| 半参数广义线性模型的影响分析与异常点检验 |
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| 引用本文： | 曾林蕊,朱仲义,茆诗松.半参数广义线性模型的影响分析与异常点检验[J].高校应用数学学报(A辑),2004,19(3):323-332. |
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| 作者姓名： | 曾林蕊 朱仲义 茆诗松 |
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| 作者单位： | 华东师范大学,统计系,上海,200062 |
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| 基金项目： | 教育部博士点基金(20020269015)，国家自然科学基金(10371042) |
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| 摘 要： | 统计诊断就是对统计推断方法解决问题的全过程进行诊断，而影响分析是统计诊断中十分重要的分支．本文针对半参数广义线性模型，证明了数据删除模型和均值漂移模型的等价性定理，给出了诸如广义Cook距离等诊断统计量并研究了异常点的Score检验统计量，最后通过实例验证了本文给出的诊断方法的有效性。
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| 关 键 词： | 惩罚似然 广义Cook距离 Score检验 |
| 文章编号： | 1000-4424(2004)03-0323-10 |
Influence analysis and outlier tests for semiparametric generalized linear model |
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| ZENG Lin-rui,ZHU Zhong-yi,MAO Shi-song.Influence analysis and outlier tests for semiparametric generalized linear model[J].Applied Mathematics A Journal of Chinese Universities,2004,19(3):323-332. |
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| Authors: | ZENG Lin-rui ZHU Zhong-yi MAO Shi-song |
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| Abstract: | Diagnostic is used in the whole process of statistical inferences for solving problems.Influence analysis is a very important branch.The paper showed that the case deletion model is equivalent to the mean shift outlier model for semiparametric generalized linear models.The diagnostic statistics such as Cook's distance,score test statistic for outlier tests are derived.Finally,the numerical example illustrates that the method is available. |
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| Keywords: | penalized likelihood Cook's distance score test |
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