协方差分析模型的影响分析

Influence analysis of covariance analysis model

考虑一般形式下的协方差分析模型的影响分析,分别导出了在模型扰动前后回归系数的LS估计和效应参数的LS解的相互关系,并证明了均值漂移模型与数据删除模型在参数估计上的等价性.利用Cook统计量和协方差比统计量,分别给出了均值漂移模型下回归系数和效应参数的可估函数的估计精度的影响度量.

Influence analysis in general covariance analysis model is studied.The relationships between LS estimates of parameters under perturbed model and those under original model are given,and the equivalence of casedeletion model and meanshift model in parameter estimation for general covariane analysis model is illustrated.By using Cook′s distance and generalized variance ratio statistic,influence measures of regression coefficient and effect parameter under meanshift model are given.