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 a
theory of data analysis, in which John Tukey took an active part.
A branch of this field of statistical science consists of formalizing
strategies for specified tasks. Such strategies can be used -- in addition
to training -- for writing smart statistical procedures and programs for
guided analysis.
Furthermore, different strategies might be compared as to their success, as
soon as there are evaluation criteria for the results -- another aspect of
the theory of data analysis.
This report focusses on sketching a strategy for multiple linear regression
as a starting point. It is dedicated to John Tukey who gave his comments to
a manuscript on it 17 years ago.
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