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基于预测值均方的影响分析方法
引用本文:李英英.基于预测值均方的影响分析方法[J].山西师范大学学报,1995,9(1):10-14.
作者姓名:李英英
作者单位:山西师范大学数学系
摘    要:本文提出一种刻划数据对线性回归分析影响大小的新度量,这种度量考虑每组数据对全部n个试验点处的预测值的影响,以预测值的均方为标准.它不仅描述了强影响点和高杠杆点、异常点之间的关系,而且揭示出了数据影响大小和样本容量n之间的关系.进而从理论和数值例子两方面说明了这种度量的优越性.

关 键 词:预测值  度量  影响分析  影响点  数据  理论  样本容量  刻划  高杠杆点  异常点

A Method of Influence Analysis Based on the Mean Square Predication
Li Yingying.A Method of Influence Analysis Based on the Mean Square Predication[J].Journal of Shanxi Teachers University,1995,9(1):10-14.
Authors:Li Yingying
Institution:Li Yingying
Abstract:In this paper, we propose a new measure of influence of data on regression analysis, it consideres the influence of each data on predications at full cases and takes mean square predicted values as the criterion. It not only describes the relationship between highly influentioal case and outlier case, high leverage case, but reveals the relationship between influence of data and sample size. Furthermore, its advantage is proved by theory and exam-ple.
Keywords:Mean square predication    Highly influentioal case
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