共查询到17条相似文献,搜索用时 93 毫秒
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应用曲率方法研究了Beta回归模型的局部影响分析问题,分别在加权扰动、响应变量扰动和自变量扰动模式下得到了相应的影响诊断统计量.同时还讨论了模型中散度参数的齐性检验问题,得到了Score检验统计量.最后通过具体的数值实例说明了所得统计量的有效性. 相似文献
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利用局部影响的方法对一般形式下的协方差分析模型进行了讨论.把数据点或数据子集的扰动拓展到更广泛的扰动模式并进行了局部影响评价,导出了一般形式下的协方差分析模型在方差扰动下局部影响的曲率度量. 相似文献
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ARCH模型的影响分析 总被引:1,自引:0,他引:1
陈萍 《数学的实践与认识》2002,32(5):723-727
本文对一般线性 ARCH(m )模型 ,进行局部影响分析 ,给出了局部影响的曲率度量 .求出了相应的最大影响方向 相似文献
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得到了具有常m阶Schouten曲率与两个不同Schouten主曲率(或者等价地,两个不同Ricci上曲率)的完备局部共形平坦Riemann流形的分类结果.作为应用,得到了若干Schouten张量的pinching性质. 相似文献
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本文通过考察一种新影响图的保形法曲率,给出一种新二阶局部影响分析方法,并通过实例验证了该方法的有效性. 相似文献
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吴炳烨 《数学年刊A辑(中文版)》2011,32(1):71-82
得到了具有常m阶Schouten曲率与两个不同Schouten主曲率(或者等价地,两个不同Ricci主曲率)的完备局部共形平坦Riemann流形的分类结果.作为应用,得到了若干Schouten张量的pinching性质. 相似文献
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ASSESSMENT OF LOCAL INFLUENCE IN MULTIVARIATE ANALYSIS 总被引:3,自引:0,他引:3
ASSESSMENTOFLOCALINFLUENCEINMULTIVARIATEANALYSIS¥(石磊,王学仁)ShiLei;WangXueren(InstituteofAppliedMathematicsofYunnanProvinceDepar... 相似文献
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该文研究混合线性模型效应参数的Bayes局部影响评价问题.导出了混合线性模型在各种扰动下效应参数的Bayes局部影响度量,并给出了平衡单向分类随机效应模型下的一些结果.最后通过实例分析,以证实该文方法的有效性. 相似文献
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SHIH JIANQING 《高校应用数学学报(英文版)》1995,10(2):123-132
ASSESSINGLOCALPRIORINFLUENCEINBAYESIANANALYSIS¥SHIHJIANQINGAbstract:Ageneralmethodforassessinglocalinfluenceofminorperturbati... 相似文献
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该文讨论了具有一般协方差结构线性模型的局部影响分析问题. 通过对广义Cook统计量中M/c的适当选取, 文章给出了一种对扰动的参数变换具有不变性质的局部影响度量. 在具协方差扰动模式下, 该文给出了回归系数和方差系数估计、最佳线性预测的局部影响诊断统计量.该结果与数据删除法进行了比较, 并通过实例进行了分析和说明. 相似文献
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In principal components analysis, the influence function and local influence approaches have been well established as important diagnostic tools. In this article, we first review the generalized local influence approach in the restricted likelihood framework. We then apply the restricted likelihood local influence diagnostic in the common principal components analysis. One special part of this local influence result is an elliptical norm of the empirical influence function, which is comparable to the deletion diagnostic scaled by the same matrix which requires iterative solutions for parameter estimates with every case deleted. Local influence diagnostics are constructed by some basic building blocks that are obtained directly from the maximum likelihood estimates of the parameters, and which are based on the original data and thus require less computation. A numerical example illustrates the technique and some joint influence effects are identified by the proposed method. 相似文献
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1.IntroductionTheproportionalhazardsregressionmodelisasemiparametricmodel.Theloglikelihoodforthismodelisasumoverrisksets.Theperturbationofoneobservationedictsseveraloftheserisksets.Thus,theassessmentofcaseinfluenceismorecomplexforthismodelthanlinearandgeneralizedlinearmodels.TheglobalialluenceofindividualcaseonregressionparameterestimatesforCox'smodelhasbeenanalysedbyCainandLange[4],ReidandCrepeaull4],etal.TheideaofdtherentiationinsteadofdeletionisprominentinthelocalinduenceapproachofCook[… 相似文献
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The second order approach of local influence (see [15]) is developed and applied to Cox’s proportional hazards model, and
compared with Cook's local influence approach (see [6] and [13]) which was used in this model. To study local influence, we
perturb not only all cases simultaneously, but also cases individually to obtain “direction curvature” in directionl and “curvature” for single case. Some examples are used to illustrate these methods.
This work is supported by the Youth Science Foundation of Peking University and a research grant from State Educational Committee 相似文献