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sensitivity analysis in linear regression (in English)
Samprit Chatterjee
(Author)
·
Ali S. Hadi
(Author)
·
Wiley
· Hardcover
sensitivity analysis in linear regression (in English) - Hadi, Ali S. ; Chatterjee, Samprit
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Synopsis "sensitivity analysis in linear regression (in English)"
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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The book is written in English.
The binding of this edition is Hardcover.
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