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On Strategies in Regression Analysis
Werner A. Stahel
October 2001
Abstract: Data analysis remains a subject of practise and informal teaching.In the 1980's, there were several attempts to formulate ingredients of atheory of data analysis, in which John Tukey took an active part.A branch of this field of statistical science consists of formalizingstrategies for specified tasks. Such strategies can be used - in additionto training - for writing smart statistical procedures and programs forguided analysis.Furthermore, different strategies might be compared as to their success, assoon as there are evaluation criteria for the results - another aspect ofthe theory of data analysis.This report focusses on sketching a strategy for multiple linear regressionas a starting point. It is dedicated to John Tukey who gave his comments toa manuscript on it 17 years ago.
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