Sensitivity Analysis in Linear Regression

Sensitivity Analysis in Linear Regression

Author(s): Samprit Chatterjee, Ali S. Hadi

Published Online: 27 MAY 2008

Print ISBN: 9780471822165

Online ISBN: 9780470316764

DOI: 10.1002/9780470316764

About this Book

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.

Table of contents