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ASSESSMENT OF LOCAL INFLUENCE IN MULTIVARIATE REGRESSION MODEL 被引量:1

ASSESSMENT OF LOCAL INFLUENCE IN MULTIVARIATE REGRESSION MODEL
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摘要 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. 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.
作者 石磊 任仕泉
出处 《数学物理学报(A辑)》 CSCD 北大核心 1997年第S1期184-194,共11页 Acta Mathematica Scientia
关键词 INFLUENCE GRAPH LOCAL INFLUENCE MULTIVARIATE regression model perturba- tion SCHEME Influence graph, local influence, multivariate regression model, perturba- tion scheme
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