Sensitivity Analysis in Linear Regression

Samprit Chatterjee

ISBN 10: 0471822167 / ISBN 13: 9780471822165

Edité par Wiley Mär 1988, 1988

A propos de cet article

Neuware - 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.

N° de réf. du vendeur 9780471822165

Détails bibliographiques

• Titre: Sensitivity Analysis in Linear Regression
• Éditeur: Wiley Mär 1988
• Date de parution: 1988
• Langue: anglais
• ISBN à 10 chiffres: 0471822167
• ISBN à 13 chiffres: 9780471822165
• Reliure: Buch
• État de l'article: Neu

A propos de ce titre

Synopsis

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.

À propos de l?auteur

SAMPRIT CHATTERJEE, PhD, is Professor Emeritus of Statistics at New York University. A Fellow of the American Statistical Association, Dr. Chatterjee has been a Fulbright scholar in both Kazhakstan and Mongolia. He is the coauthor of Sensitivity Analysis in Linear Regression and A Casebook for a First Course in Statistics and Data Analysis, both published by Wiley.

ALI S. HADI, PhD, is a Distinguished University Professor and former vice provost at the American University in Cairo (AUC). He is the founding Director of the Actuarial Science Program at AUC. He is also a Stephen H. Weiss Presidential Fellow and Professor Emeritus at Cornell University. Dr. Hadi is the author of four other books, a Fellow of the American Statistical Association, and an elected Member of the International Statistical Institute.