摘要
从距离角度和效率角度研究了一组数据和多组数据缺落值估计的影响,建立了剔除一组数据时Cook距离与复相关系数的等式关系,剔除多组数据时Cook距离与广义相关系数的不等式及广义方差比度量与Hoetelling广义相关系数的等式关系.
The influences of one case or several cases on missing observations are studied from the Cook distance and efficiency points of view. When one case is deleted,the equality relation between Cook distance and coefficient of total correlation is built.Also when several cases are deleted, we have found the inequality relation between Cook distance and generalized correlation coefficient. The equality relation betweengeneralized variance ratio and Hoetelling correlation coefficient is obtained too.
出处
《南京大学学报（数学半年刊）》
CAS
2005年第2期349-354,共6页
Journal of Nanjing University(Mathematical Biquarterly)
关键词
缺落值线性模型
缺落值估计
COOK距离
广义方差比
复相关系数
广义相关系数
missing observations linear model, estimate of missing observations, Cook distance, generalized variaace ratio, coefficient of total correlation, generalized correlation coefiicieat
