Showing posts with label bayesian statistics. Show all posts
Showing posts with label bayesian statistics. Show all posts

10/12/2012

Bayes and Empirical Bayes Methods for Data Analysis, Second Edition Review

Bayes and Empirical Bayes Methods for Data Analysis, Second Edition
Average Reviews:

(More customer reviews)
This book features a deep and focused lesson on Bayes and Empirical Bayes Methods. It goes through the key topics as conjugate priors, MCMC methods (non iteratives and iteratives as the well known Gibbs samplining and metropolitis hastings algorithms), model selection methods (as bayes factor) and issues related as model robusteness.
The Approach is increasingly formal and deeply complex, allowing for getting the basics or diving into more complex knowledge according to your former background. You need at least a good understanding of Frequentist statistic to be able to follow the reasonings. Each chapter allow you to stop at some point without losing the thread. Last part of the book is in fact deep knowledge demanding.
The most interesting point of this book according to my very limited statistics background is that it makes good comparations with the frequentist approach (classical approaches as confidence intervals and point estimators), checking performance of either method. Even, it features some combination of both approaches getting some bayessian intervals.
As a negative point, I would say that examples are hard to follow for someone with limited bakground and too much complex. They really do not clear me up enough.
All in all, is a very profitable book for jumping into bayesian methods.

Click Here to see more reviews about: Bayes and Empirical Bayes Methods for Data Analysis, Second Edition

In recent years, Bayes and empirical Bayes (EB) methods have continued to increase in popularity and impact. Building on the first edition of their popular text, Carlin and Louis introduce these methods, demonstrate their usefulness in challenging applied settings, and show how they can be implemented using modern Markov chain Monte Carlo (MCMC) methods. Their presentation is accessible to those new to Bayes and empirical Bayes methods, while providing in-depth coverage valuable to seasoned practitioners.With its broad appeal as a text for those in biomedical science, education, social science, agriculture, and engineering, this second edition offers a relatively gentle and comprehensive introduction for students and practitioners already familiar with more traditional frequentist statistical methods. Focusing on practical tools for data analysis, the book shows how properly structured Bayes and EB procedures typically have good frequentist and Bayesian performance, both in theory and in practice.

Buy Now

Click here for more information about Bayes and Empirical Bayes Methods for Data Analysis, Second Edition

Read More...

8/30/2012

Mathematical Epidemiology (Lecture Notes in Mathematics / Mathematical Biosciences Subseries) Review

Mathematical Epidemiology (Lecture Notes in Mathematics / Mathematical Biosciences Subseries)
Average Reviews:

(More customer reviews)
well done an excellent tool as a reference and introduction to epidemiological modeling. clear and simple. a tool for intermediate and ADVANCE epidemioogia

Click Here to see more reviews about: Mathematical Epidemiology (Lecture Notes in Mathematics / Mathematical Biosciences Subseries)

Based on lecture notes of two summer schools with a mixed audience from mathematical sciences, epidemiology and public health, this volume offers a comprehensive introduction to basic ideas and techniques in modeling infectious diseases, for the comparison of strategies to plan for an anticipated epidemic or pandemic, and to deal with a disease outbreak in real time. It covers detailed case studies for diseases including pandemic influenza, West Nile virus, and childhood diseases. Models for other diseases including Severe Acute Respiratory Syndrome, fox rabies, and sexually transmitted infections are included as applications. Its chapters are coherent and complementary independent units. In order to accustom students to look at the current literature and to experience different perspectives, no attempt has been made to achieve united writing style or unified notation.Notes on some mathematical background (calculus, matrix algebra, differential equations, and probability) have been prepared and may be downloaded at the web site of the Centre for Disease Modeling (www.cdm.yorku.ca).

Buy NowGet 21% OFF

Click here for more information about Mathematical Epidemiology (Lecture Notes in Mathematics / Mathematical Biosciences Subseries)

Read More...

