Ebook: Sensitivity analysis in linear regression
Author: Samprit Chatterjee Ali S. Hadi
- Genre: Mathematics // Mathematicsematical Statistics
- Tags: Математика, Теория вероятностей и математическая статистика, Математическая статистика
- Series: Wiley series in probability and mathematical statistics. Applied probability and statistics
- Year: 1988
- Publisher: Wiley
- City: New York
- Edition: 1
- Language: English
- pdf
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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