Sensitivity Analysis in Linear Regression

ISBN
9780471822165
$264.25
Author Chatterjee, Samprit
Format Trade Cloth
Details
  • 9.3" x 6.4" x 0.9"
  • Active Record
  • Individual Title
  • Books
  • 1988
  • 315
  • Yes
  • 190
  • Print
  • 22
  • QA278.2.C52 1988
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.