7/12/2012

Multivariate Statistical Modelling Based on Generalized Linear Models (Springer Series in Statistics) Review

Multivariate Statistical Modelling Based on Generalized Linear Models (Springer Series in Statistics)
Average Reviews:

(More customer reviews)
Back in 2000 Stephen Fienberg gave a talk at the University of California at Irvine on the 2000 census and his book "Who Counts". After the talk I went to dinner with him, my colleague Bob Newcomb and Anita Iannucci. Driving to dinner Bob ask Steve for a recommendation on a multivariate textbook. A number of choice were mentioned. Bob's favorite was Cooley and Lohnes but that was a bit dated. He was definitely looking for an applied text and not a theoretical one. I learned my multivariate analysis out of the first edition of Ted Anderson's book. But that is traditional multivariate Gaussian theory and is not at all an applied text. I always liked Gnanadesikan's book and I mentioned that. Srivastava and carter is an applied text that I like and there are many other choices.
I don't recall many of Fienberg's suggestions but I do distinctly recall that he did say that now you can teach it as a special case of the generalized linear models. The idea seemed to make sense to me but I couldn't picture the details. This book is apparently the book Fienberg had in mind. He might have been thinking about the first edition because this second edition was not out then.
The book is very applied and modern and covers many important topics for biostatisticians. Coverage includes multicategorical responses, semi and nonparametric modelling, time series and longitudinal data, random effects models, state space models including Kalman Filters and nonlinear models, and survival analysis. This is not traditional multivariate data but covers many type of multivariate data and models that do not fit the standard multivariate Gaussian theory.
Chapter 4 on selecting and checking models seems to deal with the classical linear models taking a non-standard approach through the methods of generalized linear models.
Excellent text for an applied course and for a reference book. It also covers hidden Markov models and Bayesian methods (including the MCMC implementation and the WinBugs software).


Click Here to see more reviews about: Multivariate Statistical Modelling Based on Generalized Linear Models (Springer Series in Statistics)

The book is aimed at applied statisticians, graduate students of statistics, and students and researchers with a strong interest in statistics and data analysis. This second edition is extensively revised, especially those sections relating with Bayesian concepts.

Buy NowGet 20% OFF

Click here for more information about Multivariate Statistical Modelling Based on Generalized Linear Models (Springer Series in Statistics)

Read More...

6/28/2012

Multidimensional Item Response Theory (Statistics for Social and Behavioral Sciences) Review

Multidimensional Item Response Theory (Statistics for Social and Behavioral Sciences)
Average Reviews:

