Numerical Issues in Statistical Computing for the Social Scientist / Edition 1

Numerical Issues in Statistical Computing for the Social Scientist / Edition 1

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by Micah Altman, Jeff Gill, Michael P. McDonald
     
 

ISBN-10: 0471236330

ISBN-13: 9780471236337

Pub. Date: 12/18/2003

Publisher: Wiley

This clear, accessible text provides a unified collection of works that guide empirical social scientists past the traps and mines of modern statistical computing. This is the first book to give social scientists modern-day tools, tricks, and advice on numerical methods in statistical computation, yet remains accessible through explanation and example. The book

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Overview

This clear, accessible text provides a unified collection of works that guide empirical social scientists past the traps and mines of modern statistical computing. This is the first book to give social scientists modern-day tools, tricks, and advice on numerical methods in statistical computation, yet remains accessible through explanation and example. The book introduces the basic principles of numerical computation, outlines the optimization process, and provides tools for assessing the sensitivity of the subsequent results to problems in the data or with the model.

Product Details

ISBN-13:
9780471236337
Publisher:
Wiley
Publication date:
12/18/2003
Series:
Wiley Series in Probability and Statistics Series, #431
Edition description:
New Edition
Pages:
323
Product dimensions:
6.38(w) x 9.67(h) x 0.87(d)

Table of Contents

Preface.

1. Introduction: Consequences of Numerical Inaccuracy.

2. Sources of Inaccuracy in Statistical Computation.

3. Evaluating Statistical Software.

4. Robust Inference.

5. Numerical Issues in Markov Chain Monte Carlo Estimation.

6. Numerical Issues Involved in Hessian Matrices (Jeff Gill & Gary King).

7. Numerical Behavior of King's EI Method.

8. Some Details of Nonlinear Estimation (B. D. McCullough).

9. Spatial Regression Models (James P. LeSage).

10. Convergence Problems in Logistic Regression (Paul Allison).

11. Recommendations for Replication and Accurate Analysis. 

Bibliography.

Author Index.

Subject Index. 

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