INFLUENCE MEASURE OF PERTURBATION AND VARIABLES IN REGRESSION MODELS

INFLUENCE MEASURE OF PERTURBATION AND VARIABLES IN REGRESSION MODELS

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摘要 Based on the Kullback-Leibler distance and information distance, someinfluence measures for model perturbations and explanatory variablap ia reg,ressionmodels are proposed.The new influence measures can be used to identify influentialcases and to assess the effect of explanatory variables on the interested parametersThe method is adaptable for a variety of regression models.

作者胡跃清

出处《Journal of Southeast University(English Edition)》 EI CAS 1994年第1期41-47,共7页 东南大学学报（英文版）

关键词 INFORMATION DISTANCE PERTURBATION INFLUENCE MEASURE regressionanalysis/Kullback-Leibler DISTANCE information distance, perturbation, influence measure, regressionanalysis/Kullback-Leibler distance

分类号 TB11 [理学—应用数学]

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Journal of Southeast University(English Edition)

1994年第1期

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INFLUENCE MEASURE OF PERTURBATION AND VARIABLES IN REGRESSION MODELS

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