多元团体方差扰动模型的影响度量

Influence Measure For Multivariate Covariance Matrix Disturbance Model

对多元线性回归模型 :Y =Xβ +ε,ε～Nn×p(O ,V In) ,笔者讨论了一组或多组数据点对未知参数阵 β和V的扰动影响 ,给出了扰动影响度量准则和化简式及单点扰动下的分布 ,并建立了多元协方差比扰动影响度量流计理与广义相关系数的联系 .

In this paper,we consider multivariate linear regreesion model:Y=Xβ+ε,ε～N n×p (O,VI n),and discuss the disturbance influence of one data case or more on unknown matrix βand V,and give some disturbance influence measuring crterions,calculating formulas and distribution of one data case,and establish the relationships between multivariate disturbing covariance matrix ratio statistic and Hotelling corelation coefficients.