Sensitivity Analysis in Linear Regression

Sensitivity Analysis in Linear Regression - Wiley Series in Probability and Mathematical Statistics

Hardback (27 Apr 1988)

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Publisher's Synopsis

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.

Book information

ISBN: 9780471822165
Publisher: Wiley
Imprint: John Wiley & Sons, Inc.
Pub date:
DEWEY: 519.536
DEWEY edition: 23
Language: English
Number of pages: 315
Weight: 535g
Height: 235mm
Width: 162mm
Spine width: 23mm