## Chatterjee, Samprit

# Sensitivity Analysis in Linear Regression

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.

- Author(s)
- Chatterjee, Samprit
- Hadi, Ali S.
- Publisher
- John Wiley and Sons, Inc.
- Publication year
- 1988
- Language
- en
- Edition
- 1
- Series
- Wiley Series in Probability and Statistics
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9780470317426
- Printed ISBN
- 9780471822165