回归系数随机化对影响曲率的影响

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。

OUTLIER TEST IN RANDOMIZED LINEAR MODEL

In this papert we give an approach for detecting one or more outliers inrandomized linear model.The likelihood ratio test statistic and its distributions underthe null hypothesis and the alternative hypothesis are given. Furthermore,the robustnessof the test statistic in a certain sense is proved. Finally,the optimality properties of thetest are derived.