Diagnostics high leverage cases and influential observations in regression analysis

被引：0

作者：

Zhao, JW ^{[1
]}

机构：

[1] Dongbei Univ Finance & Econ, Dept Stat, Dalian 116025, Peoples R China

来源：

8TH WORLD MULTI-CONFERENCE ON SYSTEMICS, CYBERNETICS, AND INFORMATICS, VOL XVI, PROCEEDINGS | 2004年

关键词：

case diagnostic; high leverage case; influential observation; wishart distribution; T-2; distribution; Wilks distribution;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this article, we first give the probability density function of Andrews-Pregibon's diagnostic statistic. Then we suggest two new diagnostic methods for high leverage cases and influential observations in regression analysis that they based on the multivariate standard distributions, such as, Wishart distribution, T-2 distribution, Wilks distribution, and so on. We find that these methods are very successful in assessing influence. They can diagnostic the high leverage cases and influential observations in regression analysis more easily.

引用

页码：417 / 422

页数：6

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