| 权回归与一般影响度量 |
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| 引用本文： | 杨虎.权回归与一般影响度量[J].应用数学和力学,1992(9). |
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| 作者姓名： | 杨虎 |
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| 作者单位： | 重庆交通学院 |
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| 摘 要： | 权回归模型是近年来文献中较多涉及的一种.本文从回归诊断的角度进一步研究了它的若干问题.如扰动、影响度量及估计效率等.由于这类模型的一般性,因而本文的结果均可看作回归诊断中较成熟的一些结论的推广.
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| 关 键 词： | 异方差 回归诊断 效率 广义学生化残差 影响度量 |
A Kind of General Influence Measure on the Linear Weighted Regression |
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| Yang Hu.A Kind of General Influence Measure on the Linear Weighted Regression[J].Applied Mathematics and Mechanics,1992(9). |
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| Authors: | Yang Hu |
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| Abstract: | The linear weighted regression model is one of the models studied in many articles in recent years. Some further problems,such as disturbation, influence measure and estimate efficiency, have been discussed in this paper on the basis of the regression diagnostics. The partial conclusions of this paper are the extension of the familiar concepts in the regression diagnoties theory2,3,7] because they are representative of this kind of model. |
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| Keywords: | heteroscedastic regression diagnostic efficiency generalized student's residual influence measure |
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