Sensitivity Analysis in Linear Regression

Type
Book
Authors
Chatterjee ( Chatterjee, Samprit )
Hadi ( Hadi, Ali S. )
 
ISBN 10
0471822167 
ISBN 13
9780471822165 
Category
Unknown  [ Browse Items ]
Publication Year
1988 
Publisher
Wiley 
Pages
315 
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. - from Amzon 
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