Sensitivity Analysis in Linear Regression
| By: | Samprit Chatterjee; Ali S. Hadi |
| Publisher: | Wiley Global Research (STMS) |
| Print ISBN: | 9780471822165 |
| eText ISBN: | 9780470317426 |
| Edition: | 1 |
| Copyright: | 1988 |
| Format: | Page Fidelity |
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Table of Contents
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.