回归系数加权最小二乘估计的影响评价

Assessment of Influence on Weighted Least Squares Estimator of Regression Coefficient

对于线性回归模型：Ｙ＝Ｘβ＋ε，ε～（０，σ２Ｗ），讨论了数据对加权最小二乘估计的影响，并得到回归诊断的若干新结论。

In this paper,for the linear regression model: Y=xβ+ε,ε～(0,σ 2W) ,we discusses the influence of data case on weighted least squares estimator,and obtains some new conclusions of regression diagnostice.