Sensitivity Analysis in Linear Regression

✍ Scribed by Samprit Chatterjee, Ali S. Hadi

Year: 1988
Tongue: English
Leaves: 341
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ 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.

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