Birkes D., Dodge Y. Alternative Methods of Regression

Wiley – 1993, 240 pages
ISBN: 0471568813, 9780471568810An introduction to a variety of regression methods including linear, least-squares, least-absolute- deviations, robust M, nonparameter rank-based, Bayesian and ridge regressions. Each chapter contains sections on estimating the regression line for simple regression data, testing the slope of the regression line, estimating regression coefficients for multiple regression data and testing regression coefficients. The computation sections at each chapter's end feature existing programs and packages that perform these procedures.
This unique book brings together most of the available results on applications of mathematical programming in statistics, and also develops the necessary statistical and programming theory and methods.Linear Regression Analysis.
Constructing and Checking the Model.
Least Squares Regression.
Least Absolute Deviations Regression.
M-Regression.
Nonparametric Regression.
Bayesian Regression.
Ridge Regression.
Comparisons.
Other Methods.