This book builds on John Fox′s previous volume in the QASS Series, Non Parametric Simple Regression. In this monograph readers learn to estimate and plot smooth functions when there are multiple independent variables. While regression analysis traces the dependence of the distribution of a response variable to see if it bears a particular (linear) relationship to one or more of the predictors, nonparametric regression analysis makes minimal assumptions about the form of relationship between the average response and the predictors. This makes nonparametric regression a more useful technique for analyzing data in which there are several predictors that may combine additively to influence the response. (An example could be something like birth order/gender/and temperament on achievement motivation).
Unfortunately, researchers have not had accessible information on nonparametric regression analysis, until now. Beginning with presentation of nonparametric regression based on dividing the data into bins and averaging the response values in each bin, Fox introduces readers to the techniques of kernel estimation, additive nonparametric regression, and the ways nonparametric regression can be employed to select transformations of the data preceding a linear least-squares fit. The book concludes with ways nonparametric regression can be generalized to logit, probit, and Poisson regression.
Содержание
Local Polynomial Multiple Regression
Additive Regression Models
Projection-Pursuit Regression
Regression Trees
Generalized Nonparametric Regression
Concluding Remarks
Integrating Nonparametric Regression in Statistical Practice
Об авторе
John Fox received a BA from the City College of New York and a Ph D from the University of Michigan, both in Sociology. He is Professor Emeritus of Sociology at Mc Master University in Hamilton, Ontario, Canada, where he was previously the Senator William Mc Master Professor of Social Statistics. Prior to coming to Mc Master, he was Professor of Sociology, Professor of Mathematics and Statistics, and Coordinator of the Statistical Consulting Service at York University in Toronto. Professor Fox is the author of many articles and books on applied statistics, including /emph{Applied Regression Analysis and Generalized Linear Models, Third Edition} (Sage, 2016). He is an elected member of the R Foundation, an associate editor of the Journal of Statistical Software, a prior editor of R News and its successor the R Journal, and a prior editor of the Sage Quantitative Applications in the Social Sciences monograph series.