Sensitivity Analysis in Linear Regression. Samprit Chatterjee
Sensitivity Analysis in Linear Regression
Год выпуска: 0
Автор произведения: Samprit Chatterjee
Жанр: Математика
Издательство: John Wiley & Sons Limited
isbn: 9780470317426
Краткое описание:
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.