Sensitivity Analysis in Linear Regression - Samprit Chatterjee

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Тип книги: book ( Книга / Аудиокнига )
Категория книги: математика
Год издания:
Паблишер: John Wiley & Sons Limited
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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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