图书简介
Damodar N. Gujarati’s Linear Regression: A Mathematical Introduction presents linear regression theory in a rigorous, but approachable manner that is accessible to students in all social sciences. This concise title goes step-by-step through the intricacies, and theory and practice of regression analysis. The technical discussion is provided in a clear style that doesn’t overwhelm the reader with abstract mathematics. End-of-chapter exercises test mastery of the content and advanced discussion of some of the topics is offered in the appendices. Data sets accompanying this book are available for download: Chapter 4 Data: Wages for Workers Chapter 6 Data: Earnings and Educational Attainment Definitions of Variables: Chapter 4 and Chapter 6 Data
List of Figures \\ Series Editor’s Introduction \\ Preface \\ About the Author \\ Acknowledgments \\ Chapter 1: The Linear Regression Model (LRM) \\ 1.1 Introduction \\ 1.2 Meaning of “Linear” in Linear Regression \\ 1.3 Estimation of the LRM: An Algebraic Approach \\ 1.4 Goodness of Fit of a Regression Model: The Coefficient of Determination (R2) \\ 1.5 R2 for Regression Through the Origin \\ 1.6 An Example: The Determination of the Hourly Wages in the United States \\ 1.7 Summary \\ Exercises \\ Appendix 1A: Derivation of the Normal Equations \\ Chapter 2: The Classical Linear Regression Model (CLRM) \\ 2.1 Assumptions of the CLRM \\ 2.2 The Sampling or Probability Distributions of the OLS Estimators \\ 2.3 Properties of OLS Estimators: The Gauss–Markov Theorem \\ 2.4 Estimating Linear Functions of the OLS Parameters \\ 2.5 Large-Sample Properties of OLS Estimators \\ 2.6 Summary \\ Exercises \\ Chapter 3: The Classical Normal Linear Regression Model: The Method of Maximum Likelihood (ML) \\ 3.1 Introduction \\ 3.2 The Mechanics of ML \\ 3.3 The Likelihood Function of the k-Variable Regression Model \\ 3.4 Properties of the ML Method \\ 3.5 Summary \\ Exercises \\ Appendix 3A: Asymptotic Efficiency of the ML Estimators of the LRM \\ Chapter 4: Linear Regression Model: Distribution Theory and Hypothesis Testing \\ 4.1 Introduction \\ 4.2 Types of Hypotheses \\ 4.3 Procedure for Hypothesis Testing \\ 4.4 The Determination of Hourly Wages in the United States \\ 4.5 Testing Hypotheses About an Individual Regression Coefficient \\ 4.6 Testing the Hypothesis That All the Regressors Collectively Have No Influence on the Regressand \\ 4.7 Testing the Incremental Contribution of a Regressor \\ 4.8 Confidence Interval for the Error Variance s 2 \\ 4.9 Large-Sample Tests of Hypotheses \\ 4.10 Summary \\ Exercises \\ Appendix 4A: Constrained Least Squares: OLS Estimation Under Linear Restrictions \\ Chapter 5: Generalized Least Squares (GLS): Extensions of the Classical Linear Regression Model \\ 5.1 Introduction \\ 5.2 Estimation of B With a Nonscalar Covariance Matrix \\ 5.3 Estimated Generalized Least Squares \\ 5.4 Heteroscedasticity and Weighted Least Squares \\ 5.5 White’s Heteroscedasticity-Consistent Standard Errors \\ 5.6 Autocorrelation \\ 5.7 Summary \\ Exercises \\ Appendix 5A: ML Estimation of GLS \\ Chapter 6: Extensions of the Classical Linear Regression Model: The Case of Stochastic or Endogenous Regressors \\ 