Sensitivity Analysis in Linear Regression

Samprit Chatterjee

ISBN 10: 0471822167 / ISBN 13: 9780471822165

Editore: Wiley Mär 1988, 1988

Riguardo questo articolo

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.

Codice articolo 9780471822165

Dati bibliografici

• Titolo: Sensitivity Analysis in Linear Regression
• Editore: Wiley Mär 1988
• Data di pubblicazione: 1988
• Lingua: Inglese
• ISBN 10: 0471822167
• ISBN 13: 9780471822165
• Rilegatura: Buch
• Condizione: Neu

Descrizione articolo

Riassunto

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.

Informazioni sull?autore

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.