| 变结构非线性模型的Score统计量的影响分析 |
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| 引用本文： | 解锋昌,李勇.变结构非线性模型的Score统计量的影响分析[J].东南大学学报(自然科学版),2005,35(6):980-983. |
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| 作者姓名： | 解锋昌 李勇 |
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| 作者单位： | 1. 东南大学数学系,南京,210096;南京农业大学数学系,南京,210095
2. 东南大学数学系,南京,210096 |
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| 基金项目： | 南京农业大学校科研和教改项目 |
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| 摘 要： | 对于具有结构变化的非线性回归模型,为了识别出数据对其阶段异方差Score检验统计量的影响,提出采用梯度方向探讨了模型中响应变量及自变量的微小扰动对于该模型的Score统计量的局部影响,分别得到了度量最大局部影响的诊断统计量.将所得统计量应用于2个澳大利亚南方地区栽培洋葱而得到的产量和密度数据,并识别出了其中的影响点.
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| 关 键 词： | Score统计量 梯度 局部影响 具有结构变化的非线性回归模型 阶段异方差 |
| 文章编号： | 1001-0505（2005）06-0980-04 |
| 收稿时间： | 03 17 2005 12:00AM |
| 修稿时间： | 2005-03-17 |
Influence analysis of Score statitic for nonlinear models with structural change |
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| Xie Fengchang,Li Yong.Influence analysis of Score statitic for nonlinear models with structural change[J].Journal of Southeast University(Natural Science Edition),2005,35(6):980-983. |
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| Authors: | Xie Fengchang Li Yong |
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| Institution: | 1. Department of Mathematics, Southeast University, Nanjing 210096, China;2.Department of Mathematics, Nanjing Agricultural University, Nanjing 210095, China |
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| Abstract: | To detect the effect of data on score test statistic for phased heteroscedasticity in nonlinear regression model with structural change, an influence analysis for the score test statistic under perturbation in the response variable and explanatory variables based on gradient direction is developed. And the corresponding diagnostic statistics for measuring maximum influence are respectively obtained. Finally, the influence diagnostic statistics are applied to the yield-density data set of onion grown in two South Australian locations, and the influence cases in the data sets are obtained. |
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| Keywords: | Score statistic gradient local influence nonlinear regression model with structural change phased heteroscedasticity |
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