Sensitivity Analysis in Linear Regression / Edition 1

Sensitivity Analysis in Linear Regression / Edition 1

by Samprit Chatterjee, Ali S. Hadi, Pratap Chatterjee
     
 

ISBN-10: 0471822167

ISBN-13: 9780471822165

Pub. Date: 03/31/1988

Publisher: Wiley

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

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Overview

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.

Product Details

ISBN-13:
9780471822165
Publisher:
Wiley
Publication date:
03/31/1988
Series:
Wiley Series in Probability and Statistics Series, #190
Pages:
336
Product dimensions:
6.36(w) x 9.25(h) x 0.90(d)

Table of Contents

The Prediction Matrix.

Role of Variables in a Regression Equation.

Effects of an Observation on a Regression Equation.

Assessing the Influence of Multiple Observations.

Joint Impact of a Variable and an Observation.

Assessing the Effect of Errors of Measurements.

A Study of Model Sensitivity by the Generalized Linear Model Approach.

Computational Considerations.

Appendix: Summary of Vector and Matrix Norms, Proofs of Three Theorems.

Refernces.

Index.

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