Sensitivity Analysis in Linear Regression

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.

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.