随机删失非参数固定设计回归模型的诊断

文章主要研究了随机删失非参数固定设计回归模型的统计诊断。首先利用随机删失非参数回归模型的性质和生存分布的Kaplan-Meier乘积限估计,将原模型转化为非参数回归模型进行研究;然后证明了数据删除模型与均值漂移模型的等价性,并给出了诊断异常点和强影响点的一些诊断统计量;最后通过实例分析,验证了上述诊断方法的有效性。

Statistical diagnosis of nonparametric regression model with random right censorship

This paper mainly studies the nonparametric regression model with random right censorship by means of statistical diagnosis. Firstly, the paper transforms the primary model to non-parametric regression model, using the properties of non-parametric regression model with right censored data and the Kaplan-Meier product-limit estimator. Then it shows that the case deletion model(CDM) is equivalent to the mean shift outlier model(MSOM) for diagnostic purpose, and some diagnostic statistics of anomalous and influential points are given. At last, examples are given to illustrate the validity of the above statistical diagnostic method.