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影响分析中岭估计的广义方差比研究
引用本文:史及民,田保光. 影响分析中岭估计的广义方差比研究[J]. 山西师范大学学报:自然科学版, 1988, 0(2)
作者姓名:史及民  田保光
作者单位:山西师大数学系,山西师大数学系
摘    要:
本文利用广义方差比度量在线性模型中剔除一组或多组数据对岭估计的影响.给出了剔除前后岭估计的广义相关系数的表达式,并得到了某些一般的结果。

关 键 词:帽子矩阵  岭估计  广义方差比

STUDY OF GENERALIZED VARIANCE RATIO OF RIDGE ESTIMATOR IN INFLUENCE ANALYSIS
Shi Jimin Tian Baoguang. STUDY OF GENERALIZED VARIANCE RATIO OF RIDGE ESTIMATOR IN INFLUENCE ANALYSIS[J]. Journal of Shanxi Teachers University, 1988, 0(2)
Authors:Shi Jimin Tian Baoguang
Affiliation:Shi Jimin Tian Baoguang
Abstract:
In this paper the influence upon the ridge estimator which is caused after deleting one or more groups of data in linear model is measured by generalized variance ratio.The expression of generalized correlation coefficient between the ridge estimators before and after deleting datum is given.Some general results are acquired,too.
Keywords:hat matrix ridge estimator generalized variance rat ic
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