线性回归模型中方差σ^2估计量的影响函数

The Influence Function for the Estimator of Variance σ￣2 in Linear Regression Model

本文给出了线性回归模型中方差σ２估计量σ２的理论影响函数，经验影响函数，样本影响函数。为分析分布扰动以及样本点对估计量σ２的影响提供了有力工具。

The theoretical influence function,empiral influence function and sample influence function for the estimator of variance σ￣2 in linear model are given in this paper.They provide with the useful tools to analuse the influence which is from perturbation of distribution and sampl observation.