摘要
本文对线性回归模型定义了后验影响函数;针对已有的先验信息的三种不同情况给出了它的分解式,讨论了其优良性;指出强影响点、异常点、高杠杆点的内在联系,讨论了上述三种点的探测方法。
In this paper, we define posterior influence function in linear regression model, decompose it into a sum of meaningful terms for three different situations, show its merits, clarify the relationship of influential observations, high leverage cases and outliers. We also discuss the detection of these points.
出处
《应用概率统计》
CSCD
北大核心
1996年第2期151-158,共8页
Chinese Journal of Applied Probability and Statistics