摘要
利用广义影响函数和广义Cook统计量来研究具有均匀协方差结构的曲线增长模型的局部影响问题 .得到了不同扰动形式下 ,参数矩阵B及协方差阵∑的极大似然估计的局部影响度量 。
The generalized influence function and generalized Cook distance were used to study local influence of observations on the parameter estimates in the growth curve model with uniform covariance structure.Under the perturbations of error variance,response variables and explanatory variables,the diagnostics were obtained.Finally,an example was analyzed for illustration.
出处
《云南大学学报(自然科学版)》
CAS
CSCD
2000年第2期87-91,共5页
Journal of Yunnan University(Natural Sciences Edition)
关键词
局部影响分析
曲线增长模型
均匀协方差结构
generalized influence function,generalized Cook distance,growth curve model,uniform covariance structure,diagnostics