
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180 | (3) |
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180 | (2) |
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182 | (1) |
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183 | (2) |
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Education Expenditure Data |
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185 | (9) |
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Fitting a Dose-Response Relationship Curve |
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194 | (3) |
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196 | (1) |
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The Problem of Correlated Errors |
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197 | (24) |
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Introduction: Autocorrelation |
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197 | (1) |
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Consumer Expenditure and Money Stock |
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198 | (2) |
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200 | (2) |
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Removal of Autocorrelation by Transformation |
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202 | (2) |
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Iterative Estimation With Autocorrelated Errors |
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204 | (1) |
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Autocorrelation and Missing Variables |
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205 | (1) |
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Analysis of Housing Starts |
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206 | (4) |
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Limitations of Durbin-Watson Statistic |
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210 | (1) |
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Indicator Variables to Remove Seasonality |
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211 | (3) |
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Regressing Two Time Series |
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214 | (7) |
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216 | (5) |
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Analysis of Collinear Data |
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221 | (38) |
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221 | (1) |
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222 | (6) |
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228 | (5) |
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Detection of Multicollinearity |
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233 | (6) |
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239 | (4) |
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Centering and Scaling in Intercept Models |
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240 | (1) |
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Scaling in No-Intercept Models |
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241 | (2) |
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Principal Components Approach |
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243 | (3) |
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246 | (2) |
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Searching for Linear Functions of the β's |
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248 | (4) |
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Computations Using Principal Components |
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252 | (2) |
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254 | (5) |
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254 | (1) |
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Appendix: Principal Components |
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255 | (4) |
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Biased Estimation of Regression Coefficients |
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259 | (22) |
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259 | (1) |
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Principal Components Regression |
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260 | (2) |
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Removing Dependence Among the Predictors |
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262 | (2) |
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Constraints on the Regression Coefficients |
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264 | (1) |
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Principal Components Regression: A Caution |
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265 | (3) |
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268 | (1) |
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Estimation by the Ridge Method |
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269 | (3) |
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Ridge Regression: Some Remarks |
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272 | (3) |
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275 | (6) |
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275 | (2) |
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Appendix: Ridge Regression |
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277 | (4) |
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Variables Selection Procedures |
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281 | (36) |
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281 | (1) |
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Formulation of the Problem |
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282 | (1) |
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Consequences of Variables Deletion |
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282 | (2) |
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Uses of Regression Equations |
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284 | (1) |
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Description and Model Building |
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284 | (1) |
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Estimation and Prediction |
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284 | (1) |
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284 | (1) |
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Criteria for Evaluating Equations |
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285 | (3) |
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285 | (1) |
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286 | (1) |
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Information Criteria: Akaike and Other Modified Forms |
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287 | (1) |
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Multicollinearity and Variable Selection |
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288 | (1) |
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Evaluating All Possible Equations |
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288 | (1) |
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Variable Selection Procedures |
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289 | (2) |
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Forward Selection Procedure |
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289 | (1) |
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Backward Elimination Procedure |
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290 | (1) |
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290 | (1) |
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General Remarks on Variable Selection Methods |
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291 | (1) |
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A Study of Supervisor Performance |
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292 | (4) |
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Variable Selection With Collinear Data |
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296 | (1) |
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296 | (3) |
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Variable Selection Using Ridge Regression |
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299 | (1) |
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Selection of Variables in an Air Pollution Study |
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300 | (7) |
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A Possible Strategy for Fitting Regression Models |
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307 | (1) |
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308 | (9) |
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308 | (5) |
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Appendix: Effects of Incorrect Model Specifications |
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313 | (4) |
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317 | (24) |
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317 | (1) |
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Modeling Qualitative Data |
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318 | (1) |
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318 | (2) |
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Example: Estimating Probability of Bankruptcies |
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320 | (3) |
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Logistic Regression Diagnostics |
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323 | (1) |
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Determination of Variables to Retain |
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324 | (3) |
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Judging the Fit of a Logistic Regression |
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327 | (2) |
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The Multinomial Logit Model |
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329 | (7) |
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Multinomial Logistic Regression |
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329 | (1) |
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Example: Determining Chemical Diabetes |
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330 | (4) |
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Ordered Response Category: Ordinal Logistic Regression |
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334 | (1) |
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Example: Determining Chemical Diabetes Revisited |
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335 | (1) |
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Classification Problem: Another Approach |
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336 | (5) |
