摘要
本文从多元线性回归模型回归系数的椭球置信域出发,导出度量影响的置信域体积比诊断统计量,并给出了它在协方差矩阵未知时的近似表达式。
In this paper, the volume ratio statistic as a measure of influence is derived from the viewpoint of confidence ellipsoids in multivariate linear regression, and its approximate expression is given when the covariance matrix is unknown.
出处
《高校应用数学学报（A辑）》
CSCD
北大核心
1993年第2期149-156,共8页
Applied Mathematics A Journal of Chinese Universities(Ser.A)
基金
国家自然科学基金
关键词
多元线性回归
体积比统计量
置信域
Multivariate Linear Regression, Influential Cases, Confidence Ellipsoids, Volume Ratio Statistic.
