Sensitivity Analysis in Linear Regression

Samprit Chatterjee и Ali Hadi

Тип: PDF книга

Жанр: Математика

Язык: на английском языке

Стоимость: 24839.16 ₽

Издательство: John Wiley & Sons Limited

Дата публикации: 25.04.2024

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О книге: 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.