Sensitivity Analysis in Linear Regression von Samprit Chatterjee | ISBN 9780470317426

Sensitivity Analysis in Linear Regression

von Samprit Chatterjee und Ali S. Hadi
Mitwirkende
Autor / AutorinSamprit Chatterjee
Autor / AutorinAli S. Hadi
Buchcover Sensitivity Analysis in Linear Regression | Samprit Chatterjee | EAN 9780470317426 | ISBN 0-470-31742-6 | ISBN 978-0-470-31742-6

Sensitivity Analysis in Linear Regression

von Samprit Chatterjee und Ali S. Hadi
Mitwirkende
Autor / AutorinSamprit Chatterjee
Autor / AutorinAli S. Hadi
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.