摘要
本文主要研究了logistic回归中高杠杆点的检测方法,指出了传统用hii检测高杠杆点的不合理性,建议用h*i=hi/(pi(1-pi))作为检测高杠杆点的统计量,并在此基础上提出{(h*i,epi)}图用于检测高杠杆点和异常点。本文还通过Monte-Carlo方法说明了{(h*i,epi)}图不但能检测出高杠杆点和异常点,还可区分高杠杆点的“有害”与“无害”
In this paper,we studied mainly the detecting methods of the high leverage cases in logistic regression.We pointed out the unreasonablity of h ii for detecting high leverage cases.In this paper,a graphical method-{(h ii *,e p i)} plot was proposed for detecting high leverage cases and outliers.And the practicality of the {(h ii *,e p i)} plot was verified by Monte-Carlo method.
出处
《中国卫生统计》
CSCD
北大核心
1997年第2期17-20,共4页
Chinese Journal of Health Statistics