Synopsis
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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About the Author
SAMPRIT CHATTERJEE, PhD, is Professor Emeritus of Statistics at New York University. A Fellow of the American Statistical Association, Dr. Chatterjee has been a Fulbright scholar in both Kazhakstan and Mongolia. He is the coauthor of Sensitivity Analysis in Linear Regression and A Casebook for a First Course in Statistics and Data Analysis, both published by Wiley.
ALI S. HADI, PhD, is a Distinguished University Professor and former vice provost at the American University in Cairo (AUC). He is the founding Director of the Actuarial Science Program at AUC. He is also a Stephen H. Weiss Presidential Fellow and Professor Emeritus at Cornell University. Dr. Hadi is the author of four other books, a Fellow of the American Statistical Association, and an elected Member of the International Statistical Institute.
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Sensitivity Analysis in Linear Regression
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Wiley & Sons, Incorporated, John, 1988
ISBN 10: 0471822167
ISBN 13: 9780471822165
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Sensitivity Analysis in Linear Regression
Published by
Wiley & Sons, Incorporated, John, 1988
ISBN 10: 0471822167
ISBN 13: 9780471822165
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First Edition
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Sensitivity Analysis in Linear Regression
Published by
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ISBN 10: 0471822167
ISBN 13: 9780471822165
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Sensitivity Analysis in Linear Regression
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Sensitivity Analysis in Linear Regression
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ISBN 10: 0471822167
ISBN 13: 9780471822165
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