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Regression Diagnostics

Regression Diagnostics
An Introduction

Second Edition

February 2020 | 168 pages | SAGE Publications, Inc

Regression diagnostics are methods for determining whether a regression model that has been fit to data adequately represents the structure of the data. For example, if the model assumes a linear (straight-line) relationship between the response and an explanatory variable, is the assumption of linearity warranted? Regression diagnostics not only reveal deficiencies in a regression model that has been fit to data but in many instances may suggest how the model can be improved. The Second Edition of this bestselling volume by John Fox considers two important classes of regression models: the normal linear regression model (LM), in which the response variable is quantitative and assumed to have a normal distribution conditional on the values of the explanatory variables; and generalized linear models (GLMs) in which the conditional distribution of the response variable is a member of an exponential family. R code and data sets for examples within the text can be found on an accompanying website at

Series Editors Introduction
About the Author
Chapter 1. Introduction
Chapter 2. The Linear Regression Model: Review
The Normal Linear Regression Models  
Least-Squares Estimation  
Statistical Inference for Regression Coefficients  
The Linear Regression Model in Matrix Forms  
Chapter 3. Examining and Transforming Regression Data
Univariate Displays  
Transformations for Symmetry  
Transformations for Linearity  
Transforming Nonconstant Variation  
Interpreting Results When Variables are Transformed  
Chapter 4. Unusual data
Measuring Leverage: Hatvalues  
Detecting Outliers: Studentized Residuals  
Measuring Influence: Cook’s Distance and Other Case-Deletion Diagnostics  
Numerical Cutoffs for Noteworthy Case Diagnostics  
Jointly Influential Cases: Added-Variable Plots  
Should Unusual Data Be Discarded?  
Unusual Data: Details  
Chapter 5. Non-Normality and Nonconstant Error Variance
Detecting and Correcting Non-Normality  
Detecting and Dealing With Nonconstant Error Variance  
Robust Coefficient Standard Errors  
Weighted Least Squares  
Robust Standard Errors and Weighted Least Squares: Details  
Chapter 6. Nonlinearity
Component-Plus-Residual Plots  
Marginal Model Plots  
Testing for Nonlinearity  
Modeling Nonlinear Relationships with Regression Splines  
Chapter 7. Collinearity
Collinearity and Variance Inflation  
Visualizing Collinearity  
Generalized Variance Inflation  
Dealing With Collinearity  
*Collinearity: Some Details  
Chapter 8. Diagnostics for Generalized Linear Models
Generalized Linear Models: Review  
Detecting Unusual Data in GLMs  
Nonlinearity Diagnostics for GLMs  
Diagnosing Collinearity in GLMs  
Quasi-Likelihood Estimation of GLMs  
*GLMs: Further Background  
Chapter 9. Concluding Remarks
Complementary Reading  

The work of a master who knows how to make regression come alive with engaging language and catchy graphics.

Helmut Norpoth
Stony Brook University

This monograph provides very clear and quite comprehensive treatment of many tools and strategies for dealing with the various issues and situations that might arise to compromise the extent to which a regression model accurately represents the structure that exists within a dataset. As such, I would recommend this work to both beginners and experienced researchers in the social sciences. 

William G. Jacoby
Professor Emeritus, Michigan State University

John Fox has substantially updated his authoritative, compact, and accessible presentation on diagnosing and correcting problems in regression models. New sections on graphical inspection and transformation prior to analysis, and on diagnostics for generalized linear models enhance its utility. I recommend it strongly to instructors and practitioners alike.

Peter Marsden
Harvard University

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ISBN: 9781544375229