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Sensitivity Analysis in Linear Regression

Sensitivity Analysis in Linear Regression

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Product Details
Author:
Samprit Chatterjee
Publisher:
Wiley
Publication Date:
Mar 31, 1988
Number of pages:
340 pages
Binding:
Hardback or Cased Book
ISBN-10:
0471822167
ISBN-13:
9780471822165

Overview

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.


  • | Author: Samprit Chatterjee
  • | Publisher: Wiley
  • | Publication Date: Mar 31, 1988
  • | Number of Pages: 340 pages
  • | Binding: Hardback or Cased Book
  • | ISBN-10: 0471822167
  • | ISBN-13: 9780471822165

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