首页 | 本学科首页   官方微博 | 高级检索  
     检索      

ASSESSMENT OF LOCAL INFLUENCE IN MULTIVARIATE REGRESSION MODEL
作者姓名:石磊  任仕泉
作者单位:Shi Lei (Department. of Statistics,Yunnan University,Kunming 650091,China) Ren Shiquan (Dep. of Appl. Math.,ChenDu Sci. and Tech. University,ChenDu 610065,China)
摘    要:1Intr0ductionRegressi0ndiagnosticsandinfluenceanalysis,asatechlliquetoinvestigatethefittingresu1t0fmodelandinfluentialpatternsinthedatasets,hadbeenpaidgreatattentioninrecentyears.Someworksweresummarizedinseveralb00ks(see1]-3l),muchofwhichemphasizedtlieidentilicati0nofinfiuentialpointsandinvo1vedde1etionofthedatacases.4jemP1oyedlocalinfluenceana1ysisasana1ternativetechniquet0studytheidentificati0nofinfluentia1p0ints-inwhichtl1en0rma1curvature0finfluencegrapl1basedon1ikelih0oddisplacementatnu…


ASSESSMENT OF LOCAL INFLUENCE IN MULTIVARIATE REGRESSION MODEL
Shi Lei.ASSESSMENT OF LOCAL INFLUENCE IN MULTIVARIATE REGRESSION MODEL[J].Acta Mathematica Scientia,1997(Z1).
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!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号