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半参数广义线性模型的局部影响分析 被引量:4

Local Influence for Semiparametric Generalized Linear Model
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摘要 分析半参数广义线性模型的局部影响,分别对加权扰动模型,响应变量扰动模型,自变量扰动模型得到了影响矩阵的计算公式.最后分析了实际数据,证实了方法的有效性.本文结果是 Cook(1986)和 Wei(1998)关于线性模型和指数族非线性模型的工作在半参数模型中的推广和发展. This paper discusses the local influence measures for semiparametric generalized linear model. The counting formulas of influence matrix for case weights perturbation model ,mean shift perturbation model and arguments perturbation model are derived. An example is given for data analyses and illustrates that our method is available. It is an extension on semiparametric model of the corresponding conclusion about linear model and expenential family nonlinear model of Cook(1986),Wei(1998).
出处 《华东师范大学学报(自然科学版)》 CAS CSCD 北大核心 2005年第4期18-25,共8页 Journal of East China Normal University(Natural Science)
基金 国家自然科学基金(10371042) 教育部博士点基金(20020269015)
关键词 局部影响 曲率 扰动 影响矩阵 local influence curvature perturbation influence matrix
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参考文献13

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二级参考文献19

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共引文献28

同被引文献28

  • 1解锋昌,李爱萍,李勇.具有结构变化的线性回归模型的局部影响分析[J].河海大学学报(自然科学版),2005,33(6):717-720. 被引量:1
  • 2胡宏昌.误差为AR(1)情形的半参数回归模型拟极大似然估计的存在性[J].湖北师范学院学报(自然科学版),2006,26(3):12-16. 被引量:4
  • 3峁诗松.统计手册[M].北京:科学出版社,2003.
  • 4薛毅,陈立萍.R软件建模与R软件[M].北京:清华大学出版社,2007.
  • 5熊加兵.带右删失数据非线性模型的统计分析[D].扬州:扬州大学,2007.
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