Preface to the 3rd Edition

نویسندگان

Wolfgang Karl Härdle

Léopold Simar

Ying Chen

Song Song

چکیده

The chapter on regression models focuses on a core business of multivariate statistical analysis. This contribution has not been subject of a prominent discussion in earlier editions of this book. We now take the opportunity to cover classical themes of ANOVA and ANCOVA analysis. Categorial responses are presented Section 8.2. The spectrum of log linear models for contingency tables is presented in Section 8.2.2 and applications to count data e.g. in the economic and medical science is presented there. Logit models are discussed in great detail and the numerical implementation in terms of matrix manipulations are presented. The majority of pictures and numerical examples has been now calculated in the (almost) standard language R & MATLAB. The code for each picture is indicated with a small sign near the picture, e.g. MVAdenbank denotes the corresponding quantlet for reproduction of Figure 1.9, where we display the densities of the diagonal of genuine and counterfeit bank notes. We believe that these publicly available Quantlets (see also www.quantlet.com) create a valuable contribution to distribution of knowledge in the statistical science. The symbols and notations have also been standardized. In the preparation of the 3rd edition, we received valuable input from Song Song, Weining Wang and Mengmeng Guo. We would like to thank them.

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