Sensitivity Analysis in Linear Regression

By Samprit Chatterjee, Ali S Hadi, Ali 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.

• Format: Hardcover
• Language: English
• ISBN: 0471822167
• ISBN13: 9780471822165
• Release Date: March 1988
• Publisher: Wiley
• Length: 315 Pages
• Weight: 1.40 lbs.
• Dimensions: 0.9" x 6.3" x 9.3"