2009
DOI: 10.1007/978-0-387-09608-7
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A Modern Approach to Regression with R

Abstract: A Modern Approach to Regression with R is aimed, according to its preface, at first-year graduate students and senior undergraduates. This book fills an important niche in the regression textbook by providing a data-centered approach strong on graphics. Modern Approach is very much in the spirit of Cook and Weisberg (1999) and Weisberg (2005).I have taught an undergraduate applied regression course for several years, and found few textbooks that are appropriate for modern students. To reveal my prejudices up f… Show more

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Cited by 483 publications
(341 citation statements)
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“…In order to correct nonlinearity and non-constant variance, we used Box-Cox transformations of the response variables (forest stand variables). For the determination of the potential subset of independent variables, there are two distinctly different approaches, namely, all possible subsets and stepwise methods [54]. In the present study, we used all possible subsets.…”
Section: Model Construction and Validationmentioning
confidence: 99%
“…In order to correct nonlinearity and non-constant variance, we used Box-Cox transformations of the response variables (forest stand variables). For the determination of the potential subset of independent variables, there are two distinctly different approaches, namely, all possible subsets and stepwise methods [54]. In the present study, we used all possible subsets.…”
Section: Model Construction and Validationmentioning
confidence: 99%
“…To mitigate the bias of small sample size and increase reliability of our generalized results, we conducted a re-sampling bootstrap method of analysis. This estimation method allows statistical analysis of small sample sizes, as it repeats 1000 times our study parameters using random samples of our original participants (Chernick, 2008;Singh & Xie, 2008;Scholz, 2007;Sheather, 2009). These bootstrapped results are recorded throughout the paper.…”
Section: Methodsmentioning
confidence: 99%
“…where € B = Φ T WΦ and w i 's form the main diagonal of the weight matrix W [30]. Typically, weights can be chosen in proportion to the separation between points, for example half the nearest neighbor distance of a sampling point [31].…”
Section: A Linear Estimator Of the Parametric Scalar Fieldmentioning
confidence: 99%