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
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