Sensitivity Analysis in Linear Regression - Samprit Chatterjee,Ali S Hadi
-20% with code BOOKS
Shipping in 22-28 days
30-day return policy
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 va ... Full description
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.
More Information
| Author | Samprit Chatterjee, Ali S Hadi |
|---|---|
| Publisher | Wiley |
| Release year | 1988 |
| Cover type | Hardcover |
| EAN | 9780471822165 |