| 基于约束最小二乘估计的影响分析 |
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| 引用本文： | 周兰萍,夏海峰. 基于约束最小二乘估计的影响分析[J]. 湖北师范学院学报(自然科学版), 2012, 0(4): 28-32 |
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| 作者姓名： | 周兰萍 夏海峰 |
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| 作者单位： | 江苏省扬州中学教育集团树人学校;江苏省扬州市邗江区公道中学 |
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| 摘 要： | 研究了一类约束条件下的线性回归模型。首先,用Lagrange乘子法得到了刀切约束最小二乘估计;然后,定义了用于影响分析的Cook统计量,并得到了近似Cook统计量;最后,用算例说明了近似Cook统计量的有效性。
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| 关 键 词： | 约束最小二乘估计 线性回归模型 Cook统计量 影响分析 |
Influence analysis based on constrained least squares estimator |
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| ZHOU Lan-ping,XIA Hai-feng. Influence analysis based on constrained least squares estimator[J]. Journal of Hubei Normal University(Natural Science), 2012, 0(4): 28-32 |
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| Authors: | ZHOU Lan-ping XIA Hai-feng |
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| Affiliation: | 1.Shuren School of Yangzhou Middle School Education Group,Yangzhou 225000,China; 2.Gong Dao Middle School,Yangzhou 225119,China) |
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| Abstract: | In the paper,we investigate a linear regression model with constraint conditions.Firstly,we obtain jackknife constrained least squares estimator by the Lagrange multiplier method.Secondly,we give the definition of Cook＇s statistic for influence analysis,and obtain the approximate Cook＇s statistic.At last,by an example,it is shown that the approximate Cook＇s statistic is valid. |
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| Keywords: | constrained least squares estimator linear regression model Cook＇s statistic influence analysis |
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