Sensitivity Analysis in Linear Regression

By: Samprit Chatterjee, Ali S. Hadi

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Hardcover | 17 March 1988 | Edition Number 1

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Hardcover
340 Pages

Dimensions(cm)
23.5 x 16.15 x 2.28

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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.

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