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Sensitivity Analysis in Linear Regression|Samprit Chatterjee

Sensitivity Analysis in Linear Regression

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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.

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Details

  • ISBN-13: 9780471822165
  • ISBN-10: 0471822167
  • Publisher: Wiley
  • Publish Date: March 1988
  • Dimensions: 9.33 x 6.33 x 0.9 inches
  • Shipping Weight: 1.34 pounds
  • Page Count: 340

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