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Sensitivity Analysis in Linear Regression 14.0%OFF

Sensitivity Analysis in Linear Regression

by Samprit Chatterjee and Ali S. Hadi

  • ISBN

    :  

    9780471822165

  • Publisher

    :  

    Wiley

  • Subject

    :  

    Mathematics

  • Binding

    :  

    HARDCOVER

  • Pages

    :  

    315

  • Year

    :  

    1988

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22519.0

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  • Description

    Treats linear regression diagnostics as a tool for application of linear regression models to real-life data. Presentation makes extensive use of examples to illustrate theory. Assesses the effect of measurement errors on theestimated coefficients, which is not accounted for in a standard least squares estimate but is important where regression coefficients are used to apportion effects due to different variables. Also assesses qualitatively and numerically the robustness of the regression fit.

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