Sensitivity Analysis in Linear Regression
Book Details
Author(s)Samprit Chatterjee, Ali S. Hadi
PublisherWiley
ISBN / ASIN0471822167
ISBN-139780471822165
CategoryMathematics
MarketplaceUnited Kingdom 🇬🇧
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.



