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Statistical Models: Theory and Practice (英語) ペーパーバック – 2009/6/25
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This lively and engaging book explains the things you have to know in order to read empirical papers in the social and health sciences, as well as the techniques you need to build statistical models of your own. The discussion in the book is organized around published studies, as are many of the exercises. Relevant journal articles are reprinted at the back of the book. Freedman makes a thorough appraisal of the statistical methods in these papers and in a variety of other examples. He illustrates the principles of modelling, and the pitfalls. The discussion shows you how to think about the critical issues - including the connection (or lack of it) between the statistical models and the real phenomena. The book is written for advanced undergraduates and beginning graduate students in statistics, as well as students and professionals in the social and health sciences.
'At last, a second course in statistics that is serious, correct, and interesting. The book teaches regression, causal modeling, maximum likelihood, and the bootstrap. Everyone who analyzes real data should read this book.' Persi Diaconis, Stanford University
'This book is outstanding for the clarity of its thought and writing. It prepares readers for a critical assessment of the technical literature in the social and health sciences, and provides a welcome antidote to the standard formulaic approach to statistics.' Erich L. Lehmann, University of California, Berkeley
'In Statistical Models, David Freedman explains the main statistical techniques used in causal modeling - and where the skeletons are buried. Complex statistical ideas are clearly presented and vividly illustrated with interesting examples. Both newcomers and practitioners will benefit from reading this book.' Alan Krueger, Princeton University
'Regression techniques are often applied to observational data with the intent of drawing causal conclusions. In what circumstances is this justified? What are the assumptions underlying the analysis? Statistical Models answers these questions. The book is essential reading for anybody who uses regression to do more than summarize data. The treatment is original, and extremely well written. Critical discussions of research papers from the social sciences are most insightful. I highly recommend this book to anybody who engages in statistical modeling, or teaches regression, and most certainly to all of my students.' Aad van der Vaart, Vrije Universiteit Amsterdam
'A pleasure to read, Statistical Models shows the field's most elegant writer at the height of his powers. While most textbooks hurry past core assumptions in order to explicate technique, this book places the spotlight on the core assumptions, challenging readers to think critically about how they are invoked in practice.' Donald Green, Yale University
'Statistical Models, a modern introduction to the subject, discusses graphical models and simultaneous equations among other topics. There are plenty of instructive exercises and computer labs. Especially valuable is the critical assessment of the main 'philosophers's stones' in applied statistics. This is an inspiring book and a very good read, for teachers as well as students.' Gesine Reinert, Oxford University
'Statistical models: theory and practice is lucid, helpful, insightful and a joy to read. It focuses on the most common tools of applied statistics with a clear and simple presentation.' Mathematical Reviews
Where this book really shines is practical examples from actual published papers and a serious focus on the limitations and assumptions of statistical methods. This is not a cookbook! It really reminds me of Nassim Taleb's literature because of how often Freedman constantly stresses the limitations of the tools he presents. The field of probability and statistics has some of the highest proportion of garbage textbooks out of any mathematics field, so if you're planning on learning statistics then buy this book because it is one of a handful that actually try to ground the mathematical methods of statistics in a real-world context rather than perfect mathematical dreamworlds.
I would recommend this book to anyone who wants a solid background with statistical modeling.