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9780470317426

Sensitivity Analysis in Linear Regression

by ;
  • ISBN13:

    9780470317426

  • ISBN10:

    0470317426

  • Format: eBook
  • Copyright: 2009-09-01
  • Publisher: Wiley
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Summary

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.

Table of Contents

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
Refernces
Index
Table of Contents provided by Publisher. All Rights Reserved.

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