+612 9045 4394
 
CHECKOUT
$7.95 Delivery per order to Australia and New Zealand
100% Australian owned
Over a hundred thousand in-stock titles ready to ship
Sensitivity Analysis in Linear Regression : Wiley Series in Probability and Statistics - Samprit Chatterjee

Sensitivity Analysis in Linear Regression

Wiley Series in Probability and Statistics

Hardcover Published: 31st March 1988
ISBN: 9780471822165
Number Of Pages: 315

Share This Book:

Hardcover

RRP $362.95
$285.95
21%
OFF
or 4 easy payments of $71.49 with Learn more
Ships in 15 business days

Earn 572 Qantas Points
on this Book

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.

The Prediction Matrix.

Role of Variables in a Regression Equation.

Effects of an Observation on a Regression Equation.

Assessing the Influence of Multiple Observations.

Joint Impact of a Variable and an Observation.

Assessing the Effect of Errors of Measurements.

A Study of Model Sensitivity by the Generalized Linear ModelApproach.

Computational Considerations.

Appendix: Summary of Vector and Matrix Norms, Proofs of ThreeTheorems.

Refernces.

Index.

ISBN: 9780471822165
ISBN-10: 0471822167
Series: Wiley Series in Probability and Statistics
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 315
Published: 31st March 1988
Country of Publication: US
Dimensions (cm): 23.5 x 16.15  x 2.28
Weight (kg): 0.53
Edition Number: 1

Earn 572 Qantas Points
on this Book