回归模型中变换参数的影响分析

Transformations and Influential Cases in Regression Model

把D .V .Hinkley和S .Wang的回归模型变换参数影响的诊断方法推广到多个数据的情形 ,评价多个数据对“双边变换模型”参数估计的影响。分别考虑双参数变换模型和单参数变换模型 ,利用构造变量回归技术和平均异常点模型得到了删除数据诊断量的近似值。并给出了一个算例 。

The diagnostic method of Hinkley and Wang (1988) is extended for assessing the influence of a group of cases to the regression models in which both response and linear predictor are transformed. Both the double transformation model and the single transformation model are considered. Approximations for casesdeletion diagnostics are obtained by taking advantage of the constructed variable regression technique and using a mean outlier model. An example is presented for illustrating the influence on the estimator of the single parameter when two cases are deleted.