Sensitivity Analysis in Linear Regression,
| Autor: | Samprit Chatterjee, Ali S. Hadi |
|---|---|
| EAN: | 9780470317426 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 25.09.2009 |
| Kategorie: |
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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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