数据变换模型的局部影响分析

LOCAL INFLUENCE ANALYSIS FOR REGRESSION TRANSFORMATION MODELS

数据变换模型的局部影响分析韦博成，史建清（东南大学数学系，南京２１００１８）ＬＯＣＡＬＩＮＦＬＵＥＮＣＥＡＮＡＬＹＳＩＳＦＯＲＲＥＧＲＥＳＳＩＯＮＴＲＡＮＳＦＯＲＭＡＴＩＯＮＭＯＤＥＬＳ￥ＷＥＩＢＯＣＨＥＮＧＡＮＤＳＨＩＪＩＡＮＧＩＮＧ（Ｄｅｐｅｒｔ...

It is well known that the transformation parameter estimate is sensitive to the small perturbatione in linear regression([4]). In this paper, we apply the local influence approach proposed by Cook([3]) to derive influence measures for assessing the effects of small perturbations arising from the data. The work of Lawrance ([6]) is extended to many kinds of perturbationws including case weights, explanatory variables, responses, and the components of one case. Two examples are given to illustrate our results which show that the local influence approach is helpful to the diagnostics of regression tranaformation models.