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Sensitivity analysis in linear regression

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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.

Author(s): Samprit Chatterjee, Ali S. Hadi
Series: Wiley series in probability and mathematical statistics. Applied probability and statistics
Edition: 1
Publisher: Wiley
Year: 1988

Language: English
Pages: 323
City: New York
Tags: Математика;Теория вероятностей и математическая статистика;Математическая статистика;