Sensitivity Analysis in Linear Regression

出版者:Wiley

作者:Samprit Chatterjee

页数:336

出版时间:1988-03-17

价格:USD 222.00

装帧:Hardcover

isbn号码:9780471822165

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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.