|
|||||
|
|
ASSESSMENT OF LOCAL INFLUENCE IN MULTIVARIATE REGRESSION MODEL |
|
| Authors: | Shi Lei |
| Abstract: | In this article, authors introduce a method to assess local influence of obser- vations on the parameter estimates and prediction in multivariate regression model. The diagnostics under the perturbations of error variance, response variables and explanatory variables are derived, and the results are compared with those of case- deletion. Two examples are analyzed for illustration. |
| Keywords: | Influence graph local influence multivariate regression model perturba- tion scheme |
| 本文献已被 CNKI 等数据库收录！ | |
| 点击此处可从《数学物理学报(A辑)》浏览原始摘要信息 | |
| 点击此处可从《数学物理学报(A辑)》下载全文 | |