9. Departures from Underlying Assumptions

  1. George A. F. Seber and
  2. Alan J. Lee

Published Online: 20 JAN 2012

DOI: 10.1002/9780471722199.ch9

Linear Regression Analysis, Second Edition

Linear Regression Analysis, Second Edition

How to Cite

Seber, G. A. F. and Lee, A. J. (2003) Departures from Underlying Assumptions, in Linear Regression Analysis, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780471722199.ch9

Publication History

  1. Published Online: 20 JAN 2012
  2. Published Print: 21 JAN 2003

ISBN Information

Print ISBN: 9780471415404

Online ISBN: 9780471722199

SEARCH

Keywords:

  • underlying assumptions;
  • variance matrix;
  • regressor variables;
  • random explanatory variables;
  • perturbation theory

Summary

This chapter contains sections titled:

  • Introduction

  • Bias

  • Incorrect Variance Matrix

  • Effect of Outliers

  • Robustness of the F-Test to Nonnormality

  • Effect of Random Explanatory Variables

  • Collinearity