Sold Out
Book Categories |
Series Editor's Introduction | ||
1 | General Introduction | 1 |
Polynomial Regression Models | 3 | |
Spline Knot Locations Known in Advance | 3 | |
Splines With Unknown Knot Locations | 5 | |
Unknown Number of Spline Knots | 6 | |
2 | Introduction to Spline Models | 6 |
Interrupted Regression Analysis | 7 | |
Piecewise Linear Regression | 9 | |
Cubic Polynomial Regression | 13 | |
Important Features of Spline Models | 14 | |
3 | Splines With Known Knot Locations | 16 |
Linear Spline Regression Models | 16 | |
Quadratic and Higher Order Spline Regression Models | 23 | |
Hybrid Spline Regression Models | 24 | |
Model Comparison Issues | 25 | |
Model Selection Criteria | 27 | |
Polynomial Regression and Perfect Multicollinearity | 31 | |
F Statistics and t Statistics | 31 | |
Autocorrelation and the Durbin-Watson Statistic | 32 | |
4 | Splines With Unknown Knot Locations | 33 |
Transforming Discrete Response Into Continuous Measure | 33 | |
Interrupted Regression Analysis | 35 | |
Adjusting Intercepts Only | 36 | |
Adjusting Intercepts and Slopes | 38 | |
Splines With Known Knot Locations | 39 | |
Unknown Spline Knot Location Estimation | 43 | |
Quadratic Spline With Unknown Knot Locations | 46 | |
The Wald Test | 48 | |
Model Selection Conclusion | 48 | |
5 | Splines With an Unknown Number of Knots | 49 |
Stepwise Regression as a Powerful Nonparametric Method | 49 | |
Determining the Number, Location, and Degree of the Spline Knots | 52 | |
Smooth Splines for Long-Term Investing | 53 | |
Moderately Sensitive Splines for Medium-Term Investing | 55 | |
Highly Sensitive Splines for Short-Term Investing | 56 | |
Spline Regression Forecasting | 58 | |
6 | Summary and Conclusions | 61 |
App | SAS Program to Calculate Standard Error | 63 |
Notes | 65 | |
References | 67 | |
About the Authors | 69 |
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish ListX
This item is in your CollectionSpline Regression Models
X
This Item is in Your InventorySpline Regression Models
X
You must be logged in to review the productsX
X
X
Add Spline Regression Models, Spline Regression Models shows the nuts-and-bolts of using dummy variables to formulate and estimate various spline regression models. For some researchers this will involve situations where the number and location of the spline knots are known in advance, Spline Regression Models to the inventory that you are selling on WonderClubX
X
Add Spline Regression Models, Spline Regression Models shows the nuts-and-bolts of using dummy variables to formulate and estimate various spline regression models. For some researchers this will involve situations where the number and location of the spline knots are known in advance, Spline Regression Models to your collection on WonderClub |