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Sensitivity Analysis in Linear Regression

Language EnglishEnglish
Book Hardback
Book Sensitivity Analysis in Linear Regression Samprit Chatterjee
Libristo code: 04894280
Publishers John Wiley & Sons Inc
This volume treats linear regression diagnostics as a tool for the application of linear regression... Full description
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This volume treats linear regression diagnostics as a tool for the application of linear regression models to real-life data. The presentation makes extensive use of examples to illustrate theory. The text 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. The robustness of the regression fit is assessed qualitatively and numerically.

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About the book

Full name Sensitivity Analysis in Linear Regression
Author Samprit Chatterjee, Ali S. Hadi
Language English
Binding Book - Hardback
Number of pages 316
EAN 9780471822165
ISBN 0471822167
Libristo code 04894280
Publishers John Wiley & Sons Inc
Weight 668
Dimensions 161 x 232 x 26

Categories

Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Applied mathematics
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