Ebook: XploRe® — Application Guide

Most statistical applications involve computational work with data stored on a computer. The mechanics of interaction with the data is a function of the sta­ tistical computing environment. This application guide is intended for slightly experienced statisticians in computer-aided data analysis who desire to learn advanced applications in various fields of statistics. The prerequisities for XploRe-the statistic computing environment-are an introductory course in statistics or mathematics. This book is designed as an e-book which means that the text contained in here is also available as an integrated document in HTML and PDF format. The reader of this application guide should therefore be familiar with the basics of Acrobat Reader and of HTML browsers in order to profit from direct computing possibilities within this document. The quantlets presented here may be used together with the academic edi­ tion of XploRe (http://www.i-xplore.de) or via the XploRe Quantlet Client (XQC) on http://www.xplore-stat.de. The book comes together with a CD­ Rom that contains the XploRe Quantlet Server (XQS) and the full Auto Pilot Support System (APSS). With this e-book bundle one may directly try the application without being dependent on a specific software version. The quantlets described in the book can be accessed via the links included All executable quantlets are denoted by the symbol . Some in the text.

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This book offers a detailed application guide to XploRe - the interactive statistical computing environment - with case studies of real data analysis situations. It helps the beginner in statistical data analysis to learn in gradual steps how XploRe works in real life applications. Many examples from practice are discussed and analysed in full length. Great emphasis is put on graphics based understanding of the data interrelations. The case studies include: Survival modelling with Cox's proportional hazard regression.- Vitamine C data analysis with Quantile Regression.- Human capital allocation with smoothing methods.- Cluster analysis of butterfly data.- Money market analysis with Dynamic Partial Least Squares.- Media metrics with correspondance analysis.- Multiple and flexible time series analysis of macro economic data.- As well as other case studies.

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This book offers a detailed application guide to XploRe - the interactive statistical computing environment - with case studies of real data analysis situations. It helps the beginner in statistical data analysis to learn in gradual steps how XploRe works in real life applications. Many examples from practice are discussed and analysed in full length. Great emphasis is put on graphics based understanding of the data interrelations. The case studies include: Survival modelling with Cox's proportional hazard regression.- Vitamine C data analysis with Quantile Regression.- Human capital allocation with smoothing methods.- Cluster analysis of butterfly data.- Money market analysis with Dynamic Partial Least Squares.- Media metrics with correspondance analysis.- Multiple and flexible time series analysis of macro economic data.- As well as other case studies.
Content:
Front Matter....Pages i-15
Front Matter....Pages 17-17
Quantile Regression....Pages 19-48
Least Trimmed Squares....Pages 49-63
Errors-in-Variables Models....Pages 65-95
Simultaneuos-Equations Models....Pages 97-114
Hazard Regression....Pages 115-144
Generalized Partial Linear Models....Pages 145-170
Generalized Additive Models....Pages 171-220
Front Matter....Pages 221-221
Growth Regression and Counterfactual Income Dynamics....Pages 223-238
Cluster Analysis....Pages 239-279
Classification and Regression Trees....Pages 281-304
DPLS—Partial Least Squares Program for Dynamic Path Models....Pages 305-322
Uncovered Interest Parity What can we learn from panel data?....Pages 323-337
Correspondence Analysis....Pages 339-358
Front Matter....Pages 359-359
Long-Memory Analysis....Pages 361-376
ExploRing Persistence in Financial Time Series....Pages 377-396
Flexible Time Series Analysis....Pages 397-457
Multiple Time Series Analysis....Pages 459-482
Robust Kalman Filtering....Pages 483-516
Back Matter....Pages 517-525

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This book offers a detailed application guide to XploRe - the interactive statistical computing environment - with case studies of real data analysis situations. It helps the beginner in statistical data analysis to learn in gradual steps how XploRe works in real life applications. Many examples from practice are discussed and analysed in full length. Great emphasis is put on graphics based understanding of the data interrelations. The case studies include: Survival modelling with Cox's proportional hazard regression.- Vitamine C data analysis with Quantile Regression.- Human capital allocation with smoothing methods.- Cluster analysis of butterfly data.- Money market analysis with Dynamic Partial Least Squares.- Media metrics with correspondance analysis.- Multiple and flexible time series analysis of macro economic data.- As well as other case studies.
Content:
Front Matter....Pages i-15
Front Matter....Pages 17-17
Quantile Regression....Pages 19-48
Least Trimmed Squares....Pages 49-63
Errors-in-Variables Models....Pages 65-95
Simultaneuos-Equations Models....Pages 97-114
Hazard Regression....Pages 115-144
Generalized Partial Linear Models....Pages 145-170
Generalized Additive Models....Pages 171-220
Front Matter....Pages 221-221
Growth Regression and Counterfactual Income Dynamics....Pages 223-238
Cluster Analysis....Pages 239-279
Classification and Regression Trees....Pages 281-304
DPLS—Partial Least Squares Program for Dynamic Path Models....Pages 305-322
Uncovered Interest Parity What can we learn from panel data?....Pages 323-337
Correspondence Analysis....Pages 339-358
Front Matter....Pages 359-359
Long-Memory Analysis....Pages 361-376
ExploRing Persistence in Financial Time Series....Pages 377-396
Flexible Time Series Analysis....Pages 397-457
Multiple Time Series Analysis....Pages 459-482
Robust Kalman Filtering....Pages 483-516
Back Matter....Pages 517-525
....