When a real-world data set is fitted to a specific type of models, it is often encountered that one or a set of observations have undue influence on the model fitting, which may lead to misleading conclusions. Therefo...When a real-world data set is fitted to a specific type of models, it is often encountered that one or a set of observations have undue influence on the model fitting, which may lead to misleading conclusions. Therefore, it is necessary for data analysts to identify these influential observations and assess their impact on various aspects of model fitting. In this paper, one type of modified Cook＇s distances is defined to gauge the influence of one or a set observations on the estimate of the constant coefficient part in partially varying- coefficient models, and the Cook＇s distances are expressed as functions of the corresponding residuals and leverages. Meanwhile, a bootstrap procedure is suggested to derive the reference values for the proposed Cook＇s distances. Some simulations are conducted, and a real-world data set is further analyzed to examine the performance of the proposed method. The experimental results are satisfactory.展开更多
基金the National Natural Science Foundations of China(No.10531030,No.60675013)
文摘When a real-world data set is fitted to a specific type of models, it is often encountered that one or a set of observations have undue influence on the model fitting, which may lead to misleading conclusions. Therefore, it is necessary for data analysts to identify these influential observations and assess their impact on various aspects of model fitting. In this paper, one type of modified Cook＇s distances is defined to gauge the influence of one or a set observations on the estimate of the constant coefficient part in partially varying- coefficient models, and the Cook＇s distances are expressed as functions of the corresponding residuals and leverages. Meanwhile, a bootstrap procedure is suggested to derive the reference values for the proposed Cook＇s distances. Some simulations are conducted, and a real-world data set is further analyzed to examine the performance of the proposed method. The experimental results are satisfactory.
