Modern Methods for Robust Regression
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Key Features
- Defines key terms necessary to understanding the robustness of an estimator: Because they form the basis of robust regression techniques, the book also deals with various measures of location and scale.
- Addresses the robustness of validity and efficiency: After having described the robustness of validity for an estimator, the author discusses its efficiency.
- Focuses on the impact of outliers: The book compares the robustness of a wide variety of estimators that attempt to limit the influence of unusual observations.
- Gives an overview of some traditional techniques: Both formal statistical tests and graphical methods detect influential cases in the general linear model.
- Offers a Web appendix: This volume provides readers with the data and the R code for the examples used in the book.
Intended Audience
This is an excellent text for intermediate and advanced Quantitative Methods and Statistics courses offered at the graduate level across the social sciences.
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Robert Andersen is Professor of Business, Economics and Public Policy, and Professor of Strategy at the Ivey Business School, Western Univeristy. He is also cross-appointed in the Departments of Sociology, Political Science, and Statistics and Actuarial Science. His previous appointments include Distinguished Professor of Social Science at the University of Toronto, Senator William McMaster Chair in Political Sociology at McMaster University, and Senior Research Fellow at the University of Oxford. AndersenтАЩs research expertise is in social statistics, social stratification, and political economy. Much of his recent research has explored the cross-national relationships between economic conditions, especially income inequality, and a wide array of attitudes and behaviours important for liberal democracy and a successful business environment, including social trust, tolerance, civic participation, support for democracy and attitudes toward public policy. His published research includes Modern Methods for Robust Regression (Sage, 2008), and more than 70 academic papers including articles in the Annual Review of Sociology, American Journal of Political Science, American Sociological Review, British Journal of Political Science, British Journal of Sociology, Journal of Politics, Journal of the Royal Statistical Society, and Sociological Methodology. Andersen has provided consulting for the United Nations, the European Commission, the Canadian Government and the Council of Ministers of Education, Canada.
