David A. Belsley & Edwin Kuh 
Regression Diagnostics [PDF ebook] 
Identifying Influential Data and Sources of Collinearity

The Wiley-Interscience Paperback Series consists of selected books
that have been made more accessible to consumers in an effort to
increase global appeal and general circulation. With these new
unabridged softcover volumes, Wiley hopes to extend the lives of
these works by making them available to future generations of
statisticians, mathematicians, and scientists.
‘The title of the book more or less sums up the contents. It
appears to me to represent a real breakthrough in the art of
dealing in ‘unconventional’ data. . . . I found the
whole book both readable and enjoyable. It is suitable for data
analysts, academic statisticians, and professional software
writers.’
-Journal of the Royal Statistical Society
‘The book assumes a working knowledge of all of the principal
results and techniques used in least squares multiple regression,
as expressed in vector and matrix notation. Given this background,
the book is clear and easy to use. . . . The techniques are
illustrated in great detail with practical data sets from
econometrics.’
-Short Book Reviews, International Statistical Institute
Regression Diagnostics: Identifying Influential Data and Sources
of Collinearity provides practicing statisticians and
econometricians with new tools for assessing quality and
reliability of regression estimates. Diagnostic techniques are
developed that aid in the systematic location of data points that
are unusual or inordinately influential; measure the presence and
intensity of collinear relations among the regression data; and
help to identify variables involved in each and pinpoint estimated
coefficients potentially most adversely affected. The book
emphasizes diagnostics and includes suggestions for remedial
action

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