Sensitivity analysis in linear regression /
Chatterjee, Samprit, 1938-
Sensitivity analysis in linear regression / Samprit Chatterjee, Ali S. Hadi. - New York : Wiley, ©1988. - 1 online resource (xiv, 315 pages) : illustrations. - Wiley series in probability and mathematical statistics. Applied probability and statistics . - Wiley series in probability and mathematical statistics. Applied probability and statistics. .
Includes bibliographical references (pages 301-307) and index.
The prediction matrix -- Role of variables in a regression equation -- Effects of an observation on a regression equation -- Assessing the influence of multiple observations -- Joint impact of a variable and an observation -- Assessing the effect of errors of measurements -- A study of model sensitivity by the generalized linear model approach -- Computational considerations -- Appendix: Summary of vector and matrix norms, proofs of three theorems -- references -- Index.
Use copy
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.
Electronic reproduction.
[S.l.] :
HathiTrust Digital Library,
2010.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
http://purl.oclc.org/DLF/benchrepro0212
9780470316764 0470316764 9780470317426 0470317426
10.1002/9780470316764 doi
9780470316764 Wiley InterScience http://www3.interscience.wiley.com
Regression analysis.
Perturbation (Mathematics)
Mathematical optimization.
Linear Models.
Analyse de régression.
Perturbation (Mathématiques)
Optimisation mathématique.
Regressieanalyse.
Lineaire modellen.
Optimaliseren.
Linear regression analysis
Electronic books.
QA278.2 / .C52 1988eb
519.5/36
Sensitivity analysis in linear regression / Samprit Chatterjee, Ali S. Hadi. - New York : Wiley, ©1988. - 1 online resource (xiv, 315 pages) : illustrations. - Wiley series in probability and mathematical statistics. Applied probability and statistics . - Wiley series in probability and mathematical statistics. Applied probability and statistics. .
Includes bibliographical references (pages 301-307) and index.
The prediction matrix -- Role of variables in a regression equation -- Effects of an observation on a regression equation -- Assessing the influence of multiple observations -- Joint impact of a variable and an observation -- Assessing the effect of errors of measurements -- A study of model sensitivity by the generalized linear model approach -- Computational considerations -- Appendix: Summary of vector and matrix norms, proofs of three theorems -- references -- Index.
Use copy
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.
Electronic reproduction.
[S.l.] :
HathiTrust Digital Library,
2010.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
http://purl.oclc.org/DLF/benchrepro0212
9780470316764 0470316764 9780470317426 0470317426
10.1002/9780470316764 doi
9780470316764 Wiley InterScience http://www3.interscience.wiley.com
Regression analysis.
Perturbation (Mathematics)
Mathematical optimization.
Linear Models.
Analyse de régression.
Perturbation (Mathématiques)
Optimisation mathématique.
Regressieanalyse.
Lineaire modellen.
Optimaliseren.
Linear regression analysis
Electronic books.
QA278.2 / .C52 1988eb
519.5/36