| 回归估计精度的局部影响 |
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| 引用本文： | 岳荣先.回归估计精度的局部影响[J].南京气象学院学报,1995,18(4):511-517. |
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| 作者姓名： | 岳荣先 |
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| 作者单位： | 南京气象学院基础科学系 |
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| 摘 要： | 从模型微小扰动的角度研究数据对回归估计精度的局部影响。首先提出刻划这种影响的４个统计量，并求出它们在３种不同扰动方式下的最大局部变化方向，其最大绝对分量对应于强影响点。最后给出一个数值例子来说明这种强影响点的诊断。
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| 关 键 词： | 模型扰动 估计精度 残差分量 局部影响 回归估计 |
LOCAL INFLUENCE ON PRECISION OF REGRESSION ESTIMATE |
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| Yue Rongxian.LOCAL INFLUENCE ON PRECISION OF REGRESSION ESTIMATE[J].Journal of Nanjing Institute of Meteorology,1995,18(4):511-517. |
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| Authors: | Yue Rongxian |
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| Abstract: | Th is paper concerns local infl uence on regression estima te precision wit h small modelperturbation available. Four statistics are proposed for describing the influence, followed by giv-ing the direction the maximum local effect occurs under three modes of perturbation, with thegreatest absolute component related to the point of intense influence. Finally,a numerical exam-ple is presented to illustrate the diagnosis of the point. |
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| Keywords: | model perturbation estimate precision residual component local influence |
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