Applied Regression Analysis: A Second Course in Business and Economic Statistics

1. An Introduction to Regression Analysis. 2. Review of Basic Statistical Concepts. Introduction / Descriptive Statistics / Discrete Random Variables and Probability Distributions / The Normal Distribution / Populations, Samples, and Sampling Distributions / Estimating a Population Mean / Hypothesis Tests About a Population Mean / Estimating the Difference Between Two Population Means / Hypothesis Tests About the Difference Between Two Population Means. 3. Simple Regression Analysis. Using Simple Regression to Describe a Linear Relationship / Examples of Regression as a Descriptive Technique / Inferences from a Simple Regression Analysis / Assessing the Fit of the Regression Line / Prediction or Forecasting with a Simple Linear Regression Equation. Fitting a Linear Trend to Time-Series Data / Some Cautions in Interpreting Regression Results. 4. Multiple Regression Analysis. Using Multiple Regression to Describe a Linear Relationship / Inferences from a Multiple Regression Analysis / Assessing the Fit of the Regression Line / Comparing Two Regression Models / Prediction with a Multiple Regression Equation / Multicollinearity: A Potential Problem in Multiple Regression / Lagged Variables as Explanatory Variables in Time-Series Regression. 5. Fitting Curves to Data. Introduction / Fitting Curvilinear Relationships. 6. Assessing the Assumptions of the Regression Model. Introduction. Assumptions of the Multiple Linear Regression Model / The Regression Residuals / Assessing the Assumption That the Relationship is Linear / Assessing the Assumption That the Variance Around the Regression Line is Constant / Assessing the Assumption That the Disturbances are Normally Distributed / Influential observations / Assessing the Influence That the Disturbances are Independent. 7. Using Indicator and Interaction Variables. Using and Interpreting Indicator Variables / Interaction Variables / Seasonal Effects in Time-Series Regression. 8. Variable Selection. Introduction. All Possible Regressions. Other Variable Selection Techniques / Which Variable Selection Procedure is Best? 9. An Introduction to Analysis of Variance. One-Way Analysis of Variance. Analysis of Variance Using a Randomized Block Design / Two-Way Analysis of Variance / Analysis of Covariance. 10. Qualitative Dependent Variables: An Introduction to Discriminant Analysis and Logistic Regression. Introduction. Discriminant Analysis / Logistic Regression. 11. Forecasting Methods for Time-Series Data. Introduction / Naive Forecasts / Measuring Forecast Accuracy / Moving Averages / Exponential Smoothing / Decomposition. APPENDICES. A: Summation Notation. B: Statistical Tables. C: A Brief Introduction to MINITAB, Microsoft Excel, and SAS. D: Matrices and their Application to Regression Analysis. E: Solutions to Selected Odd-Numbered Exercises. References / Index.