Sensitivity analysis in linear regression:
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Bibliographic Details
Main Authors: Chatterjee, Samprit 1938- (Author), Hadi, Ali S. (Author)
Format: Electronic eBook
Language:English
Published: New York [u.a.] Wiley 1988
Series:Wiley series in probability and mathematical statistics, Applied probability and statistics
Subjects:
Online Access:FRO01
UBG01
UEI01
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Item Description:Includes bibliographical references (pages 301-307) and index
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
Physical Description:1 Online-Ressource (xiv, 315 Seiten) Illustrationen
ISBN:0470316764
0470317426
9780470316764
9780470317426

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