应用回归分析

Hacker News 上怎么说

• graycat · 2017 年

  …这可以一路追溯到1960年代计算机早期的辉煌时代，还有社会科学领域大量可以追溯到1940年代甚至1900年左右的研究。大家其实已经了解很多了。比如，有现在堪称经典的 Draper 和 Smith 写的《Applied Regression Analysis》（应用回归分析）。像 IBM Scientific Subroutine Package (SSP)、SPSS（社会科学统计软件包）、SAS（统计分析系统）等软件，就是用来为 Draper 和 Smith 这类教材里的计算提供算力支持的。…

  …going back strongly to the early days of computers in the 1960s and a lot in the social sciences back to the 1940s and even about 1900. A lot is known. E.g., there's the now classic Draper and Smith, Applied Regression Analysis. Software IBM Scientific Subroutine Package (SSP), SPSS (Statistical Package for the Social Sciences), SAS (Statistical Analysis System), etc. does the arithmetic for texts such as Draper and Smith.…

• graycat · 2018 年

  …TeX）：George W. Snedecor 和 William G. Cochran 著的《Statistical Methods, Sixth Edition》（统计方法第六版）。一本优秀的、入门级、非玩具级的回归分析教材，前置知识要求极低：N. R. Draper 和 H. Smith 著的《Applied Regression Analysis》（应用回归分析）。还有一些关于回归及其常见泛化延伸的好书，比如我没记错的话（IIRC），因子分析，即主成分分析、判别分析等：Maurice M. Tatsuoka 著的《Multivariate Analysis:…

  …TeX): George W.\ Snedecor and William G.\ Cochran, {\it Statistical Methods, Sixth Edition.\/} A good, first, no toy, text on regression, with minimal prerequisites: N.\ R.\ Draper and H.\ Smith, {\it Applied Regression Analysis.\/} Some good books on regression and its usual generalizations, e.g., IIRC, factor analysis, i.e., principle components, discriminate analysis, etc.: Maurice M.\ Tatsuoka, {\it Multivariate Analysis:…

• graycat · 2013 年

  …Algebraic Systems》，Prentice-Hall，恩格尔伍德克利夫斯，1967年。======================================== 多元统计 我在多元统计方面的入门书主要是 N. R. Draper 和 H. Smith 著的《Applied Regression Analysis》（应用回归分析），John Wiley and Sons，纽约，1968年。显然这本书后来的版本至今仍很受关注。---------------------------------------- 一本关于“回归分析”相对硬核的书是 C.…

  …Algebraic Systems', Prentice-Hall, Englewood Cliffs, 1967. ======================================== Multivariate Statistics My main start with multivariate statistics was N. R. Draper and H. Smith, 'Applied Regression Analysis', John Wiley and Sons, New York, 1968. Apparently later editions of this book remain of interest. ---------------------------------------- A relatively serious book on 'regression analysis' is C.…

• graycat · 2015 年

  …Wiley and Sons，1971年。C. Radhakrishna Rao 著，《Linear Statistical Inference and Its Applications: Second Edition》（线性统计推断及其应用：第二版），ISBN 0-471-70823-2，John Wiley and Sons，纽约，1967年。N. R. Draper 和 H. Smith 著，《Applied Regression Analysis》（应用回归分析），John Wiley and Sons，纽约，1968年。Leo Breiman、Jerome H. Friedman、Richard A. Olshen、Charles J. Stone 著，《Classification and Regression Trees》（分类与回归树），ISBN 0-534-98054-6，Wadsworth & Brooks/Cole，太平洋…

  …Wiley and Sons, 1971. C. Radhakrishna Rao, 'Linear Statistical Inference and Its Applications: Second Edition', ISBN 0-471-70823-2, John Wiley and Sons, New York, 1967. N. R. Draper and H. Smith, 'Applied Regression Analysis', John Wiley and Sons, New York, 1968. Leo Breiman, Jerome H. Friedman, Richard A. Olshen, Charles J. Stone, 'Classification and Regression Trees', ISBN 0-534-98054-6, Wadsworth & Brooks/Cole, Pacific…

• waldrews · 2008 年

  …专业。市面上有大量菜谱式的书，充斥着“然后你就跑这个回归，再把 p-value 跟 5% 比一下”这种说法，但这根本不是你想要的。任何书名类似于《Applied Regression Analysis》（应用回归分析）或《Multivariate Statistical Analysis》（多元统计分析）的书，水平都会更扎实硬核一些。再往后就是进阶专题了——实验设计、生存分析、厚尾分布、稳健统计…

  …specialized. There's plenty of cookbooks with statements like "and then you should do this regression and compare the p-value to 5%," but that's not what you want. Any of several books with titles like Applied Regression Analysis or Multivariate Statistical Analysis will be at a more substantial level. After that there are specialist topics - experiment design, survival analysis, heavy tailed distributions, robust statistics,…

• graycat · 2017 年

  …Alexander M. Mood、Franklin A. Graybill 和 Duane C. Boas 著，《Introduction to the Theory of Statistics, Third Edition》（统计学理论导论第三版），McGraw-Hill，纽约，1974年。更详尽但依然易懂的形式见于 N. R. Draper 和 H. Smith 著的《Applied Regression Analysis》（应用回归分析），John Wiley and Sons，纽约，1968年。而论述更详尽、推导更严谨的则是 C. Radhakrishna Rao 著的《Linear Statistical Inference and Its Applications: Second Edition》（线性统计推断及其应用：第二版），ISBN 0-471-70823-2，John Wiley and…

  …Mood, Franklin A. Graybill, and Duane C. Boas, Introduction to the Theory of Statistics, Third Edition, McGraw-Hill, New York, 1974. with more detail but still easy form in N. R. Draper and H. Smith, Applied Regression Analysis, John Wiley and Sons, New York, 1968. with much more detail and carefully done in C. Radhakrishna Rao, Linear Statistical Inference and Its Applications: Second Edition, ISBN 0-471-70823-2, John Wiley and…

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