Sensitivity Analysis in Linear Regression

Sensitivity Analysis in Linear Regression, Samprit  Chatterjee audiobook. ISDN43504866

Samprit Chatterjee and Ali Hadi

Genre:mathematics

Language:English

Type:PDF book

Publisher:John Wiley & Sons Limited

Publication date:08.12.2022

Price:$346.34

Views:18

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.

Also read with this book