【摘要】 <正> 一、引言考虑线性回归模型其中Y是n维观测向量,X是n×p阶段设计矩阵,且其秩为R(X)=p,β为p维未知参数向量,e为n维随机误差向量、对于模型(1.1),β的最小二乘估计(The Least Squares Estimate,以下简记为LS估计)更多还原

【Abstract】 In this article,we consider the standard linear regression model with aggregated data T=A’Y。 We discuss the influence of aggregated data on fitted values at certain point,and get the upper or lower bound of the inluence. In addition ,we establish the relations between the fit statistic and correlation coefficient.更多还原