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多元岭估计下数据联合影响的分解及数据的交叉影响
引用本文:归庆明.多元岭估计下数据联合影响的分解及数据的交叉影响[J].河南科学,1996,14(1):26-30.
作者姓名:归庆明
作者单位:郑州测绘学院基础部
摘    要:本文讨论了多重线性回归中数据对多元岭估计的影响。首先给出了度量数据对多元岭估计影响大小的Cook距离及其简化形式,提示了强影响点、高杠杆点、异常点间的内在联系;其次讨论了多组数据对多元岭估计的联合影响与其中每组数据对多元岭估计的影响之间的关系,最后探讨了多元岭估计中数据的交叉影响问题,得到了许多有意义的结果。

关 键 词:多重线性回归  多元岭估计  联合影响  交叉影响

FAXTORIZATION OF COLLECTIVE INFLUENCES OF DATA AND CROSS INFLUENCES OF DATA IN MULTIVARITE RIDGE FFREGRESSION
Gui Qingming.FAXTORIZATION OF COLLECTIVE INFLUENCES OF DATA AND CROSS INFLUENCES OF DATA IN MULTIVARITE RIDGE FFREGRESSION[J].Henan Science,1996,14(1):26-30.
Authors:Gui Qingming
Abstract:In this paper,we study the influence of data on the multivariate ridge estimator in multivariate linear regression.We propose the measure of influence of data,get its simple form,and reveal the re;ationship of highly influential case, high leverage ease and outlier,We discuss ffthe relationship between the collective influences of multiple cases and the influence of each case on the multivariate ridge estlmator.We also discuss and get some results on the cross influence of data in the multivariate ridge estimator.
Keywords:Multivariate linear regression  Multivariate ridge estimator  Cook distance Highly influential case  Joint influence  Cross influence
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