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Sensitivity Analysis in Linear Regression |
| Wiley Series in Probability and Statistics |
| Samprit Chatterjee (New York Univ.); Ali S. Hadi (Cornell Univ., Ithaca) |
| 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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| Cloth Bound |
Pages, 6 x 9 in. |
Item #: Price: |
0471822167 $199.00 |
John Wiley & Sons, Inc. | |
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