Econometrics with Matlab. Linear Regression

Author:   A Smith
Publisher:   Createspace Independent Publishing Platform
ISBN:  

9781979547130


Pages:   256
Publication Date:   08 November 2017
Format:   Paperback
Availability:   Available To Order   Availability explained
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Econometrics with Matlab. Linear Regression


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Overview

Regression models describe the relationship between a response (output) variable, and one or more predictor (input) variables. Statistics and Machine Learning Toolbox allows you to fit univariate linear regression models, multivarate linear reression models, multivariate general linear model and fixed effects panel model with concurrent correlation. Once you fit a model, you can use it to predict or simulate responses, assess the model fit using hypothesis tests, or use plots to visualize diagnostics, residuals, and interaction effects. This book develops the regression models taking into account the stages of identification, estimation, diagnosis and prediction. The most important content is the following: - Parametric Regression Analysis - Choose a Regression Function - Linear Regression - Prepare Data - Choose a Fitting Method - Choose a Model or Range of Models - Fit Model to Data - Examine Quality and Adjust the Fitted Model - Predict or Simulate Responses to New Data - Share Fitted Models - Linear Regression Workflow - Linear Regression with Interaction Effects - Interpret Linear Regression Results - Cook's Distance - Coefficient Standard Errors and Confidence Intervals - Coefficient Covariance and Standard Errors - Coefficient Confidence Intervals - Coefficient of Determination (R-Squared) - Durbin-Watson Test - F-statistic - Assess Fit of Model Using F-statistic - t-statistic - Assess Significance of Regression Coefficients Using t-statistic - Hat Matrix and Leverage - Residuals - Assess Model Assumptions Using Residuals - Summary of Output and Diagnostic Statistics - Wilkinson Notation - Linear Mixed-Effects Model Examples - Generalized Linear Model Examples - Generalized Linear Mixed-Effects Model Examples - Repeated Measures Model Examples - Stepwise Regression - Stepwise Regression to Select Appropriate Models - Compare large and small stepwise models - Robust Regression - Reduce Outlier Effects - Robust Regression versus Standard Least-Squares Fit - Ridge Regression - Lasso and Elastic Net - Wide Data via Lasso and Parallel Computing - Partial Least Squares - Linear Mixed-Effects Models - Estimating Parameters in Linear Mixed-Effects Models - Fit Mixed-Effects Spline Regression - Introduction to Multivariate Methods - Multivariate Linear Regression - Estimation of Multivariate Regression Models - Set Up Multivariate Regression Problems - Multivariate General Linear Model - Fixed Effects Panel Model with Concurrent Correlation - Longitudinal Analysis

Full Product Details

Author:   A Smith
Publisher:   Createspace Independent Publishing Platform
Imprint:   Createspace Independent Publishing Platform
Dimensions:   Width: 20.30cm , Height: 1.40cm , Length: 25.40cm
Weight:   0.516kg
ISBN:  

9781979547130


ISBN 10:   1979547130
Pages:   256
Publication Date:   08 November 2017
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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