Exploring Multivariate Data with the Forward Search

Anthony C Atkinson

ISBN 10: 0387408525 / ISBN 13: 9780387408521

Editore: Springer New York Jan 2004, 2004

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Neuware - Why We Wrote This Book This book is about using graphs to explore and model continuous multi variate data. Such data are often modelled using the multivariate normal distribution and, indeed, there is a literatme of weighty statistical tomes presenting the mathematical theory of this activity. Our book is very dif ferent. Although we use the methods described in these books, we focus on ways of exploring whether the data do indeed have a normal distribution. We emphasize outlier detection, transformations to normality and the de tection of clusters and unsuspected influential subsets. We then quantify the effect of these departures from normality on procedures such as dis crimination and duster analysis. The normal distribution is central to our book because, subject to our exploration of departures, it provides useful models for many sets of data. However, the standard estimates of the parameters, especially the covari ance matrix of the observations, are highly sensitive to the presence of outliers. This is both a blessing and a curse. It is a blessing because, if we estimate the parameters with the outliers excluded, their effect is appre ciable and apparent if we then include them for estimation. It is however a curse because it can be hard to detect which observations are outliers. We use the forward search for this purpose.

Codice articolo 9780387408521

Dati bibliografici

• Titolo: Exploring Multivariate Data with the Forward Search
• Editore: Springer New York Jan 2004
• Data di pubblicazione: 2004
• Lingua: Inglese
• ISBN 10: 0387408525
• ISBN 13: 9780387408521
• Rilegatura: Buch
• Condizione: Neu
• Dimensioni: 244 L x 165 A x 34 P (millimetri) 244 millimetri di larghezza per 165 millimetri di altezza per 34 millimetri di profondità
• Peso: 1136 grammi

Descrizione articolo

Riassunto

This book is concerned with data in which the observations are independent and in which the response is multivariate. Anthony Atkinson has been Professor of Statistics at the London School of Economics since 1989. Before that he was a Professor at Imperial College, London. He is the author of Plots, Transformations, and Regression, co-author of Optimum Experimental Designs, and joint editor of The Fascination of Statistics, a volume celebrating the centenary of the International Statistical Institute. Professor Atkinson has served as editor of The Journal of the Royal Statistical Society, Series B and as associate editor of Biometrika and Technometrics. He has published well over 100 articles in these and other journals including The Annals of Statistics, Biometrics, The Journal of the American Statistical Association, and Statistics and Computing. Marco Riani, after receiving his Ph.D. in Statistics in 1995 from the University of Florence, joined the Faculty of Economics at Parma University as postdoctoral fellow. In 1997 he won the prize for the best Italian Ph.D. thesis in Statistics. He is currently Associate Professor of Statistics in the University of Parma. He has published in Technometrics, The Journal of Computational and Graphical Statistics, The Journal of Business and Economic Statistics, The Journal of Forecasting, Environmetrics, Computational Statistics and Data Analysis, Metron, and other journals.

Dalla quarta di copertina

The forward search provides a method of revealing the structure of data through a mixture of model fitting and informative plots. The continuous multivariate data that are the subject of this book are often analyzed as if they come from one or more normal distributions. Such analyses, including the need for transformation, may be distorted by the presence of unidentified subsets and outliers, both individual and clustered. These important features are disguised by the standard procedures of multivariate analysis. The book introduces methods that reveal the effect of each observation on fitted models and inferences.

The powerful methods of data analysis will be of importance to scientists and statisticians. Although the emphasis is on the analysis of data, theoretical developments make the book suitable for a graduate statistical course on multivariate analysis. Topics covered include principal components analysis, discriminant analysis, cluster analysis and the analysis of spatial data. S-Plus programs for the forward search are available on a web site.

This book is a companion to Atkinson and Riani's Robust Diagnostic Regression Analysis of which the reviewer for The Journal of the Royal Statistical Society wrote "I read this book, compulsive reading such as it was, in three sittings."

Anthony Atkinson is Emeritus Professor of Statistics at the London School of Economics. He is also the author of Plots, Transformations, and Regression and coauthor of Optimum Experimental Designs. Professor Atkinson has served as Editor of The Journal of the Royal Statistical Society, Series B.