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Modern Methods for Robust Regression
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Modern Methods for Robust Regression



September 2007 | 128 pages | SAGE Publications, Inc
Geared towards both future and practising social scientists, this book takes an applied approach and offers readers empirical examples to illustrate key concepts. It includes: applied coverage of a topic that has traditionally been discussed from a theoretical standpoint; empirical examples to illustrate key concepts; a web appendix that provides readers with the data and the R-code for the examples used in the book.
 
List of Figures
 
List of Tables
 
Series Editor's Introduction
 
Acknowledgments
 
1. Introduction
Defining Robustness

 
Defining Robust Regression

 
A Real-World Example: Coital Frequency of Married Couples in the 1970s

 
 
2. Important Background
Bias and Consistency

 
Breakdown Point

 
Influence Function

 
Relative Efficiency

 
Measures of Location

 
Measures of Scale

 
M-Estimation

 
Comparing Various Estimates

 
Notes

 
 
3. Robustness, Resistance, and Ordinary Least Squares Regression
Ordinary Least Squares Regression

 
Implications of Unusual Cases for OLS Estimates and Standard Errors

 
Detecting Problematic Observations in OLS Regression

 
Notes

 
 
4. Robust Regression for the Linear Model
L-Estimators

 
R-Estimators

 
M-Estimators

 
GM-Estimators

 
S-Estimators

 
Generalized S-Estimators

 
MM-Estimators

 
Comparing the Various Estimators

 
Diagnostics Revisited: Robust Regression-Related Methods for Detecting Outliers

 
Notes

 
 
5. Standard Errors for Robust Regression
Asymptotic Standard Errors for Robust Regression Estimators

 
Bootstrapped Standard Errors

 
Notes

 
 
6. Influential Cases in Generalized Linear Models
The Generalized Linear Model

 
Detecting Unusual Cases in Generalized Linear Models

 
Robust Generalized Linear Models

 
Notes

 
 
7. Conclusions
 
Appendix: Software Considerations for Robust Regression
 
References
 
Index
 
About the Author

Sample Materials & Chapters

Chapter 2

Chapter 4

Chapter 6

Andersen_files.zip


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Robert Andersen

Robert Andersen is a Professor of Sociology and Political Science at the University of Toronto. His research interests are in applied statistics, political sociology (especially the social bases of attitudes and political behavior), social stratification, and the sociology of work. Some of his recent work has appeared in the American Sociological Review, the Journal of Politics, and Sociological Methodology. More About Author

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ISBN: 9781412940726
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