Conditioning diagnostics

Conditioning diagnostics

by David A. Belsley

Part of Probability and mathematical statistics.

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About
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 material and data sets and numerous related elements previously scattered throughout the literature.

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