Applied Regression Modeling, 2nd edition
by Iain Pardoe
The first edition of this book was developed from class notes written for an applied regression course taken primarily by undergraduate business majors in their junior year at the University of Oregon. Since the regression methods and techniques covered in the book have broad application in many fields, not just business, this second edition widens its scope to reflect this. Details of the major changes for the second edition are included below.
The book is suitable for any undergraduate statistics course in which regression analysis is the main focus. A recommended prerequisite is an introductory probability and statistics course. It would also be suitable for use in an applied regression course for non-statistics major graduate students, including MBAs, and for vocational, professional, or other non-degree courses. Mathematical details have deliberately been kept to a minimum, and the book does not contain any calculus. Instead, emphasis is placed on applying regression analysis to data using statistical software, and understanding and interpreting results.
Chapter 1 reviews essential introductory statistics material, while Chapter 2 covers simple linear regression. Chapter 3 introduces multiple linear regression, while Chapters 4 and 5 provide guidance on building regression models, including transforming variables, using interactions, incorporating qualitative information, and using regression diagnostics. Each of these chapters includes homework problems, mostly based on analyzing real datasets provided with the book. Chapter 6 contains three in-depth case studies, while Chapter 7 introduces extensions to linear regression and outlines some related topics. The appendices contain a list of statistical software packages that can be used to carry out all the analyses covered in the book (each with detailed instructions available from the book website), a table of critical values for the t-distribution, notation and formulas used throughout the book, a glossary of important terms, a short mathematics refresher, and brief answers to selected homework problems.
The first five chapters of the book have been used successfully in quarter-length courses at a number of institutions. An alternative approach for a quarter-length course would be to skip some of the material in Chapters 4 and 5 and substitute one or more of the case studies in Chapter 6, or briefly introduce some of the topics in Chapter 7. A semester-length course could comfortably cover all the material in the book.
The website for the book contains supplementary material designed to help both the instructor teaching from this book and the student learning from it. There you'll find all the datasets used for examples and homework problems in formats suitable for most statistical software packages, as well as detailed instructions for using the major packages, including SPSS, Minitab, SAS, JMP, Data Desk, EViews, Stata, Statistica, R, and S-PLUS. There is also some information on using the Microsoft Excel spreadsheet package for some of the analyses covered in the book (dedicated statistical software is necessary to carry out all of the analyses). The website also includes information on obtaining a solutions manual containing complete answers to all the homework problems, as well as further ideas for organizing class time around the material in the book.
The book contains the following stylistic conventions:
Major changes for the second edition
Last updated: April, 2012
© 2012, Iain Pardoe