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Regression Modeling Strategies

With Applications to Linear Models, Logistic and Ordinal Regression, and Survival Analysis

  • Frank E.¬†Harrell , Jr.

Part of the Springer Series in Statistics book series (SSS)

Table of contents

  1. Front Matter
    Pages i-xxv
  2. Frank E. Harrell Jr.
    Pages 1-11
  3. Frank E. Harrell Jr.
    Pages 13-44
  4. Frank E. Harrell Jr.
    Pages 45-61
  5. Frank E. Harrell Jr.
    Pages 63-102
  6. Frank E. Harrell Jr.
    Pages 127-142
  7. Frank E. Harrell Jr.
    Pages 161-180
  8. Frank E. Harrell Jr.
    Pages 181-217
  9. Frank E. Harrell Jr.
    Pages 219-274
  10. Frank E. Harrell Jr.
    Pages 311-325
  11. Frank E. Harrell Jr.
    Pages 389-398
  12. Frank E. Harrell Jr.
    Pages 399-422
  13. Frank E. Harrell Jr.
    Pages 423-451
  14. Frank E. Harrell Jr.
    Pages 475-519
  15. Frank E. Harrell Jr.
    Pages 521-533
  16. Back Matter
    Pages 535-582

About this book

Introduction

This highly anticipated second edition features new chapters and sections, 225 new references, and comprehensive R software. In keeping with the previous edition, this book is about the art and science of data analysis and predictive modeling, which entails 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 fitting 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.  The reader will gain a keen understanding of predictive accuracy, and the harm of categorizing continuous predictors or outcomes.  This text realistically deals with model uncertainty, and its effects on inference, to achieve "safe data mining." It also presents many graphical methods for communicating complex regression models to non-statisticians.

Regression Modeling Strategies presents full-scale case studies of non-trivial datasets instead of over-simplified illustrations of each method. These case studies use freely available R functions that make the multiple imputation, model building, validation, and interpretation tasks described in the book relatively easy to do. Most of the methods in this text apply to all regression models, but special emphasis is given to multiple regression using generalized least squares for longitudinal data, the binary logistic model, models for ordinal responses, parametric survival regression models, and the Cox semiparametric survival model.  A new emphasis is given to the robust analysis of continuous dependent variables using ordinal regression.

As in

the first edition, this text is intended for Masters' or Ph.D. level graduate students who have had a general introductory probability and statistics course and who are well versed in ordinary multiple regression and intermediate algebra. The book will also serve as a reference for data analysts and statistical methodologists, as it contains an up-to-date survey and bibliography of modern statistical modeling techniques. Examples used in the text mostly come from biomedical research, but the methods are applicable anywhere predictive models ("analytics") are useful, including economics, epidemiology, sociology, psychology, engineering, and marketing.

Keywords

Generalized least squares Linear models Logistic regression Predictive modeling R statistical software Regression analysis Survival analysis knitr reproducible documents

Authors and affiliations

  • Frank E.¬†Harrell , Jr.
    • 1
  1. 1.Department of BiostatisticsSchool of Medicine, Vanderbilt UniversityNashvilleUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-19425-7
  • Copyright Information Springer International Publishing Switzerland 2015
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-19424-0
  • Online ISBN 978-3-319-19425-7
  • Series Print ISSN 0172-7397
  • Series Online ISSN 2197-568X
  • Buy this book on publisher's site