Sensitivity analysis in linear regression

✍ Scribed by Samprit Chatterjee, Ali S. Hadi

• Publisher: Wiley
• Year: 1988
• Tongue: English
• Leaves: 323
• Series: Wiley series in probability and mathematical statistics. Applied probability and statistics
• Edition: 1
• Category: Library

✦ Synopsis

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.

✦ Subjects

Математика;Теория вероятностей и математическая статистика;Математическая статистика;