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