(More customer reviews)
The MIRT sub-field of psychometrics has for years labored in obscurity, due in no small part to the inability of its practitioners and students to understand each other and master each other's algorithms and models. Reckase, one of the field's leaders, takes a bold step in correcting the situation. Excellently researched, clearly written, logically presented, fair and balanced, Reckase summarizes the foundations of probabilistic unidimensional models and shows how they generalize, so that persons (test examinees) and items (test questions) can be represented as points (vectors) floating around in a multidimensional space.
This is not a book for the field practitioner or the casual researcher. It does not skip over the math, and the math is hard-core. Nonetheless, it is surprisingly readable. The reader will be pleased to find himself following the gist of Reckase's explanations without difficulty, even when the mathematical details are too much.
To appreciate this work, it is important to know why MIRT is important. Unfortunately, Reckase never tells us. We understand that MIRT is motivated by the fact that items and tests are complex, that they embody multiple dimensions, that therefore a multidimensional model is necessary. This hardly touches the surface. As the fantastic drama of the Netflix contest revealed (a recently resolved contest to win $1 m. for best predicting movie ratings), we live in a world of psychological profiling and prediction, a world populated by weird and incredible mathematical models that touch on every aspect of life -- from selecting food at Safeway, to renting movies, to profiling terrorists, to guiding teacher instructional decisions, to training computers to read and understand text and recognize the spoken word. None of that is in this book. The great divide between educational psychometrics and "data mining" or "knowledge discovery" has yet to be crossed. MIRT is the subfield within educational psychometrics that will ultimately bridge that divide.
On the theory side, Reckase does not conceal his differences with the "Rasch School" of psychometrics (of which I am a member) regarding the purpose of educational measurement and modeling, though he is obviously well-versed in Rasch models and presents them well, including their MIRT flavors. He sees the purpose of a model to be "descriptive" (to describe the data closely), whereas Rasch theorists see the purpose of a model to be "prescriptive" (to prescribe the conditions under which data yield true measures, i.e., measures that are most likely to reproduce across datasets regardless of person and item samples). The models that Reckase speaks about with the confidence of personal knowledge are "descriptive" in this sense.
Due perhaps to his preference for descriptive models, I found there were certain questions that Reckase did not seem to spend time on, questions that are huge for me:
1. How well do MIRT models handle small sample sizes?
2. How do they handle missing data, whether randomly or non-randomly missing?
3. To what degree are the person and item parameters invariant across samples? Can I cherry-pick my samples and get different parameters?
These are the sorts of questions Rasch people are always asking and where the Rasch model, properly used, has much to offer.
I also found myself looking in vain for discussion of Rasch's "specific objectivity" property as relates to MIRT, often called the "invariance" property. I learned that Reckase means something else entirely by the same word. In the Rasch world, "invariance" means that item and person parameters, and the resulting response probabilities, are invariant across samples, that persons will obtain the same relative measures regardless of what items they are administered so long as the items embody the same dimension. For Reckase, "invariance" means that the origin and orientation of the coordinate system can be moved without affecting the response probabilities. It's got nothing to do with samples. So, in the end, I still don't know what, if any, invariance properties the various MIRT models discussed in the book possess, defining "invariance" in the Rasch sense as invariance across person and item samples.

But those are my problems, not Reckase's. This book is a significant step forward in the maturation of an extraordinarily important, but little known, field.

Click Here to see more reviews about: Multidimensional Item Response Theory (Statistics for Social and Behavioral Sciences)

First thorough treatment of multidimensional item response theoryDescription of methods is supported by numerous practical examplesDescribes procedures for multidimensional computerized adaptive testing

Buy NowGet 45% OFF

Click here for more information about Multidimensional Item Response Theory (Statistics for Social and Behavioral Sciences)

Read More...

6/27/2012

Bayesian Adaptive Methods for Clinical Trials (Chapman & Hall/CRC Biostatistics Series) Review

Bayesian Adaptive Methods for Clinical Trials (Chapman and Hall/CRC Biostatistics Series)
Average Reviews:

(More customer reviews)
In the pharmaceutical industry adaptive designs are currently the rage because of their many potential advantages due to their flexibility. It allows you to stop early for efficacy or futility. It can do drug dose selection more easily and may have patients on inferior treatment for smaller amounts of time. There have already been four or five books published from the frequentist point of view. This is the first serious text on adaptive designs using the Bayesian approach. Pharmaceutical companies including Johnson and Johnson, Eli Lilly, Pfizer, Merck, Novartis, Novo Nordisk, Millennium, AMAG and GlaxoSmithKline have all been successful at running adaptive trials. Merck for example has already completed more than 40 adaptive design trials. Such trials can be done in phase II, phase III or a combining of phases II and III in a single adaptive trial. Merck claims to have completed over 40 adaptive trials. The M D Anderson Medical Center at UT Houston runs hundreds of adaptive trials (all as far as I know using the Bayesian methodology). Don Berry runs the biostatistics group at M D Anderson and he and his son scott own a consulting group that helps companies run Bayesian adaptive designs. Eli Lilly has been one of their clients on a drug trial and Biosense Webster, a J& J company, used them for a Bayesian trial on one of their ablation catheters. Scott Berry isone of the authors of this book and a lot of the book is devoted to work of Berry first at Duke and then later at M D Anderson and Berry Consultants.
Adaptive designs have logistic problems but companies have been able to overcome the problems motivated by the overall time and money saving benefits. All types of studies are illustrated from phase I through phase III and the examples are real and practical. Even when taking the Bayesian approach issues of frequentist properties for the designs comes up. Missing data, multiple testing, type I error and power of the test conditional and unconidtional are important when the frequentist approach is applied. The authors admit that both frequentist and Bayesian properties for a design are important and can be evaluated through simulation.
Although adaptive designs can be implemented effectively using either the Bayesian or the frequentist approaches. But Bayesian trials are a little more natural and simpler. This is the right book to get if you are interested in Bayesian methods.

