约束Welsch-Kuh统计量与约束Cook距离
RESTRICTED WELSCH-KUH STATISTIC AND RESTRICTED COOK DISTANCE
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摘要: 本文讨论线性回归模型中约束条件下最小二乘估计的影响问题,利用约束下的Welsch-Kuh统计量研讨了剔除第i组数据(x'i,yi)后,对xi和xj处拟合值的影响,另又用Cook统计量讨论了第i组数据对约束最小二乘估计的影响。Abstract: This paper discusses the influence problem of least squares estimator for the linear regression model under the restrioted condition Using the W-K statistic under the restricted condition, we study the inflaences on the fitted values at xi and xj respectively while the i-th case (x'i,yi) is deleted. The Cook’s statistic is also used to discuss the i-th case’s influence on least squares estimator under the restricted condition.