Sensitivity Analysis in Linear Regression (Hardcover)

Samprit Chatterjee

ISBN 10: 0471822167 / ISBN 13: 9780471822165

Editore: John Wiley & Sons Inc, New York, 1988

Riguardo questo articolo

Hardcover. 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. This volume treats linear regression diagnostics as a tool for the application of linear regression models to real-life data. The presentation makes extensive use of examples to illustrate theory. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Codice articolo 9780471822165

Dati bibliografici

• Titolo: Sensitivity Analysis in Linear Regression (Hardcover)
• Editore: John Wiley & Sons Inc, New York
• Data di pubblicazione: 1988
• Lingua: Inglese
• ISBN 10: 0471822167
• ISBN 13: 9780471822165
• Rilegatura: Hardcover
• Edizione: prima edizione
• Condizione: new

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.