Click Here to see more reviews about: Bayesian Adaptive Methods for Clinical Trials (Chapman & Hall/CRC Biostatistics Series)

Already popular in the analysis of medical device trials, adaptive Bayesian designs are increasingly being used in drug development for a wide variety of diseases and conditions, from Alzheimer's disease and multiple sclerosis to obesity, diabetes, hepatitis C, and HIV. Written by leading pioneers of Bayesian clinical trial designs, Bayesian Adaptive Methods for Clinical Trials explores the growing role of Bayesian thinking in the rapidly changing world of clinical trial analysis.The book first summarizes the current state of clinical trial design and analysis and introduces the main ideas and potential benefits of a Bayesian alternative. It then gives an overview of basic Bayesian methodological and computational tools needed for Bayesian clinical trials. With a focus on Bayesian designs that achieve good power and Type I error, the next chapters present Bayesian tools useful in early (Phase I) and middle (Phase II) clinical trials as well as two recent Bayesian adaptive Phase II studies: the BATTLE and ISPY-2 trials. In the following chapter on late (Phase III) studies, the authors emphasize modern adaptive methods and seamless Phase II-III trials for maximizing information usage and minimizing trial duration. They also describe a case study of a recently approved medical device to treat atrial fibrillation. The concluding chapter covers key special topics, such as the proper use of historical data, equivalence studies, and subgroup analysis.For readers involved in clinical trials research, this book significantly updates and expands their statistical toolkits. The authors provide many detailed examples drawing on real data sets. The R and WinBUGS codes used throughout are available on supporting websites.

Buy NowGet 18% OFF

Click here for more information about Bayesian Adaptive Methods for Clinical Trials (Chapman & Hall/CRC Biostatistics Series)

Read More...

2/10/2012

Bayesian Disease Mapping: Hierarchical Modeling in Spatial Epidemiology (Chapman & Hall/CRC Interdisciplinary Statistics) Review

Bayesian Disease Mapping: Hierarchical Modeling in Spatial Epidemiology (Chapman and Hall/CRC Interdisciplinary Statistics)
Average Reviews:

(More customer reviews)
This book provides interesting elements about quantitative methods in epidemiology for master students or researchers. it is quite easy to read when you have some basic background in statistics. Nethetheless, the quality of the fonts is not the best, and there are some surprising typing errors even in early pages as the one about "list of tables". Plenty of relevant references on papers and useful softwares.

Click Here to see more reviews about: Bayesian Disease Mapping: Hierarchical Modeling in Spatial Epidemiology (Chapman & Hall/CRC Interdisciplinary Statistics)

Focusing on data commonly found in public health databases and clinical settings, Bayesian Disease Mapping: Hierarchical Modeling in Spatial Epidemiology provides an overview of the main areas of Bayesian hierarchical modeling and its application to the geographical analysis of disease. The book explores a range of topics in Bayesian inference and modeling, including Markov chain Monte Carlo methods, Gibbs sampling, the Metropolis-Hastings algorithm, goodness-of-fit measures, and residual diagnostics. It also focuses on special topics, such as cluster detection; space-time modeling; and multivariate, survival, and longitudinal analyses. The author explains how to apply these methods to disease mapping using numerous real-world data sets pertaining to cancer, asthma, epilepsy, foot and mouth disease, influenza, and other diseases. In the appendices, he shows how R and WinBUGS can be useful tools in data manipulation and simulation. Applying Bayesian methods to the modeling of georeferenced health data, Bayesian Disease Mapping proves that the application of these approaches to biostatistical problems can yield important insights into data.

