Sensitivity Analysis in Linear Regression.

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Chatterjee, Shoutir

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ISBN:9780471822165
Editorial: Wiley & Sons Ltd.
Fecha de la edición:1988
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Nº Pág.:315
Idiomas:Ingles,Inglés

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/ Economía Cuantitativa

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.

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