Sensitivity Analysis in Linear Regression: 190 (Wiley Series in Probability and Statistics) - Hardcover

Chatterjee, Samprit; Hadi, Ali S.

 
9780471822165: Sensitivity Analysis in Linear Regression: 190 (Wiley Series in Probability and Statistics)
Hardcover
ISBN 10: 0471822167 ISBN 13: 9780471822165
Publisher: Wiley, 1988

Synopsis

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.

"synopsis" may belong to another edition of this title.

About the Author

SAMPRIT CHATTERJEE, PhD, is Professor Emeritus of Statistics at New York University. A Fellow of the American Statistical Association, Dr. Chatterjee has been a Fulbright scholar in both Kazhakstan and Mongolia. He is the coauthor of Sensitivity Analysis in Linear Regression and A Casebook for a First Course in Statistics and Data Analysis, both published by Wiley.

ALI S. HADI, PhD, is a Distinguished University Professor and former vice provost at the American University in Cairo (AUC). He is the founding Director of the Actuarial Science Program at AUC. He is also a Stephen H. Weiss Presidential Fellow and Professor Emeritus at Cornell University. Dr. Hadi is the author of four other books, a Fellow of the American Statistical Association, and an elected Member of the International Statistical Institute.

"About this title" may belong to another edition of this title.

Publisher
Wiley
Publication date
1988
Language
English
ISBN 10 
0471822167
ISBN 13 
9780471822165
Binding
Hardcover
Edition number
1
Number of pages
339