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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 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:
Regression analysis.
Perturbation (Mathematics)
Mathematical optimization.
Linear models (Statistics)
Linear Models
Regression Analysis
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • The prediction matrix
  • Role of variables in a regression equation
  • Effects of an observation on a regression equation
  • Assessing the influence of multiple observations
  • Joint impact of a variable and an observation
  • Assessing the effect of errors of measurements
  • A study of model sensitivity by the generalized linear model approach
  • Computational considerations
  • Appendix: Summary of vector and matrix norms, proofs of three theorems
  • references
  • Index.