| 广义线性模型的诊断与实例分析 |
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| 引用本文： | 周雁.广义线性模型的诊断与实例分析[J].四川大学学报(自然科学版),2007,44(6):1163-1168. |
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| 作者姓名： | 周雁 |
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| 作者单位： | 中国科学技术大学统计与金融系,合肥,230026 |
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| 摘 要： | 研究了广义线性模型的诊断，将线性回归模型的诊断方法推广运用到广义线性模型，证明了均值漂移模型与数据删除模型的等价性，研究了判断异常点的Score检验统计量．最后通过实例建模，验证了本文给出的诊断方法的有效性．
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| 关 键 词： | 广义线性模型 统计诊断 数据删除 均值漂移 Score检验统计量 |
| 文章编号： | 0490-6756（2007）06-1163-06 |
| 收稿时间： | 2005-08-08 |
| 修稿时间： | 2005-10-20 |
Diagnostic and numerical example analysis for generalized linear model |
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| ZHOU Yan.Diagnostic and numerical example analysis for generalized linear model[J].Journal of Sichuan University (Natural Science Edition),2007,44(6):1163-1168. |
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| Authors: | ZHOU Yan |
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| Institution: | USTC, Department of Statistics and Finance |
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| Abstract: | This paper mainly focuses on the diagnostic methods for generalized linear models, which are extended from the diagnostic methods for linear model. The equivalency of means-shift outlier models and casedeletion models are substantiated, the score test statistic for outlier test is obtained, Finally, the numerical ex- ample is given to illustrate that the diagnostic methods are available. |
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| Keywords: | generalized linear models statistical diagnostic case-deletion means-shift score test |
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