Samprit Chatterjee, Ali S. Hadi

Sensitivity Analysis in Linear Regression (eBook, PDF)

• Format: PDF

Produktbeschreibung

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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Produktdetails

• Verlag: John Wiley & Sons
• Seitenzahl: 316
• Erscheinungstermin: 4. November 2009
• Englisch
• ISBN-13: 9780470317426
• Artikelnr.: 38210768

Autorenporträt

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.

Inhaltsangabe

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 ModelApproach.
Computational Considerations.
Appendix: Summary of Vector and Matrix Norms, Proofs of ThreeTheorems.
Refernces.
Index.