Advanced Data Analysis from an Elementary Point of View
by Cosma Rohilla Shalizi
Publisher: Cambridge University Press 2013
Number of pages: 586
This is a draft textbook on data analysis methods, intended for a one-semester course for advance undergraduate students who have already taken classes in probability, mathematical statistics, and linear regression. It began as the lecture notes for 36-402 at Carnegie Mellon University.
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Nonparametric regression analysis has become central to economic theory. Hardle, by writing the first comprehensive and accessible book on the subject, contributed enormously to making nonparametric regression equally central to econometric practice.
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