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