ENGLISH

Sensitivity analysis in linear regression

By Samprit Chatterjee , Ali S. Hadi

Book information

Publisher
Wiley
Year
1988
ISBN
0471822167, 9780471822165
LCC
QA278.2 .C52 1988
Open Library ID
OL2398629M
Language
english
Format
PDF
Filesize
10 MB (10597664 bytes)
Series
Wiley series in probability and mathematical statistics. Applied probability and statistics
Edition
1
Pages
323\323
Library
Kingdwarf
Time added
2010-01-07 06:59:20
Математика;Теория вероятностей и математическая ст

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 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.

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