Buy NowGet 27% OFF

Click here for more information about Bayesian Disease Mapping: Hierarchical Modeling in Spatial Epidemiology (Chapman & Hall/CRC Interdisciplinary Statistics)

Read More...

1/28/2012

Probability, Markov Chains, Queues, and Simulation: The Mathematical Basis of Performance Modeling Review

Probability, Markov Chains, Queues, and Simulation: The Mathematical Basis of Performance Modeling
Average Reviews:

(More customer reviews)
This is the most succinct, clear mathematics book I have ever own. Unlike many mathematics books whose mathematical derivations usually have several missing yet important steps make people scratching their heads, this books is not one of them. All the derivations are very detailed along with great explanations and numerical examples. It is a rare gem in mathematical literature and I salute Prof. Stewart for his great achievement.

Click Here to see more reviews about: Probability, Markov Chains, Queues, and Simulation: The Mathematical Basis of Performance Modeling


Probability, Markov Chains, Queues, and Simulation provides a modern and authoritative treatment of the mathematical processes that underlie performance modeling. The detailed explanations of mathematical derivations and numerous illustrative examples make this textbook readily accessible to graduate and advanced undergraduate students taking courses in which stochastic processes play a fundamental role. The textbook is relevant to a wide variety of fields, including computer science, engineering, operations research, statistics, and mathematics.

The textbook looks at the fundamentals of probability theory, from the basic concepts of set-based probability, through probability distributions, to bounds, limit theorems, and the laws of large numbers. Discrete and continuous-time Markov chains are analyzed from a theoretical and computational point of view. Topics include the Chapman-Kolmogorov equations; irreducibility; the potential, fundamental, and reachability matrices; random walk problems; reversibility; renewal processes; and the numerical computation of stationary and transient distributions. The M/M/1 queue and its extensions to more general birth-death processes are analyzed in detail, as are queues with phase-type arrival and service processes. The M/G/1 and G/M/1 queues are solved using embedded Markov chains; the busy period, residual service time, and priority scheduling are treated. Open and closed queueing networks are analyzed. The final part of the book addresses the mathematical basis of simulation.

Each chapter of the textbook concludes with an extensive set of exercises. An instructor's solution manual, in which all exercises are completely worked out, is also available (to professors only).

Numerous examples illuminate the mathematical theories
Carefully detailed explanations of mathematical derivations guarantee a valuable pedagogical approach
Each chapter concludes with an extensive set of exercises

Professors: A supplementary Solutions Manual is available for this book. It is restricted to teachers using the text in courses. For information on how to obtain a copy, refer to: http://press.princeton.edu/class_use/solutions.html


Buy NowGet 30% OFF

Click here for more information about Probability, Markov Chains, Queues, and Simulation: The Mathematical Basis of Performance Modeling

Read More...

1/01/2012

Applied Bayesian Modeling and Causal Inference from Incomplete-Data Perspectives (Wiley Series in Probability and Statistics) Review

Applied Bayesian Modeling and Causal Inference from Incomplete-Data Perspectives (Wiley Series in Probability and Statistics)
Average Reviews:

(More customer reviews)
Professor Gelman has edited a book containing 29 articles dealing primarily with real applications of Bayesian methods for causal inference and the treatment of incomplete data.
It contains a collection of the best work in applied statistics by prominent statisticians. In addition to learning the wide variety of problems that have been solved using the Bayesian approach (particularly in the medical field) the reader can learn and appreciate the power and ease of interpretation of Bayesian results.

