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.
- Författare
- Chatterjee, Samprit
- Hadi, Ali S.
- Utgivare
- John Wiley and Sons, Inc.
- Utgivningsår
- 1988
- Språk
- en
- Utgåva
- 1
- Serie
- Wiley Series in Probability and Statistics
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9780470317426
- Tryckt ISBN
- 9780471822165