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Regression analysis by example

Article in Journal of Applied Statistics · July 2013

DOI: 10.1080/02664763.2013.817041

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Giovanni Porzio
Università degli studi di Cassino e del Lazio Meridionale
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 Journal of Applied Statistics

ISSN: 0266-4763 (Print) 1360-0532 (Online) Journal homepage: http://www.tandfonline.com/loi/cjas20

Regression analysis by example

Giovanni C. Porzio

To cite this article: Giovanni C. Porzio (2013) Regression analysis by example, Journal of
Applied Statistics, 40:12, 2776-2777, DOI: 10.1080/02664763.2013.817041

To link to this article: http://dx.doi.org/10.1080/02664763.2013.817041

Published online: 04 Jul 2013.

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 2776 Book reviews

the book. Brief chapters on advanced topics such as nonlinear regression, robust regression,
regression models for time series and bootstrapping complete the book.
The book is aimed at use in statistics and engineering courses at the upper-undergraduate
and graduate level. The authors stress the importance of integrating statistical computations into
such courses. Throughout the book, they use examples in both a number of commercial software
packages as well as R – all datasets that are used in the examples can be downloaded from the
publisher’s website. Personally, I would have preferred it if the book would have been restricted
to the use of R, both for consistency and the fact that it is freely available and thus best suited for
classroom use.
This is certainly a good choice as a text book for the targeted classes, as long as the students
have a sufficiently strong background in statistics and linear algebra, but the book is suitable for
self-study as well.

Pieter Bastiaan Ober

INTEGRICOM, The Netherlands
Downloaded by [45.45.162.96] at 18:32 02 December 2015

© 2013, Pieter Bastiaan Ober

http://dx.doi.org/10.1080/02664763.2013.816069

Regression analysis by example, fifth edition, by Samprit Chatterjee and Ali S. Hadi, Hoboken,
NJ, John Wiley and Sons, 2012, xii + 393 pp., £83.50 or US$125.00 (hardback), ISBN 978-0-
470-90584-5

Statistical model building is an art, as the authors themselves state in this further edition of a
well-known book on regression analysis. However, this creates a paradox: being an art, a lot of
experience is needed, and no book can teach you how to do it. On the other hand, a book can
convey experience through the presentation and discussion of a large set of examples arising
within many disciplines, and this was the choice of the authors that I really appreciated.
The book was written for people with an understanding of elementary statistics, and was
conceived as a textbook for a course in regression analysis for students whose specialisation is
not statistics. It is definitely not a mathematical text, formulae are reduced to essentials, and matrix
algebra is relegated to a few appendices. Applied statisticians and practitioners should like it.
Beyond covering standard material in multiple regression from the standpoint of exploratory
data analysis, the content is driven by the authors’ research interests in influential observations in
regression and collinearity between predictors. Two chapters are entirely dedicated to this latter
topic, plus further issues appropriately discussed within the variable selection framework. I found
this part quite interesting and would suggest that users exploit the authors’ experience in the matter
whenever strongly correlated predictors may occur within an analysis.
However, I was somewhat surprised to find a section on regression with binary response within
the chapter devoted to Weighted Least Squares. This seems implicitly to suggest the possibility of
adopting the method to estimate models with binary response. Quite strange, given in addition that
a whole chapter covers logistic regression. That said, I found few other choices to disagree with.
The book has a companion website where all the data sets used within the book are made
available. It also shows how to obtain the results given in the book using Stata, SAS or SPSS.
What is lacking is how to obtain the same results using R.
In addition, as of today, an R workspace containing the book data sets was announced on the
companion website but is currently not available. The workspace would be of great help to R
users and especially to instructors who teach using R. At the moment, to be used within R, each
data file needs to be downloaded separately in text format. I certainly hope this workspace will
be made available soon.
 Book reviews 2777

Finally, it must be mentioned that a large set of exercises which are both well-designed and
useful are offered at the end of each chapter. All this makes most of the book quite engaging, and
I would suggest its use both as a textbook for classroom use and as a reference manual for applied
statisticians.

Giovanni C. Porzio
University of Cassino and Southern Lazio, Italy
porzio@eco.unicas.it
© 2013, Giovanni C. Porzio
http://dx.doi.org/10.1080/02664763.2013.817041

Maximum-likelihood estimation for sample surveys, by R.L. Chambers, D.G. Steel, Suojin
Wang and A.H. Welsh, Boca Raton, CRC Press, 2012, xv + 375 pp., £49.99 or US$79.95
(hardback), ISBN 978 1 58488 632 7
Downloaded by [45.45.162.96] at 18:32 02 December 2015

This book, with a thorough introduction and detailed explanations throughout, provides a useful
guide for statisticians analysing survey data.
Surveys are frequently used in a variety of different subject areas and the resulting data may be
analysed by statisticians or the researchers themselves. The book begins with background on the
use of surveys with associated terminology, the statistics required during analysis, and the aims
and focuses of the book. It continues by linking the two fields, using both detailed explanations
and real life examples. Each chapter starts with an introduction to clarify any new statistical
methods or notation and relates them to survey data. This eases the reader into the new area and
explains clearly what is to follow in the chapter. The book reads nicely, with new topics usually
described using both words and notation, then an illustrative example, allowing for a variety of
learning styles. Bibliography sections with references to original work aid further reading. The
book can be read from start to finish for those new to either the statistics or to survey data, but
is also written such that more experienced readers can work through just the relevant chapter.
Notation is frequently displayed in a table to allow for quick referral, with standard notation used
where possible. A wide range of topics is covered, tackling many of the scenarios and challenges
encountered by those analysing survey data. The writing style is clear and concise, making for an
enjoyable read. Subsections with forwards and backwards referencing, along with well displayed
mathematics, break up the text and allow easier reading. Finally, there are several indexes at the
end of the book, enabling the reader to search in the most suitable way for their needs.
The authors aim this book at statisticians who wish to fit models to sample survey data, or
researchers who study data from surveys. These aims have been well met, resulting in a book
suitable for those with a background in either statistics or survey data, conditional on a basic
understanding of statistics. The synopsis, with a minor typographical error, appears to be written
in a different style to the contents, but should not deter potential users. It may be a suitable purchase
to serve as a thorough guide for newcomers to sample survey data, or as a reference book for
those familiar with the subject area. It may also be recommended to libraries in locations where
survey data analysis is common. Overall, this is a well-written and useful book for sample survey
data analysis.

Claire Keeble
University of Leeds, UK
mm07cmk@leeds.ac.uk
© 2013, Claire Keeble
http://dx.doi.org/10.1080/02664763.2013.820437

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