6.1 Introduction \\ 6.2 X and u Are Distributed Independently \\ 6.3 X and u Are Contemporaneously Uncorrelated \\ 6.4 X and u Are Neither Independently Distributed Nor Contemporaneously Uncorrelated \\ 6.5 The Case of k Regressors \\ 6.6 What Is the Solution? The Method of Instrumental Variables (IVs) \\ 6.7 Hypothesis Testing Under IV Estimation \\ 6.8 Practical Problems in the Application of the IV Method \\ 6.9 Regression Involving More Than One Endogenous Regressor \\ 6.10 An Illustrative Example: Earnings and Educational Attainment of Youth in the United States \\ 6.11 Regression Involving More Than One Endogenous Regressor \\ 6.12 Summary \\ Appendix 6A: Properties of OLS When Random X and u Are Independently Distributed \\ Appendix 6B: Properties of OLS Estimators When Random X and u Are Contemporaneously Uncorrelated \\ Chapter 7: Selected Topics in Linear Regression \\ 7.1 Introduction \\ 7.2 The Nature of Multicollinearity \\ 7.3 Model Specification Errors \\ 7.4 Qualitative or Dummy Regressors \\ 7.5 Nonnormal Error Term \\ 7.6 Summary \\ Exercises \\ Appendix 7A: Ridge Regression: A Solution to Perfect Collinearity \\ Appendix 7B: Specification Errors \\ Appendix A: Basics of Matrix Algebra \\ A.1 Definitions \\ A.2 Types of Matrices \\ A.3 Matrix Operations \\ A.4 Matrix Transposition \\ A.5 Matrix Inversion \\ A.6 Determinants \\ A.7 Rank of a Matrix \\ A.8 Finding the Inverse of a Square Matrix \\ A.9 Trace of a Square Matrix \\ A.10 Quadratic Forms and Definite Matrices \\ A.11 Eigenvalues and Eigenvectors \\ A.12 Vector and Matrix Differentiation \\ Appendix B: Essentials of Large-Sample Theory \\ B.1 Some Inequalities \\ B.2 Types of Convergence \\ B.3 The Order of Magnitude of a Sequence \\ B.4 The Order of Magnitude of a Stochastic Sequence \\ Appendix C: Small- and Large-Sample Properties of Estimators \\ C.1 Small-Sample Properties of Estimators \\ C.2 Large-Sample Properties of Estimators \\ Appendix D: Some Important Probability Distributions \\ D.1 The Normal Distribution and the Z Test \\ D.2 The Gamma Distribution \\ D.3 The Chi-Square (? 2) Distribution and the ? 2 Test \\ D.4 Student’s t Distribution \\ D.5 Fisher’s F Distribution \\ D.6 Relationships Among Probability Distributions \\ D.7 Uniform Distributions \\ D.8 Some Special Features of the Normal Distribution \\ Index
Trade Policy 买家须知
- 关于产品:
- ● 正版保障:本网站隶属于中国国际图书贸易集团公司,确保所有图书都是100%正版。
- ● 环保纸张:进口图书大多使用的都是环保轻型张,颜色偏黄,重量比较轻。
- ● 毛边版:即书翻页的地方,故意做成了参差不齐的样子,一般为精装版,更具收藏价值。
关于退换货:
- 由于预订产品的特殊性,采购订单正式发订后,买方不得无故取消全部或部分产品的订购。
- 由于进口图书的特殊性,发生以下情况的,请直接拒收货物,由快递返回:
- ● 外包装破损/发错货/少发货/图书外观破损/图书配件不全(例如:光盘等)
并请在工作日通过电话400-008-1110联系我们。
- 签收后,如发生以下情况,请在签收后的5个工作日内联系客服办理退换货:
- ● 缺页/错页/错印/脱线
关于发货时间:
- 一般情况下:
- ●【现货】 下单后48小时内由北京(库房)发出快递。
- ●【预订】【预售】下单后国外发货,到货时间预计5-8周左右,店铺默认中通快递,如需顺丰快递邮费到付。
- ● 需要开具发票的客户,发货时间可能在上述基础上再延后1-2个工作日(紧急发票需求,请联系010-68433105/3213);
- ● 如遇其他特殊原因,对发货时间有影响的,我们会第一时间在网站公告,敬请留意。
关于到货时间:
- 由于进口图书入境入库后,都是委托第三方快递发货,所以我们只能保证在规定时间内发出,但无法为您保证确切的到货时间。
- ● 主要城市一般2-4天
- ● 偏远地区一般4-7天
关于接听咨询电话的时间:
- 010-68433105/3213正常接听咨询电话的时间为:周一至周五上午8:30~下午5:00,周六、日及法定节假日休息,将无法接听来电,敬请谅解。
- 其它时间您也可以通过邮件联系我们:customer@readgo.cn,工作日会优先处理。
关于快递:
- ● 已付款订单:主要由中通、宅急送负责派送,订单进度查询请拨打010-68433105/3213。
本书暂无推荐
本书暂无推荐