统计模型：理论和实践（英文版）

作者: [美] 弗里德曼编

出版社: 机械工业出版社

出版时间: 2010-09

版次: 1

ISBN: 9787111317975

定价: 38.00

装帧: 平装

开本: 32开

纸张: 胶版纸

页数: 442页

分类: 自然科学

3 张插图图片

38人买过

《统计模型：理论和实践》是一本优秀的统计模型教材，着重讲解线性模型的应用问题，包括广义最小二乘和两步最小二乘模型，以及二分变量的probit及logit模型的应用，还包括关于研究设计、二分变量回归及矩阵代数的背景知识。
这还是一本鼓舞人心的而又易读的书，无论是老师还是学生都会从中受益。（美）弗里德曼，是加州大学伯克利分校的统计学教授、杰出的数理统计学家。其研究范围包括鞅不等式分析、Markov过程、抽样、自助法等。他是美国科学学院士。在2003年。美国科学院授予他JohnJ.Carty科学进步奖，以表彰他对统计理论和实践做出的贡献。 ForewordtotheReVisedEdition
Preface
1ObservationalStudiesandExperiments
1.1Introduction
1.2TheHIPtrial
1.3Snowoncholera
1.4Yuleonthecausesofpoverty
ExercisesetA
1.5Endnotes
2TheRegressionLine
2.1Introduction
2.2Theregressionline
2.3Hooke'slaw
ExercisesetA
2.4Complexities
2.5Simplevsmultipleregression
ExercisesetB
2.6Endnotes
3MatrixAlgebra
3.1Introduction
ExercisesetA
3.2Determinantsandinverses
ExercisesetB
3.3Randomvectors
ExercisesetC
3.4Positivedefinitematrices
ExercisesetD
3.5Thenormaldistribution
ExercisesetE
3.6Ifyouwantabookonmatrixalgebra
4MultipleRegression
4.1Introduction
ExercisesetA
4.2Standarderrors
Thingswedon'tneed
ExercisesetB
4.3Explainedvarianceinmultipleregression
Associationorcausation?
ExercisesetC
4.4WhathappenstoOLSiftheassumptionsbreakdown?
4.5Discussionquestions
4.6Endnotes
5MultipleRegression:SpecialTopics
5.1Introduction
5.2OLSisBLUE
ExercisesetA
5.3Generalizedleastsquares
ExercisesetB
5.4ExamplesonGLS
ExercisesetC
5.5WhathappenstoGLSiftheassumptionsbreakdown?
5.6Normaltheory
Statisticalsignificance
ExercisesetD
5.7TheF-test
"The"F-testinappliedwork
ExercisesetE
5.8Datasnooping
ExercisesetF
5.9Discussionquestions
5.10Endnotes
6PathModels
6.1Stratification
ExercisesetA
6.2Hooke'slawrevisited
ExercisesetB
6.3PoliticalrepressionduringtheMcCarthyera
ExercisesetC
6.4Inferringcausation.byregression
ExercisesetD
6.5Responseschedulesforpathdiagrams
Selectionvsintervention
Structuralequationsandstableparameter:Ambiguityinnotation
ExercisesetE
6.6Dummyvariables
Typesofvariables
6.7Discussionquestions
6.8Endnotes
7MaximumLikelihood
7.1Introduction
ExercisesetA
7.2Probitmodels
Whynotregression?
Thelatent-variableformulation
ExercisesetB
Identificationvsestimation
WhatiftheUiareN?
ExercisesetC
7.3Logitmodels
ExercisesetD
7.4TheeffectofCatholicschools
Latentvariables
Responseschedules
Thesecondequation
Mechanics:bivariateprobit
Whyamodelratherthanacross-lab?
Interactions
Moreontable3inEvansandSchwab
Moreonthesecondequation
ExercisesetE
7.5Discussionquestions
7.6Endnotes
8TheBootstrap
8.1Introduction
ExercisesetA
8.2Bootstrappingamodelforenergydemand
ExercisesetB
8.3Endnotes
9SimultaneousEquations
9.1Introduction
ExercisesetA
9.2Instrumentalvariables
ExercisesetB
9.3Estimatingthebuttermodel
ExercisesetC
9.4Whatarethetwostages?
Invarianceassumptions
9.5Asocial-scienceexample:educationandfertility
MoreonRindfussetal
9.6Covariates
9.7Linearprobabilitymodels
Theassumptions
Thequestions
ExercisesetD
9.8MoreonIVLS
Sometechnicalissues
ExercisesetE
SimulationstoillustrateIVLS
9.9Discussionquestions
9.10Endnotes
10IssuesinStatisticalModeling
10.1Introduction
Thebootstrap
Theroleofasymptotics
Philosophers'stones
Themodelers'response
10.2Criticalliterature
10.3Responseschedules
10.4Evaluatingthemodelsinchapters7-9
10.5Summingup
References
AnswerstoExercises
TheComputerLabs
Appendix:SampleMATLABCode
Reprints
GibsononMcCarthy
EvansandSchwabonCatholicSchools
