【摘要】 本文从多元线性回归模型回归系数的椭球置信域出发,导出度量影响的置信域体积比诊断统计量,并给出了它在协方差矩阵未知时的近似表达式。更多还原

【Abstract】 In this paper, the volume ratio statistic as a measure of influence is derived from the viewpoint of confidence ellipsoids in multivariate linear regression, and its approximate expression is given when the covariance matrix is unknown.更多还原