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.
| ISBN: | 9780471822165 |
| Publication date: | 27th April 1988 |
| Author: | Samprit Chatterjee, Ali S Hadi |
| Publisher: | John Wiley & Sons, Inc. an imprint of Wiley |
| Format: | Hardback |
| Pagination: | 315 pages |
| Series: | Wiley Series in Probability and Mathematical Statistics |
| Genres: |
Mathematics |
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.
Sensitivity Analysis in Linear Regression features in the following genres: Mathematics
Hardback. Not Available.
Sensitivity Analysis in Linear Regression was written by Samprit Chatterjee, Ali S Hadi and published by John Wiley & Sons, Inc. an imprint of Wiley
Sensitivity Analysis in Linear Regression has 315 pages
Yes it is part of Wiley Series in Probability and Mathematical Statistics series