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This book provides a comprehensive treatment of the sensitivity analysis of linear regression models. It addresses the need for understanding how deviations from the underlying assumptions of the linear regression model affect the results. The authors present methods for assessing the sensitivity of regression coefficients and predictions to changes in the data and model specification. The book is intended for statisticians, econometricians, and researchers who use linear regression models in their work.
The book investigates the impact of deviations from underlying assumptions on the results of linear regression models. It addresses the critical need for understanding how model sensitivity affects the reliability of statistical inferences, particularly when assumptions such as normality, homoscedasticity, and independence of errors are violated. The work provides methods for assessing the robustness of regression coefficients and predictions to changes in data or model specification.
This work is recognized as a specialized text for statisticians and researchers dealing with the practical application of linear regression. Its focus on sensitivity analysis makes it a valuable resource for understanding the robustness of statistical findings. The book is likely to be appreciated by those who need to rigorously validate their models and ensure the reliability of their conclusions in the face of potential data or assumption issues.
Page Count:
315
Publication Date:
1988-01-01
ISBN-10:
0471822167
ISBN-13:
9780471822165
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