Click Here to see more reviews about: Applied Bayesian Modeling and Causal Inference from Incomplete-Data Perspectives (Wiley Series in Probability and Statistics)

This book brings together a collection of articles on statistical methods relating to missing data analysis, including multiple imputation, propensity scores, instrumental variables, and Bayesian inference. Covering new research topics and real-world examples which do not feature in many standard texts. The book is dedicated to Professor Don Rubin (Harvard). Don Rubin has made fundamental contributions to the study of missing data.
Key features of the book include:
Comprehensive coverage of an imporant area for both research and applications.
Adopts a pragmatic approach to describing a wide range of intermediate and advanced statistical techniques.
Covers key topics such as multiple imputation, propensity scores, instrumental variables and Bayesian inference.
Includes a number of applications from the social and health sciences.
Edited and authored by highly respected researchers in the area.


Buy NowGet 21% OFF

Click here for more information about Applied Bayesian Modeling and Causal Inference from Incomplete-Data Perspectives (Wiley Series in Probability and Statistics)

Read More...

12/23/2011

Hierarchical Modeling and Analysis for Spatial Data (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) Review

Hierarchical Modeling and Analysis for Spatial Data (Chapman and Hall/CRC Monographs on Statistics and Applied Probability)
Average Reviews:

(More customer reviews)
I've bought several spatial statistics books over the years and found they generally fall into one of two categories; oversimplified or cover-to-cover matrix notation, neither of which is very useful for my research. However, this book is "just right," bridging these two extremes. It briefly covers the basics of both point and areal analysis, then gives the reader the tools for more advanced (i.e., realistic) analysis. They devote a chapter to Bayesian basics, which is needed for the last 4 or 5 chapters. The last few chapters weave together a detailed discussion on a variety of hierarchical models and current published results. Most importantly this book offers quite a bit of the necessary R and Winbugs code. Although many of their examples are from the public health world, the techniques and code are easily adapted to natural resource data - my personal focus.

Click Here to see more reviews about: Hierarchical Modeling and Analysis for Spatial Data (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

Among the many uses of hierarchical modeling, their application to the statistical analysis of spatial and spatio-temporal data from areas such as epidemiology And environmental science has proven particularly fruitful. Yet to date, the few books that address the subject have been either too narrowly focused on specific aspects of spatial analysis, or written at a level often inaccessible to those lacking a strong background in mathematical statistics.Hierarchical Modeling and Analysis for Spatial Data is the first accessible, self-contained treatment of hierarchical methods, modeling, and data analysis for spatial and spatio-temporal data. Starting with overviews of the types of spatial data, the data analysis tools appropriate for each, and a brief review of the Bayesian approach to statistics, the authors discuss hierarchical modeling for univariate spatial response data, including Bayesian kriging and lattice (areal data) modeling. They then consider the problem of spatially misaligned data, methods for handling multivariate spatial responses, spatio-temporal models, and spatial survival models. The final chapter explores a variety of special topics, including spatially varying coefficient models.This book provides clear explanations, plentiful illustrations --some in full color--a variety of homework problems, and tutorials and worked examples using some of the field's most popular software packages.. Written by a team of leaders in the field, it will undoubtedly remain the primary textbook and reference on the subject for years to come.

Buy NowGet 23% OFF

Click here for more information about Hierarchical Modeling and Analysis for Spatial Data (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

Read More...

11/13/2011

Bayesian Modeling Using WinBUGS (Wiley Series in Computational Statistics) Review

Bayesian Modeling Using WinBUGS (Wiley Series in Computational Statistics)
Average Reviews:

(More customer reviews)
I try to read at least a couple of statistics books every year and this was one of them for 2009. So far I have been really impressed. If you want a complete introduction to Bayesian statistics, then buy this book. You will find a balanced blend of theory, applications, and the use of the WinBUGS software package all under one roof. The book's treatment of models for count data is notable. Ntzoufras has a nice way of expressing himself that makes the reading move along. I would have no compunction at all about using this book to teach a M.S.-level course for statistics majors. If you are an ecologist, say, then you should probably have both a probability and mathematical statistics course under your belt to fully absorb all that is going on.

