2064400

9780471822165

Sensitivity Analysis in Linear Regression

Sensitivity Analysis in Linear Regression
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  • ISBN-13: 9780471822165
  • ISBN: 0471822167
  • Publication Date: 1988
  • Publisher: Wiley & Sons, Incorporated, John

AUTHOR

Chatterjee, Samprit, Hadi, Ali S.

SUMMARY

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.Chatterjee, Samprit is the author of 'Sensitivity Analysis in Linear Regression', published 1988 under ISBN 9780471822165 and ISBN 0471822167.

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