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关于影响分析度量的几个问题
引用本文:朱仲义,王才贤.关于影响分析度量的几个问题[J].河海大学常州分校学报,1998(4).
作者姓名:朱仲义  王才贤
作者单位:河海大学基础课部(朱仲义),常州交通技工学校(王才贤)
基金项目:国家自然科学基金,江苏省自然科学基金资助项目
摘    要:Cook距离和局部影响分析的曲率度量在统计诊断中被广泛使用.但是,这些影响分析度量缺乏一个基准值作为判断影响大小的标准.最近,Fung(1997)等指出曲率度量不是数据尺度不变量.本文对上述两种度量进行了一些改进,提出了影响阶的概念,克服了上述缺陷并结合实例加以说明.

关 键 词:影响分析  Cook距离  曲率  统计诊断  度量

Several Problems for Assessement of Influence Analysis
Zhu Zhongyi Wang Caixian.Several Problems for Assessement of Influence Analysis[J].Journal of Hohai University Changzhou,1998(4).
Authors:Zhu Zhongyi Wang Caixian
Institution:Zhu Zhongyi Wang Caixian
Abstract:The Cook distance and the curvature asscssement of local influence analysis are extensively used in statistical diagnostics. However, these assessements of influence analysis lack of an objective criterion to judge the largeness of influence. Recently, Fung et al (1997) pointed out that the normal curvature is not invariant of a uniform change of scale. In this paper, these assessements are improved and objective benchmarks to judge largeness are provided. The methods of assessement for local influence analysis are improved. Numerical example illustrates that our methot is available.
Keywords:influence aualysis  Cook distance  curvature  statistical diagnostics  assessement  
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