Sensitivity Analysis in Linear Regression (Wiley Series in Probability and Statistics, #327)

by Samprit Chatterjee and Ali S. Hadi

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This volume treats linear regression diagnostics as a tool for the application of linear regression models to real-life data. The presentation makes extensive use of examples to illustrate theory. The text 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. The robustness of the regression fit is assessed qualitatively and numerically.
  • ISBN10 0471822167
  • ISBN13 9780471822165
  • Publish Date 27 April 1988
  • Publish Status Unknown
  • Publish Country US
  • Imprint John Wiley & Sons Inc
  • Format Hardcover
  • Pages 316
  • Language English