Sensitivity Analysis in Linear Regression
S. Chatterjee(Author)
Wiley (Publisher)
Published on 27. May 2008
Software
Other digital
316 pages
978-0-470-31676-4 (ISBN)
Description
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.
More details
Language
English
Place of publication
Hoboken
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
Professional and scholarly
Dimensions
Height: 250 mm
Width: 150 mm
Thickness: 15 mm
Weight
666 gr
ISBN-13
978-0-470-31676-4 (9780470316764)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

Samprit Chatterjee | Ali S. Hadi
Sensitivity Analysis in Linear Regression
E-Book
11/2009
Wiley
€223.99
Available for download
Content
The Prediction Matrix. Role of Variables in a Regression Equation. Effects of an Observation on a Regression Equation. Assessing the Influence of Multiple Observations. Joint Impact of a Variable and an Observation. Assessing the Effect of Errors of Measurements. A Study of Model Sensitivity by the Generalized Linear Model Approach. Computational Considerations. Appendix: Summary of Vector and Matrix Norms, Proofs of Three Theorems. Refernces. Index.