应用概率统计
應用概率統計
응용개솔통계
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2003年
1期
31-39
,共9页
宗序平%孟国明%王海斌%韦博成
宗序平%孟國明%王海斌%韋博成
종서평%맹국명%왕해빈%위박성
Cook距离%局部影响%测量误差%非线性模型
Cook距離%跼部影響%測量誤差%非線性模型
Cook거리%국부영향%측량오차%비선성모형
Cook distance%local influence%measurement error%nonlinear models
本文对非线性测量误差模型给出了统一的诊断方法,并证明了数据删除模型与均值漂移模型的等价性,由此出发得到了Cook距离、残差、杠杆值等诊断统计量.本文还讨论了非线性测量误差模型的局部影响分析,并给出了一个具体应用实例.推广了Zhao&Lee(1995)的结果.
本文對非線性測量誤差模型給齣瞭統一的診斷方法,併證明瞭數據刪除模型與均值漂移模型的等價性,由此齣髮得到瞭Cook距離、殘差、槓桿值等診斷統計量.本文還討論瞭非線性測量誤差模型的跼部影響分析,併給齣瞭一箇具體應用實例.推廣瞭Zhao&Lee(1995)的結果.
본문대비선성측량오차모형급출료통일적진단방법,병증명료수거산제모형여균치표이모형적등개성,유차출발득도료Cook거리、잔차、강간치등진단통계량.본문환토론료비선성측량오차모형적국부영향분석,병급출료일개구체응용실례.추엄료Zhao&Lee(1995)적결과.
In this paper, we present a unified diagnostic method for nonlinear measurement error models. We showthat the case deletion model is equivalent to mean shift outlier model. From this point of view, several diagnosticmeasures, such as Cook distance, Residuals, leverage measures are obtained. The local influence measure ofnonlinear measurement errors model is also presented. An numerical example is given to illustrate the applicationof the diagnostics. The results of Zhao & Lee (1995) are extended.