Sensitivity Analysis in Linear Regression

by Samprit Chatterjee, Ali S Hadi, Ali S. Hadi

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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...

Format:Hardcover

Language:English

ISBN:0471822167

ISBN13:9780471822165

Release Date:March 1988

Publisher:Wiley

Length:315 Pages

Weight:1.40 lbs.

Dimensions:0.9" x 6.3" x 9.3"

Related Subjects

Math Mathematics Probability & Statistics Science & Math Statistics

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Sensitivity Analysis in Linear Regression

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