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Sensitivity Analysis in Linear Regression

ISBN: 978-0-471-82216-5
Hardcover
315 pages
March 1988
List Price: US $264.25
Government Price: US $182.36
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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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