Sensitivity Analysis in Linear Regression
- ISBN-10
- 0470317426
- ISBN-13
- 9780470317426
- Category
- Mathematics
- Pages
- 315
- Language
- English
- Published
- 2009-09-25
- Publisher
- John Wiley & Sons
- Authors
- Ali S. Hadi, Samprit Chatterjee
Description
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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