Sensitivity Analysis in Linear Regression
Copyright © 1988 John Wiley & Sons, Inc.
Author(s): Samprit Chatterjee, Ali S. Hadi
Published Online: 27 MAY 2008
Print ISBN: 9780471822165
Online ISBN: 9780470316764
Book Series: Wiley Series in Probability and Statistics
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.