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Science/Engineering Sensitivity Analysis in Linear Regression
Posted on 2010-03-15
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More Sensitivity Analysis in Linear Regression by Samprit Chatterjee, Ali S. Hadi 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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