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337 | (4) |
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341 | (12) |
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341 | (1) |
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341 | (1) |
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342 | (1) |
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Introduction of New Drugs |
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343 | (2) |
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345 | (1) |
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Fitting a Quadratic Model |
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346 | (2) |
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Distribution of PCB in U.S. Bays |
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348 | (5) |
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352 | (1) |
Appendix A: Statistical Tables |
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353 | (10) |
References |
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363 | (8) |
Index |
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371 | |
Acknowledgements |
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v | |
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1 | (4) |
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1 | (2) |
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What This Book Is Not About |
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3 | (1) |
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3 | (1) |
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4 | (1) |
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4 | (1) |
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Binary Logit Analysis: Basics |
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5 | (26) |
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5 | (1) |
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Dichotomous Dependent Variables: Example |
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6 | (1) |
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Problems with Ordinary Linear Regression |
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7 | (4) |
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11 | (2) |
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13 | (2) |
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Estimation of the Logit Model: General Principles |
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15 | (3) |
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Maximum Likelihood Estimation with PROC LOGISTIC |
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18 | (3) |
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Maximum Likelihood Estimation with PROC GENMOD |
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21 | (7) |
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Interpreting Coefficients |
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28 | (3) |
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Binary Logit Analysis: Details and Options |
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31 | (50) |
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31 | (1) |
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31 | (5) |
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Details of Maximum Likelihood Estimation |
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36 | (3) |
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39 | (9) |
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48 | (3) |
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Goodness-of-Fit Statistics |
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51 | (5) |
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Statistics Measuring Predictive Power |
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56 | (2) |
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Predicted Values, Residuals, and Influence Statistics |
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58 | (8) |
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Latent Variables and Standardized Coefficients |
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66 | (3) |
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Probit and Complementary Log-Log Models |
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69 | (7) |
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76 | (2) |
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Sampling on the Dependent Variable |
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78 | (3) |
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Logit Analysis of Contingency Tables |
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81 | (30) |
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81 | (1) |
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A Logit Model for a 2 × 2 Table |
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82 | (5) |
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87 | (4) |
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91 | (6) |
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A Four-Way Table with Ordinal Explanatory Variables |
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97 | (6) |
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103 | (8) |
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Multinomial Logit Analysis |
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111 | (22) |
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111 | (1) |
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112 | (1) |
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A Model for Three Categories |
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113 | (1) |
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114 | (8) |
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Estimation with a Binary Logit Procedure |
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122 | (1) |
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General Form of the Model |
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123 | (1) |
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Contingency Table Analysis |
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124 | (4) |
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CATMOD Coding of Categorical Variables |
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128 | (2) |
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Problems, of Interpretation |
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130 | (3) |
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Logit Analysis for Ordered Categories |
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133 | (28) |
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133 | (1) |
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Cumulative Logit Model: Example |
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134 | (2) |
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Cumulative Logit Model: Explanation |
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136 | (4) |
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Cumulative Logit Model: Practical Considerations |
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140 | (3) |
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Cumulative Logit Model: Contingency Tables |
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143 | (5) |
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Adjacent Categories Model |
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148 | (3) |
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151 | (10) |
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161 | (18) |
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161 | (1) |
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162 | (3) |
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165 | (3) |
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168 | (6) |
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174 | (1) |
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175 | (4) |
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Logit Analysis of Longitudinal and Other Clustered Data |
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179 | (38) |
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179 | (1) |
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180 | (4) |
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184 | (4) |
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Fixed-Effects with Conditional Logit Analysis |
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188 | (4) |
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Postdoctoral Training Example |
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192 | (5) |
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197 | (9) |
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206 | (6) |
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212 | (1) |
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213 | (4) |
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217 | (16) |
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217 | (1) |
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The Poisson Regression Model |
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218 | (1) |
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Scientific Productivity Example |
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219 | (4) |
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223 | (3) |
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Negative Binomial Regression |
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226 | (1) |
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Adjustment for Varying Time Spans |
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227 | (6) |
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Loglinear Analysis of Contingency Tables |
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233 | (34) |
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233 | (1) |
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A Loglinear Model for a 2 × 2 Table |
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234 | (6) |
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Loglinear Models for a Four-Way Table |
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240 | (6) |
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Fitting the Adjacent Categories Model as a Loglinear Model |
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246 | (6) |
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Loglinear Models for Square, Ordered Tables |
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252 | (7) |
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259 | (2) |
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261 | (5) |
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266 | (1) |
Appendix |
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267 | (8) |
References |
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275 | (4) |
Index |
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279 | |