摘要
建立了岭回归中的方差比Cook距离、W-K统计量.用他们研究了数据对岭估计及拟合值的影响,得到了一些有用的结果.此外,找到了方差比,W-K统计量与相关系数之间的精确关系.文[4]和[5]的部分结果是本文的特例.
In this paper we set up variance ratio, Cook distance and W-K statistics in the ridge regression and we use them to study the influence of data on the ridge estimator and the fitted value at x_j. Some useful results are reached. Besides, the relations between variance ratio and correlation coefficient and between W-K statistics and correlation coefficient are found. Some results in [4] and '[5] are special cases in this paper.
出处
《辽宁师范大学学报（自然科学版）》
CAS
1992年第1期12-16,21,共6页
Journal of Liaoning Normal University:Natural Science Edition
关键词
岭估计
影响分析
统计量
ridge estimator
influence analysis
statistics
