回归系数随机化对影响曲率的影响

The Influence on Influence Curvature with Randomized Regrssion Coefficients

本文首次讨论了回归系数随机化对影响曲率的影响问题。通过比较随机化和非随机化线性模型在方差扰动,均值漂移等情况下的影响曲率,证明了线性模型的回归系数随机化后,回归系数的影响曲率缩小了。回归系数的随机化程度越小,影响曲率变化越小。当回归系数的随化程度趋于零时,随机化线性模型的影响曲率等于非随机化模型的影响曲率。最后,本文提出了一个描述影响程度的统计量。

In this paper, we first deal with the influence measures of the influence curvatures for assessing the effect of the regression coefficients randomizing. Making a comparion between the influence curvatures in randomized Linear model and unrandomized linear model with variancedisturbance and meau-shfit, it is proved that the influence curvaturesin randomized linear model are less than the influence curvatures in unrandomized linear modal and the more lower of regression coefficients randomizing, the more less the influence curvatures are changed in randomized linear model. Finally, for assessing the effect of the regression coefficients randomizing, we give a new statistic.