Regression Analysis by Example, 4th Edition

INDEX

A

Added-variable plot, 95, 109

Adjusted multiple correlation coefficient, 285

AIC, 287, 290–291, 295, 308, 320, 327, 343

bias corrected, 287

Akaike Information Criteria, 287

Analysis of covariance, 12, 15

Analysis of variance, 12, 15, 67, 140

ANOVA, 140

multiple regression, 67

simple regression, 71

Assumption

constant variance, 86

Homogeneity, 86

independent-errors, 87

linearity, 31, 86

normality, 37, 86

Autocorrelation, 18, 87, 180, 197, 201

B

Backward elimination, 289

Bayes Information Criteria, 287

Best linear unbiased estimator, 61, 83

BIC, 287, 290–291, 295, 308, 320, 327

Binary

response data, 195

response variable, 318, 321

variable, 12

BLUE, 61, 83

C

Centering, 239

Classification, 336

Coefficient of determination, 42, 61

Collinearity-influential observations, 246

Collinearity, 18, 88, 222

Computer repair data, 26, 30–31, 35, 42

Concordance Index, 328

Condition number, 244, 276, 288

Confidence

interval, 38

interval for β_j, 63

region, 37

Constant variance assumption, 86

Cook's Distance, 103

Corrected sums of squares and products matrix, 60

Correlated errors, 141

Correlation coefficient, 21, 24, 240

between Y and , 40, 61

population, 36

sample, 36, 39

Correlation matrix, 117, 241, 243, 250, 252

, 83

Covariance, 21, 23

Cross-sectional data, 128, 214–215

Cumulative distribution ...