| 条件广义岭估计及其诊断统计量 |
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| 引用本文： | 张尚立,陶芸,何小玲. 条件广义岭估计及其诊断统计量[J]. 吉首大学学报(自然科学版), 2010, 31(6): 27-31 |
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| 作者姓名： | 张尚立 陶芸 何小玲 |
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| 作者单位： | （北京交通大学理学院，北京100044） |
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| 基金项目： | 国家自然基金资助项目，国家重点实验审开放基金资助项目 |
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| 摘 要： | 研究了带约束线性模型中回归参数的有偏估计及其数据删除模型中度量影响大小的诊断统计量.提出条件广义岭估计，给出它在不同模型中的关系式，利用Welsch-Kuh统计量和特征值的性质，推导出删除k组数据后度量拟合值影响的上确界.通过实例分析检验了诊断统计量的有效性.
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| 关 键 词： | 条件广义岭估计 带约束线性模型 Welsch-Kuh统计量 Cook距离 |
Conditional Generalized Ridge-Type Estimation and Its Diagnostic Statistic |
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| ZHANG Shang-li,TAO Yun,HE Xiao-ling. Conditional Generalized Ridge-Type Estimation and Its Diagnostic Statistic[J]. Journal of Jishou University(Natural Science Edition), 2010, 31(6): 27-31 |
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| Authors: | ZHANG Shang-li TAO Yun HE Xiao-ling |
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| Affiliation: | (School of Science,Beijing Jiaotong University,Beijing 100044,China) |
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| Abstract: | This paper studies the biased estimation in linear model with equality restrictions and its diagnostic statistic which can assess the influence of deleting date in the date-deleted model.The conditional generalized ridge-type estimation is proposed,and its relation fomula in different models is given.The upper bound of influence in date-deleted model is derived by using Welsch-Kuh statistic and some properties of eigenvalue,and the effect of diagnostic statistic is examined by means of a numerical example. |
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| Keywords: | conditional generalized ridge-type estimation linear model with equality restrictions Welsch-Kuh statistic Cook distance |
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