Sensitivity Analysis in Linear Regression

ISBN: 9780470316764 出版年：2009 页码：341 Samprit Chatterjee Ali S Hadi Wiley

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.