Sensitivity analysis in linear regression
Samprit Chatterjee, Ali S. Hadi
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.
หมวดหมู่:
ปี:
1988
ฉบับพิมพ์ครั้งที่:
1
สำนักพิมพ์:
Wiley
ภาษา:
english
จำนวนหน้า:
323
ISBN 10:
0471822167
ISBN 13:
9780471822165
ซีรีส์:
Wiley series in probability and mathematical statistics. Applied probability and statistics
ไฟล์:
PDF, 10.11 MB
IPFS:
,
english, 1988