Sensitivity Analysis in Linear Regression

Samprit Chatterjee; Ali S. Hadi

ISBN 10: 0471822167 / ISBN 13: 9780471822165

Published by Wiley, 1988

About this Item

8vo, hardcover. No dj, blue cloth. Good condition. Ex-library copy, exterior label neatly removed; minimal stamping to interior and to textblock edges. Contents crisp, clean, unworn, no marking or writing. Binding sturdy and tight. 315 pp. Seller Inventory # 1180516.11

Bibliographic Details

Title: Sensitivity Analysis in Linear Regression

Publisher: Wiley

Publication Date: 1988

Binding: Hardcover

Condition: Good

Edition: 1st Edition

About this title

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.

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.