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Multivariate Analysis: Methods and Applications, by William R. Dillon, Matthew Goldstein
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Structural Sensitivity in Econometric Models Edwin Kuh, John W. Neese and Peter Hollinger Provides a pathbreaking assessment of the worth of linear dynamic systems methods for probing the behavior of complex macroeconomic models. Representing a major improvement upon the standard "black box" approach to analyzing economic model structure, it introduces the powerful concept of parameter sensitivity analysis within a linear systems root/vector framework. The approach is illustrated with a good mediumsize econometric model (Michigan Quarterly Econometric Model of the United States). EISPACK, the Fortran code for computing characteristic roots and vectors has been upgraded and augmented by a model linearization code and a broader algorithmic framework. Also features an interface between the algorithmic code and the interactive modeling system (TROLL), making an unusually wide range of linear systems methods accessible to economists, operations researchers, engineers and physical scientists. 1985 (0-471-81930-1) 324 pp. Linear Statistical Models and Related Methods With Applications to Social Research John Fox A comprehensive, modern treatment of linear models and their variants and extensions, combining statistical theory with applied data analysis. Considers important methodological principles underlying statistical methods. Designed for researchers and students who wish to apply these models to their own work in a flexible manner. 1984 (0 471-09913-9) 496 pp. Statistical Methods for Forecasting Bovas Abraham and Johannes Ledolter This practical, user-oriented book treats the statistical methods and models used to produce short-term forecasts. Provides an intermediate level discussion of a variety of statistical forecasting methods and models and explains their interconnections, linking theory and practice. Includes numerous time-series, autocorrelations, and partial autocorrelation plots. 1983 (0 471-86764-0) 445 pp.
- Sales Rank: #917218 in Books
- Published on: 1984-08-22
- Original language: English
- Number of items: 1
- Dimensions: 9.65" h x 1.31" w x 6.38" l, 2.22 pounds
- Binding: Hardcover
- 608 pages
From the Publisher
A practical methods book providing complete, up-to-date non-technical guidance to multivariate methods. The emphasis is on real data, examples, and computer programs along with an integration of theory and application. Treats special topics, such as multidimensional scaling, cross-classified categorical data, latent structure analysis, and LISREL (linear structural relations).
From the Inside Flap
In recent years, an enormous amount of work has been done in the field of multivariate analysis, and a growing number of social, behavioral, and biological professionals have come to rely on these techniques for their research needs. Multivariate Analysis: Methods and Applications is an in-depth guide to multivariate methods. Employing a minimum of mathematical theory, it uses real data from a wide range of disciplines to illustrate not only ideas and applications, but also the subtleties of these methods. Special coverage of important topics not found in other general multivariate texts includes: multidimensional scaling, cross-classified categorical data, latent structure analysis, and linear structural relations (LISREL). A technical appendix reviews linear algebra and matrices and contains some distributional results dealing with the multivariate normal, multinomial, and Wishart distributions.
From the Back Cover
Structural Sensitivity in Econometric Models Edwin Kuh, John W. Neese and Peter Hollinger Provides a pathbreaking assessment of the worth of linear dynamic systems methods for probing the behavior of complex macroeconomic models. Representing a major improvement upon the standard "black box" approach to analyzing economic model structure, it introduces the powerful concept of parameter sensitivity analysis within a linear systems root/vector framework. The approach is illustrated with a good mediumsize econometric model (Michigan Quarterly Econometric Model of the United States). EISPACK, the Fortran code for computing characteristic roots and vectors has been upgraded and augmented by a model linearization code and a broader algorithmic framework. Also features an interface between the algorithmic code and the interactive modeling system (TROLL), making an unusually wide range of linear systems methods accessible to economists, operations researchers, engineers and physical scientists. 1985 (0-471-81930-1) 324 pp. Linear Statistical Models and Related Methods With Applications to Social Research John Fox A comprehensive, modern treatment of linear models and their variants and extensions, combining statistical theory with applied data analysis. Considers important methodological principles underlying statistical methods. Designed for researchers and students who wish to apply these models to their own work in a flexible manner. 1984 (0 471-09913-9) 496 pp. Statistical Methods for Forecasting Bovas Abraham and Johannes Ledolter This practical, user-oriented book treats the statistical methods and models used to produce short-term forecasts. Provides an intermediate level discussion of a variety of statistical forecasting methods and models and explains their interconnections, linking theory and practice. Includes numerous time-series, autocorrelations, and partial autocorrelation plots. 1983 (0 471-86764-0) 445 pp.
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