Quasi-Least Squares Regression

Discover the innovative world of statistical analysis with Quasi-Least Squares Regression by Taylor & Francis Ltd. Published in 2024, this comprehensive guide spans 222 pages, offering a detailed exploration of QLS regression—a cutting-edge computational method for estimating correlation parameters within the framework of Generalized Estimating Equations (GEEs).

This book emphasizes the importance of goodness-of-fit analysis and introduces new strategies for selecting the ideal working correlation structure for both QLS and GEE. With a fully worked-out example, readers will gain practical insights and a deeper understanding of these advanced statistical techniques. Whether you are a seasoned statistician or a student eager to enhance your knowledge, Quasi-Least Squares Regression is an essential addition to your library.

Enhance your statistical toolkit today with this invaluable resource from Bookshop.