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广义非线性模型的影响分析 总被引:4,自引:0,他引:4
马阳明 《数理统计与应用概率》1996,11(3):195-202
本文从几何的观点研究广义非线性模型及其影响分析,我们给出了均值漂移模型的曲率度量;在此基础上,导广义非线性模型度量影响的诊断统计量的二阶近似公式,作为推论,本文的结果适用于两种重要的特殊情形,第一,广义线性模型的影响分析,第二,正态非线性模型的影响分析。 相似文献
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In this paper,exponential type regression modeis are considered from geometric point of view.The stochastic expansions relsting to the estimate are derived and are used to study several asymptotic inference problems.The biases and the covariances relating to the estimate may be calculated based on the expansions.The information loss of the estimate and a limit theorem connected with the observed and expected Fisher informations are obtained in terms of the curvatures. 相似文献
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