Sensitivity Analysis in Linear Regression

Samprit Chatterjee/ Ali S. Hadi

ISBN 10: 0471822167 / ISBN 13: 9780471822165

Published by John Wiley & Sons Inc, 1988

About this Item

1st edition. 315 pages. 9.00x6.00x0.75 inches. In Stock. Seller Inventory # x-0471822167

Bibliographic Details

Title: Sensitivity Analysis in Linear Regression

Publisher: John Wiley & Sons Inc

Publication Date: 1988

Binding: Hardcover

Condition: Brand New

About this title

Synopsis:

This volume treats linear regression diagnostics as a tool for the application of linear regression models to real-life data. The presentation makes extensive use of examples to illustrate theory. The text 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. The robustness of the regression fit is assessed qualitatively and numerically.

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.