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线性回归中LS估计的联合影响分析
Analysis For Joint Influence Of Least Souares Estimate In Linear Regession
【摘要】 本文研究了线性回归模型中试验点(x’i,yi)和(x’j,,yj)对参数β的最小二乘估计β的联合影响。在用welsch统计量Q12度量指标属于I的试验点的联合影响中,确定点(x’i,yi)和(xji,yj)的交互影响作用,hij扮演一重要角色。而且,当hij=0时,不管γi和γj的值,有Q12=Qi2+Qj2;当hij≠0时,hij,γi和γj的符号和大小确定Q12比Qi2+Qj2大多少或小多少。
【Abstract】 This article studies the joint influence of cases (xi′,yi) and(xj′,yi) for the LSE β of β in Linear Regression Model.The hii plays an important role in deterning the interaction effect of cases(xi′, yi)and(xj′, yj) in the joint influence of I as measured by Welsch statistic Q12.Moreover then QI2=Qi2+Qi2, when hij=0, regardless of the values of γi and γi and when hji=0, the signs and magnitudes of hij, γi and γj determine how much QI2 is greater than or less than Qi2+Q2.
【基金】 山西省自然科学基金
- 【文献出处】 山西师大学报(自然科学版) ,Journal of Shanxi Teacher’s University Natural Science Edition , 编辑部邮箱 ,1988年01期
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