Sen A., Srivastava M. Regression Analysis: Theory, Methods, and Applications

Springer, 1990. — 360 p. — ISBN 1461287898, 9781461287896.An up-to-date, rigorous, and lucid treatment of the theory, methods, and applications of regression analysis, and thus ideally suited for those interested in the theory as well as those whose interests lie primarily with applications. It is further enhanced through real-life examples drawn from many disciplines, showing the difficulties typically encountered in the practice of regression analysis. Consequently, this book provides a sound foundation in the theory of this important subject.Contents: Introduction –Multiple Regression – Tests and Confidence Regions – Indicator Variables – The Normality Assumption – Unequal Variances – Correlated Errors – Outliers and Influential Observations – Transformations – Multicollinearity – Variable Selection – Biased Estimation: