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.

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