Book: Sensitivity Analysis In Linear Regression 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 the estimated 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.
Details of Book: Sensitivity Analysis In Linear Regression Book: Sensitivity Analysis In Linear Regression
Author: Samprit Chatterjee, Ali S. Hadi, Pratap Chatterjee
ISBN: 0471822167
ISBN-13: 9780471822165
, 978-0471822165
Binding: Hardcover
Publishing Date: Mar 1988
Publisher: John Wiley & Sons
Number of Pages: 336
Language: English