| Logistic模型的统计诊断 |
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| 引用本文： | 光琳,宗序平.Logistic模型的统计诊断[J].江南大学学报(自然科学版),2012,11(1):113-117. |
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| 作者姓名： | 光琳 宗序平 |
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| 作者单位： | 1. 江苏联合职业技术学院 连云港财经分院,江苏连云港,222003
2. 扬州大学数学科学学院,江苏扬州,225002 |
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| 摘 要： | 系统地分析了Logistic模型的统计诊断,将线性模型的诊断方法运用到Logistic模型。推导出数据删除模型一阶近似的参数估计公式,并给出数据删除模型与均值漂移模型的等价性;推导了判别强影响点或异常点的诊断统计量如Score统计量、广义Cook距离、似然距离等。通过实例分析证实了该诊断方法的有效性。
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| 关 键 词： | Logistic模型 统计诊断 诊断统计量 |
Statistical Diagnosis of Logistic Model |
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| GUANG Lin
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ZONG Xu-ping.Statistical Diagnosis of Logistic Model[J].Journal of Southern Yangtze University:Natural Science Edition,2012,11(1):113-117. |
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| Authors: | GUANG Lin ZONG Xu-ping |
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| Institution: | 1.Lianyungang Branch of Finance and Economics,Jiangsu Union Technical Institute,Lianyungang 222003,China;2.School of Mathematical Science,Yangzhou University,Yangzhou 225002,China) |
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| Abstract: | This paper systematically discusses the statistical diagnostics of Logistic statistical model,which are extended from the diagnostic methods for linear model.The first-order approximate formula of parameter estimate of CDM are derived,and the equivalence of CDM and MSOM are proved.At the same time,we derivate the diagnostic statistics to distinguish strong influence points or the diagnosis of outliers,such as Score statistics,Generalized Cook distance,and Likelihood distance.Finally,a case study is given to illustrate our results. |
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| Keywords: | Logistic model statistical diagnosis diagnostic statistics |
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