Click Here to see more reviews about: Bayesian Modeling Using WinBUGS (Wiley Series in Computational Statistics)

A hands-on introduction to the principles of Bayesian modeling using WinBUGS
Bayesian Modeling Using WinBUGS provides an easily accessible introduction to the use of WinBUGS programming techniques in a variety of Bayesian modeling settings. The author provides an accessible treatment of the topic, offering readers a smooth introduction to the principles of Bayesian modeling with detailed guidance on the practical implementation of key principles.
The book begins with a basic introduction to Bayesian inference and the WinBUGS software and goes on to cover key topics, including:

Markov Chain Monte Carlo algorithms in Bayesian inference

Generalized linear models

Bayesian hierarchical models

Predictive distribution and model checking

Bayesian model and variable evaluation

Computational notes and screen captures illustrate the use of both WinBUGS as well as R software to apply the discussed techniques. Exercises at the end of each chapter allow readers to test their understanding of the presented concepts and all data sets and code are available on the book's related Web site.
Requiring only a working knowledge of probability theory and statistics, Bayesian Modeling Using WinBUGS serves as an excellent book for courses on Bayesian statistics at the upper-undergraduate and graduate levels. It is also a valuable reference for researchers and practitioners in the fields of statistics, actuarial science, medicine, and the social sciences who use WinBUGS in their everyday work.

Buy NowGet 20% OFF

Click here for more information about Bayesian Modeling Using WinBUGS (Wiley Series in Computational Statistics)

Read More...

10/20/2011

Regression Modeling Strategies: With Applications to Linear Models, Logistic Regression, and Survival Analysis (Springer Series in Statistics) Review

Regression Modeling Strategies: With Applications to Linear Models, Logistic Regression, and Survival Analysis (Springer Series in Statistics)
Average Reviews:

(More customer reviews)
Frank Harrell is a Professor who does a lot of consulting in medical research. This book covers a wide variety of topics in regression analysis including many advanced techniques including data reduction, smoothing techniques, variable selection, transformations, shrinkage methods, tree-based methods and resampling. But note the title "Regression Modeling Strategies". Unlike most advanced texts in regression this book emphasizes modeling strategies. So the focus is on things like variable selection and other techniques to avoid overfitting models and diagnostics to look for violations in assumptions such as variance homogeneity or normality and independence of residuals, or stability problems like colinearity.
The book covers an extensive collection of modern techniques for exploratory data analysis. Inferential methods are also considered and he deals appropriately with important issues (particularly for medical research) such as imputation of missing values. Many examples are considered and illustrated in S-PLUS.
Harrell also provides many rules of thumb based on his own experience building models. A lot of the techniques are illustrated using data from the Titanic where it is interesting to see which factors affected the probability of survival. My only disappointment was that there is perhaps too much emphasis on this one particular data set.
A standard regression text would be expected to include linear and nonlinear regression. Harrell goes much deeper including nonparametric regression, logistic regression and survival models (e.g. the Cox proportional hazards model).


Click Here to see more reviews about: Regression Modeling Strategies: With Applications to Linear Models, Logistic Regression, and Survival Analysis (Springer Series in Statistics)

Many texts are excellent sources of knowledge about individual statistical tools, but the art of data analysis is about choosing and using multiple tools. Instead of presenting isolated techniques, this text emphasizes problem solving strategies that address the many issues arising when developing multivariable models using real data and not standard textbook examples. It includes imputation methods for dealing with missing data effectively, methods for dealing with nonlinear relationships and for making the estimation of transformations a formal part of the modeling process, methods for dealing with "too many variables to analyze and not enough observations," and powerful model validation techniques based on the bootstrap. This text realistically deals with model uncertainty and its effects on inference to achieve "safe data mining".

Buy NowGet 20% OFF

Click here for more information about Regression Modeling Strategies: With Applications to Linear Models, Logistic Regression, and Survival Analysis (Springer Series in Statistics)

Read More...