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Sensitivity Analysis in Linear Regression

Sensitivity Analysis in Linear Regression by Samprit Chatterjee
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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.
Wiley; February 2004
348 pages; ISBN 9780471475743
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Title: Sensitivity Analysis in Linear Regression
Author: Samprit Chatterjee; Ali S. Hadi
 
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