Sensitivity analysis in linear regression /

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 squ...

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Bibliographic Details
Main Author: Chatterjee, Samprit, 1938-
Other Authors: Hadi, Ali S.
Format: eBook
Language:English
Language Notes:English.
Published: New York : Wiley, ©1988.
Series:Wiley series in probability and mathematical statistics. Applied probability and statistics.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Physical Description:1 online resource (xiv, 315 pages) : illustrations
Format:Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Bibliography:Includes bibliographical references (pages 301-307) and index.
ISBN:9780470316764
0470316764
9780470317426
0470317426