Conditioning Diagnostics: Collinearity and Weak Data in Regression

by David A. Belsley

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...

• Format: Hardcover
• Language: English
• ISBN: 0471528897
• ISBN13: 9780471528890
• Release Date: January 1991
• Publisher: Wiley-Interscience
• Length: 396 Pages
• Weight: 0.40 lbs.
• Dimensions: 1.0" x 6.6" x 9.6"