Sensitivity Analysis in Linear Regression. Samprit Chatterjee

Математика.

Название
Sensitivity Analysis in Linear Regression
Автор:
Samprit Chatterjee
Серия:
Жанр:
Математика
Год выпуска:
0
isbn:
9780470317426
Аннотация:
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.