Linear models with R /

"Like its widely praised, best-selling predecessor, this edition combines statistics and R to seamlessly give a coherent exposition of the practice of linear modeling. The text offers up-to-date insight on essential data analysis topics, from estimation, inference, and prediction to missing dat...

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Bibliographic Details
Main Author: Faraway, Julian James (Author)
Format: Book
Language:English
Published: Boca Raton : CRC Press, Taylor & Francis Group, [2015]
Boca Raton : CRC Press, [2015]
Boca Raton, FL : CRC Press/Taylor & Francis Group, [2015]
Boca Raton, FL : [2015]
Edition:Second edition
Series:Texts in statistical science
Subjects:
r
Table of Contents:
  • 1. Introduction
  • 2. Estimation
  • 3. Inference
  • 4. Prediction
  • 5. Explanations
  • 6. Diagnostics
  • 7. Problems with the predictors
  • 8. Problems with the errors
  • 9. Transformation
  • 10. Model selection
  • 11. Shrinkage methods
  • 12. Insurance redlining
  • a complete example
  • 13. Missing data
  • 14. Categorical predictors
  • 15. One factor models
  • 16. Models with several factors
  • 17. Experiments with blocks
  • Appendix A. About R
  • note: 1 Introduction
  • 1.1. Before You Start
  • 1.2. Initial Data Analysis
  • 1.3. When to Use Linear Modeling
  • 1.4. History
  • 2. Estimation
  • 2.1. Linear Model
  • 2.2. Matrix Representation
  • 2.3. Estimating β
  • 2.4. Least Squares Estimation
  • 2.5. Examples of Calculating β
  • 2.6. Example
  • 2.7. QR Decomposition
  • 2.8. Gauss--Markov Theorem
  • 2.9. Goodness of Fit
  • 2.10. Identifiability
  • 2.11. Orthogonality
  • 3. Inference
  • 3.1. Hypothesis Tests to Compare Models
  • 3.2. Testing Examples
  • 3.3. Permutation Tests
  • 3.4. Sampling
  • 3.5. Confidence Intervals for β
  • 3.6. Bootstrap Confidence Intervals
  • 4. Prediction
  • 4.1. Confidence Intervals for Predictions
  • 4.2. Predicting Body Fat
  • 4.3. Autoregression
  • 4.4. What Can Go Wrong with Predictions?
  • 5. Explanation
  • 5.1. Simple Meaning
  • 5.2. Causality
  • 5.3. Designed Experiments
  • 5.4. Observational Data
  • 5.5. Matching
  • 5.6. Covariate Adjustment
  • 5.7. Qualitative Support for Causation
  • 6. Diagnostics
  • 6.1. Checking Error Assumptions
  • 6.1.1. Constant Variance
  • 6.1.2. Normality
  • 6.1.3. Correlated Errors
  • 6.2. Finding Unusual Observations
  • 6.2.1. Leverage
  • 6.2.2. Outliers
  • 6.2.3. Influential Observations
  • 6.3. Checking the Structure of the Model
  • 6.4. Discussion
  • 7. Problems with the Predictors
  • 7.1. Errors in the Predictors
  • 7.2. Changes of Scale
  • 7.3. Collinearity
  • 8. Problems with the Error
  • 8.1. Generalized Least Squares
  • 8.2. Weighted Least Squares
  • 8.3. Testing for Lack of Fit
  • 8.4. Robust Regression
  • 8.4.1. M-Estimation
  • 8.4.2. Least Trimmed Squares
  • 9. Transformation
  • 9.1. Transforming the Response
  • 9.2. Transforming the Predictors
  • 9.3. Broken Stick Regression
  • 9.4. Polynomials
  • 9.5. Splines
  • 9.6. Additive Models
  • 9.7. More Complex Models
  • 10. Model Selection
  • 10.1. Hierarchical Models
  • 10.2. Testing-Based Procedures
  • 10.3. Criterion-Based Procedures
  • 10.4. Summary
  • 11. Shrinkage Methods
  • 11.1. Principal Components
  • 11.2. Partial Least Squares
  • 11.3. Ridge Regression
  • 11.4. Lasso
  • 12. Insurance Redlining
  • - A Complete Example
  • 12.1. Ecological Correlation
  • 12.2. Initial Data Analysis
  • 12.3. Full Model and Diagnostics
  • 12.4. Sensitivity Analysis
  • 12.5. Discussion
  • 13. Missing Data
  • 13.1. Types of Missing Data
  • 13.2. Deletion
  • 13.3. Single Imputation
  • 13.4. Multiple Imputation
  • 14. Categorical Predictors
  • 14.1. Two-Level Factor
  • 14.2. Factors and Quantitative Predictors
  • 14.3. Interpretation with Interaction Terms
  • 14.4. Factors With More Than Two Levels
  • 14.5. Alternative Codings of Qualitative Predictors
  • 15. One Factor Models
  • 15.1. Model
  • 15.2. Example
  • 15.3. Diagnostics
  • 15.4. Pairwise Comparisons
  • 15.5. False Discovery Rate
  • 16. Models with Several Factors
  • 16.1. Two Factors with No Replication
  • 16.2. Two Factors with Replication
  • 16.3. Two Factors with an Interaction
  • 16.4. Larger Factorial Experiments
  • 17. Experiments with Blocks
  • 17.1. Randomized Block Design
  • 17.2. Latin Squares
  • 17.3. Balanced Incomplete Block Design.