基于改进两参数估计的影响点检测

Influence Points Detection Based on Modified Two-Parameter Estimator

在改进两参数估计下对单个数据删除模型进行研究,通过对比删除某个观测值前后估计量的变化程度来度量相应观测值的影响程度,并由近似删除公式得到删除某个数据点前后改进两参数估计量间的关系;同时,在前人的基础上推导得到DFFITS统计量和Cook统计量新的表达形式,并在实例中用两种统计量来识别影响点,验证其合理性。

The single data deletion model is studied under the modified two-parameter estimator. The influence degree of the corresponding observation value is measured by comparing the change degree of the estimators before and after deleting a certain observation value, and the relationship between the improved two-parameter estimator value before and after deleting a certain data point is obtained by the approximate deletion formula;at the same time, new expressions of DFFITS statistics and Cook statistics are derived on the basis of predecessors, and two kinds of statistics are used to identify the influence points in an example to verify their rationality.