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Sensitivity Analysis in Linear Regression

Name: Sensitivity Analysis in Linear Regression
Brand: John Wiley & Sons Inc
SKU: 04894280
Price: 275.58 EUR
Availability: InStock
Author: Samprit Chatterjee
ISBN: 9780471822165

Samprit Chatterjee

Ali S. Hadi

Language

English

Book Hardback

Libristo code: 04894280

Publishers John Wiley & Sons Inc

This volume treats linear regression diagnostics as a tool for the application of linear regression... Full description

Libristo code: 04894280

666 b

275.58 €

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This volume treats linear regression diagnostics as a tool for the application of linear regression models to real-life data. The presentation makes extensive use of examples to illustrate theory. The text 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. The robustness of the regression fit is assessed qualitatively and numerically.