Bookcover of On Some Aspects Of Residual Analysis In Regression Models
Booktitle:

On Some Aspects Of Residual Analysis In Regression Models

Examination of Residuals

LAP LAMBERT Academic Publishing (2013-11-08 )

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ISBN-13:

978-3-659-38975-7

ISBN-10:
3659389757
EAN:
9783659389757
Book language:
English
Blurb/Shorttext:
In this book an attempt has been made by proposing some inferential techniques for linear regression models by using various types of residuals other than OLS residuals.Chapter I contains the general introduction about the concept of residuals in regression analysis. Various types of residuals and their properties have been described in chapter II. The literature on residual analysis and regression diagnostics have been reviewed in chapter III. In particular, it is discussed about examination of residual plots diagnostics for identifying unusual data points, detection of influential subsets, until applications of residuals. Chapter IV contains the proposed methods under is the contributory one in which outliers are detected; Leverage and influential points are identified; Goldfeld-Quandt test statistics computed to know the heteroscodastocity; Chow test statistic is computed to know the structural change and Durbin-Waston test statistic is competed to know the autocorrelation using different types of residuals.
Publishing house:
LAP LAMBERT Academic Publishing
Website:
https://www.lap-publishing.com/
By (author) :
Stella Ingileela, M. Subbarayudu, Balasiddamuni Pagadala
Number of pages:
136
Published on:
2013-11-08
Stock:
Available
Category:
Theory of probability, stochastics, mathematical statistics
Price:
61.90 €
Keywords:
Econometric theory

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