Sensitivity Analysis in Linear Regression
Samprit Chatterjee
315 pages, Hardcover
ISBN: 0471822167
ISBN13:
Language: English
Publish: March 17, 1988
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.