Sensitivity Analysis in Linear Regression
Samprit Chatterjee и Ali Hadi
Тип: PDF книга
Жанр: Математика
Язык: на английском языке
Издательство: John Wiley & Sons Limited
Дата публикации: 25.04.2024
Отзывы: Пока нет Добавить отзыв
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.