Sensitivity Analysis in Linear Regression. Samprit Chatterjee и др.
- Тип: Текст PDF
- Авторы:
- Издательство: John Wiley & Sons Limited(2019)
- ISBN: 9780470317426
- Страниц: 341
- Язык: Английский
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- Жанры: Математика
- Описание
- Фрагмент
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.