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:$316.59

Views:35

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.

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