最佳线性无偏估计中的影响度量与相关系数

INFLUENCE MEASURE OF BEST LINEAR UNBIASED ESTIMATE AND CORRELATION COEFFIENEIENT

本文提出了最佳线性无偏估计中的二个影响度量；Ｃｏｏｋ距离与广义方差比．讨论了它们的统计性质，并揭示了它们与相关系数的内在联系．

n this paper, we advise two influence measures, those are Cook distance and generalized variance ratio. We also discuss the properties of them and reveal the inner relation between the influence measures and coefficient of correlation.