Sensitivity Analysis in Linear Regr - E-book

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Sensitivity Analysis In Linear Regression - ENG

Samprit Chatterjee; Ali S. Hadi

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Sinopsis

ISBN:	9780470317426
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Wiley Global Research (STMS)
Tema:	Matemáticas
Subtema:	Probabilidad y estadística análisis de regresión
Año de publicación:	2009-09-25

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.

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