协方差阵扰动模型的Welsch-Kuh统计量与Cook距离

Restricted Welsch-Kuh statistic and Cook distance with covariance matrix disturbance

本文讨论线性回归模型中约束条件下协方差阵扰动模型的影响分析问题，定义了扰动模型的Ｗｅｌｓｃｈ－Ｋｕｈ统计量与 Ｃｏｏｋ距离，利用 Ｗｅｌｓｃｈ－Ｋｕｈ统计量研究扰动模型对其中某组数据对应的拟合值的影响以及用Ｃｏｏｋ统计量研究扰动模型对约束最小二来估计的影响．

This paper discusses the influence problem of least squares estimator for the linear regression model under the restricted condition with covariance matrix disturbance. We define the W-K statistic and Cook distance with covariance matrix disturbance and give some formulae.