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Sensitivity Analysis in Linear Regression
Samprit ChatterjeeAli S. Hadi
出版John Wiley & Sons, 2009-09-25
主題Mathematics / Probability & Statistics / Regression AnalysisMathematics / GeneralMathematics / Probability & Statistics / Stochastic Processes
ISBN04703174269780470317426
URLhttp://books.google.com.hk/books?id=qozaTQMdC0EC&hl=&source=gbs_api
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註釋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.