Sensitivity Analysis in Linear Regression

Samprit Chatterjee,Ali S. Hadi

Sensitivity Analysis in Linear Regression
Format
Hardback
Publisher
John Wiley & Sons Inc
Country
United States
Published
31 March 1988
Pages
336
ISBN
9780471822165

Sensitivity Analysis in Linear Regression

Samprit Chatterjee,Ali S. Hadi

This volume treats linear regression diagnostics as a tool for the application of linear regression models to real-life data. The presentation makes extensive use of examples to illustrate theory. The text 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. The robustness of the regression fit is assessed qualitatively and numerically.

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