Publisher description for Sensitivity analysis in linear regression / Samprit Chatterjee, Ali S. Hadi.


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Counter 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.

Library of Congress subject headings for this publication: Regression analysis, Perturbation (Mathematics)Mathematical optimization