| 多元线性回归中度量影响的置信域体积比统计量 |
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| 引用本文： | 鲁国斌.多元线性回归中度量影响的置信域体积比统计量[J].高校应用数学学报(A辑),1993(2):149-156. |
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| 作者姓名： | 鲁国斌 |
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| 作者单位： | 江苏省南京市东南大学数学力学系 210018 |
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| 摘 要： | 本文从多元线性回归模型回归系数的椭球置信域出发,导出度量影响的置信域体积比诊断统计量,并给出了它在协方差矩阵未知时的近似表达式。
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| 关 键 词： | 多元线性回归 体积比统计量 置信域 |
THE VOLUME RATIO STATISTIC OF CONFIDENCE ELLIPSOIDS AS A MEASURE OF INFLUENCE IN MULTIVARIATE LINEAR REGRESSION |
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| Lu Guobing.THE VOLUME RATIO STATISTIC OF CONFIDENCE ELLIPSOIDS AS A MEASURE OF INFLUENCE IN MULTIVARIATE LINEAR REGRESSION[J].Applied Mathematics A Journal of Chinese Universities,1993(2):149-156. |
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| Authors: | Lu Guobing |
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| Institution: | South-east University |
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| Abstract: | In this paper, the volume ratio statistic as a measure of influence is derived from the viewpoint of confidence ellipsoids in multivariate linear regression, and its approximate expression is given when the covariance matrix is unknown. |
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| Keywords: | Multivariate Linear Regression Influential Cases Confidence Ellipsoids Volume Ratio Statistic |
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