Sensitivity Analysis in Linear Regression

Samprit Chatterjee author Ali S Hadi author

Format:Hardback

Publisher:John Wiley & Sons Inc

Published:27th Apr '88

Currently unavailable, and unfortunately no date known when it will be back

Sensitivity Analysis in Linear Regression cover

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.

ISBN: 9780471822165

Dimensions: 235mm x 162mm x 23mm

Weight: 535g

315 pages