RindfussetalonEducationandFertility
SchneideretalonSocialCapital
Index
内容简介:
《统计模型：理论和实践》是一本优秀的统计模型教材，着重讲解线性模型的应用问题，包括广义最小二乘和两步最小二乘模型，以及二分变量的probit及logit模型的应用，还包括关于研究设计、二分变量回归及矩阵代数的背景知识。
这还是一本鼓舞人心的而又易读的书，无论是老师还是学生都会从中受益。
作者简介:
（美）弗里德曼，是加州大学伯克利分校的统计学教授、杰出的数理统计学家。其研究范围包括鞅不等式分析、Markov过程、抽样、自助法等。他是美国科学学院士。在2003年。美国科学院授予他JohnJ.Carty科学进步奖，以表彰他对统计理论和实践做出的贡献。
目录:
ForewordtotheReVisedEdition
Preface
1ObservationalStudiesandExperiments
1.1Introduction
1.2TheHIPtrial
1.3Snowoncholera
1.4Yuleonthecausesofpoverty
ExercisesetA
1.5Endnotes
2TheRegressionLine
2.1Introduction
2.2Theregressionline
2.3Hooke'slaw
ExercisesetA
2.4Complexities
2.5Simplevsmultipleregression
ExercisesetB
2.6Endnotes
3MatrixAlgebra
3.1Introduction
ExercisesetA
3.2Determinantsandinverses
ExercisesetB
3.3Randomvectors
ExercisesetC
3.4Positivedefinitematrices
ExercisesetD
3.5Thenormaldistribution
ExercisesetE
3.6Ifyouwantabookonmatrixalgebra
4MultipleRegression
4.1Introduction
ExercisesetA
4.2Standarderrors
Thingswedon'tneed
ExercisesetB
4.3Explainedvarianceinmultipleregression
Associationorcausation?
ExercisesetC
4.4WhathappenstoOLSiftheassumptionsbreakdown?
4.5Discussionquestions
4.6Endnotes
5MultipleRegression:SpecialTopics
5.1Introduction
5.2OLSisBLUE
ExercisesetA
5.3Generalizedleastsquares
ExercisesetB
5.4ExamplesonGLS
ExercisesetC
5.5WhathappenstoGLSiftheassumptionsbreakdown?
5.6Normaltheory
Statisticalsignificance
ExercisesetD
5.7TheF-test
"The"F-testinappliedwork
ExercisesetE
5.8Datasnooping
ExercisesetF
5.9Discussionquestions
5.10Endnotes
6PathModels
6.1Stratification
ExercisesetA
6.2Hooke'slawrevisited
ExercisesetB
6.3PoliticalrepressionduringtheMcCarthyera
ExercisesetC
6.4Inferringcausation.byregression
ExercisesetD
6.5Responseschedulesforpathdiagrams
Selectionvsintervention
Structuralequationsandstableparameter:Ambiguityinnotation
ExercisesetE
6.6Dummyvariables
Typesofvariables
6.7Discussionquestions
6.8Endnotes
7MaximumLikelihood
7.1Introduction
ExercisesetA
7.2Probitmodels
Whynotregression?
Thelatent-variableformulation
ExercisesetB
Identificationvsestimation
WhatiftheUiareN?
ExercisesetC
7.3Logitmodels
ExercisesetD
7.4TheeffectofCatholicschools
Latentvariables
Responseschedules
Thesecondequation
Mechanics:bivariateprobit
Whyamodelratherthanacross-lab?
Interactions
Moreontable3inEvansandSchwab
Moreonthesecondequation
ExercisesetE
7.5Discussionquestions
7.6Endnotes
8TheBootstrap
8.1Introduction
ExercisesetA
8.2Bootstrappingamodelforenergydemand
ExercisesetB
8.3Endnotes
9SimultaneousEquations
9.1Introduction
ExercisesetA
9.2Instrumentalvariables
ExercisesetB
9.3Estimatingthebuttermodel
ExercisesetC
9.4Whatarethetwostages?
Invarianceassumptions
9.5Asocial-scienceexample:educationandfertility
MoreonRindfussetal
9.6Covariates
9.7Linearprobabilitymodels
Theassumptions
Thequestions
ExercisesetD
9.8MoreonIVLS
Sometechnicalissues
ExercisesetE
SimulationstoillustrateIVLS
9.9Discussionquestions
9.10Endnotes
10IssuesinStatisticalModeling
10.1Introduction
Thebootstrap
Theroleofasymptotics
Philosophers'stones
Themodelers'response
10.2Criticalliterature
10.3Responseschedules
10.4Evaluatingthemodelsinchapters7-9
10.5Summingup
References
AnswerstoExercises
TheComputerLabs
Appendix:SampleMATLABCode
Reprints
GibsononMcCarthy
EvansandSchwabonCatholicSchools
RindfussetalonEducationandFertility
SchneideretalonSocialCapital
Index