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.
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